CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 0.7830 0.7762 -0.0068 -0.9% 0.7850
High 0.7850 0.7864 0.0014 0.2% 0.7858
Low 0.7796 0.7762 -0.0034 -0.4% 0.7743
Close 0.7791 0.7849 0.0058 0.7% 0.7791
Range 0.0054 0.0102 0.0048 88.9% 0.0115
ATR 0.0089 0.0090 0.0001 1.0% 0.0000
Volume 20 102 82 410.0% 605
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8131 0.8092 0.7905
R3 0.8029 0.7990 0.7877
R2 0.7927 0.7927 0.7868
R1 0.7888 0.7888 0.7858 0.7908
PP 0.7825 0.7825 0.7825 0.7835
S1 0.7786 0.7786 0.7840 0.7806
S2 0.7723 0.7723 0.7830
S3 0.7621 0.7684 0.7821
S4 0.7519 0.7582 0.7793
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8142 0.8082 0.7854
R3 0.8027 0.7967 0.7823
R2 0.7912 0.7912 0.7812
R1 0.7852 0.7852 0.7802 0.7825
PP 0.7797 0.7797 0.7797 0.7784
S1 0.7737 0.7737 0.7780 0.7710
S2 0.7682 0.7682 0.7770
S3 0.7567 0.7622 0.7759
S4 0.7452 0.7507 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7886 0.7700 0.0186 2.4% 0.0057 0.7% 80% False False 42
10 0.7919 0.7700 0.0219 2.8% 0.0054 0.7% 68% False False 81
20 0.8126 0.7700 0.0426 5.4% 0.0046 0.6% 35% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8298
2.618 0.8131
1.618 0.8029
1.000 0.7966
0.618 0.7927
HIGH 0.7864
0.618 0.7825
0.500 0.7813
0.382 0.7801
LOW 0.7762
0.618 0.7699
1.000 0.7660
1.618 0.7597
2.618 0.7495
4.250 0.7329
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 0.7837 0.7841
PP 0.7825 0.7832
S1 0.7813 0.7824

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

View Archives - Comment on this page... - Back to Index of Symbols