CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 0.7779 0.7814 0.0035 0.4% 0.8004
High 0.7792 0.7858 0.0066 0.8% 0.8048
Low 0.7743 0.7814 0.0071 0.9% 0.7874
Close 0.7790 0.7879 0.0089 1.1% 0.7896
Range 0.0049 0.0044 -0.0005 -10.2% 0.0174
ATR 0.0094 0.0092 -0.0002 -2.0% 0.0000
Volume 298 186 -112 -37.6% 23
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7982 0.7975 0.7903
R3 0.7938 0.7931 0.7891
R2 0.7894 0.7894 0.7887
R1 0.7887 0.7887 0.7883 0.7891
PP 0.7850 0.7850 0.7850 0.7852
S1 0.7843 0.7843 0.7875 0.7847
S2 0.7806 0.7806 0.7871
S3 0.7762 0.7799 0.7867
S4 0.7718 0.7755 0.7855
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 0.8461 0.8353 0.7992
R3 0.8287 0.8179 0.7944
R2 0.8113 0.8113 0.7928
R1 0.8005 0.8005 0.7912 0.7972
PP 0.7939 0.7939 0.7939 0.7923
S1 0.7831 0.7831 0.7880 0.7798
S2 0.7765 0.7765 0.7864
S3 0.7591 0.7657 0.7848
S4 0.7417 0.7483 0.7800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7743 0.0303 3.8% 0.0044 0.6% 45% False False 117
10 0.8048 0.7743 0.0305 3.9% 0.0043 0.5% 45% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8045
2.618 0.7973
1.618 0.7929
1.000 0.7902
0.618 0.7885
HIGH 0.7858
0.618 0.7841
0.500 0.7836
0.382 0.7831
LOW 0.7814
0.618 0.7787
1.000 0.7770
1.618 0.7743
2.618 0.7699
4.250 0.7627
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 0.7865 0.7853
PP 0.7850 0.7827
S1 0.7836 0.7801

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

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