CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 0.9315 0.9192 -0.0123 -1.3% 0.9202
High 0.9315 0.9233 -0.0082 -0.9% 0.9339
Low 0.9315 0.9192 -0.0123 -1.3% 0.9202
Close 0.9281 0.9219 -0.0062 -0.7% 0.9281
Range 0.0000 0.0041 0.0041 0.0137
ATR
Volume 58 3 -55 -94.8% 358
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9338 0.9319 0.9242
R3 0.9297 0.9278 0.9230
R2 0.9256 0.9256 0.9227
R1 0.9237 0.9237 0.9223 0.9247
PP 0.9215 0.9215 0.9215 0.9219
S1 0.9196 0.9196 0.9215 0.9206
S2 0.9174 0.9174 0.9211
S3 0.9133 0.9155 0.9208
S4 0.9092 0.9114 0.9196
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9685 0.9620 0.9356
R3 0.9548 0.9483 0.9319
R2 0.9411 0.9411 0.9306
R1 0.9346 0.9346 0.9294 0.9379
PP 0.9274 0.9274 0.9274 0.9290
S1 0.9209 0.9209 0.9268 0.9242
S2 0.9137 0.9137 0.9256
S3 0.9000 0.9072 0.9243
S4 0.8863 0.8935 0.9206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9339 0.9192 0.0147 1.6% 0.0024 0.3% 18% False True 72
10 0.9339 0.9024 0.0315 3.4% 0.0012 0.1% 62% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9407
2.618 0.9340
1.618 0.9299
1.000 0.9274
0.618 0.9258
HIGH 0.9233
0.618 0.9217
0.500 0.9213
0.382 0.9208
LOW 0.9192
0.618 0.9167
1.000 0.9151
1.618 0.9126
2.618 0.9085
4.250 0.9018
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 0.9217 0.9254
PP 0.9215 0.9242
S1 0.9213 0.9231

These figures are updated between 7pm and 10pm EST after a trading day.

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