CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 0.7814 0.7826 0.0012 0.2% 0.8004
High 0.7858 0.7826 -0.0032 -0.4% 0.8048
Low 0.7814 0.7787 -0.0027 -0.3% 0.7874
Close 0.7879 0.7783 -0.0096 -1.2% 0.7896
Range 0.0044 0.0039 -0.0005 -11.4% 0.0174
ATR 0.0092 0.0092 0.0000 0.0% 0.0000
Volume 186 18 -168 -90.3% 23
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7916 0.7888 0.7804
R3 0.7877 0.7849 0.7794
R2 0.7838 0.7838 0.7790
R1 0.7810 0.7810 0.7787 0.7805
PP 0.7799 0.7799 0.7799 0.7796
S1 0.7771 0.7771 0.7779 0.7766
S2 0.7760 0.7760 0.7776
S3 0.7721 0.7732 0.7772
S4 0.7682 0.7693 0.7762
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 0.7919 0.7743 0.0176 2.3% 0.0051 0.7% 23% False False 120
10 0.8048 0.7743 0.0305 3.9% 0.0043 0.5% 13% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7992
2.618 0.7928
1.618 0.7889
1.000 0.7865
0.618 0.7850
HIGH 0.7826
0.618 0.7811
0.500 0.7807
0.382 0.7802
LOW 0.7787
0.618 0.7763
1.000 0.7748
1.618 0.7724
2.618 0.7685
4.250 0.7621
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 0.7807 0.7801
PP 0.7799 0.7795
S1 0.7791 0.7789

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

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