CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 0.7948 0.8135 0.0187 2.4% 0.7740
High 0.8050 0.8205 0.0155 1.9% 0.7937
Low 0.7875 0.8091 0.0216 2.7% 0.7700
Close 0.8024 0.8096 0.0072 0.9% 0.7870
Range 0.0175 0.0114 -0.0061 -34.9% 0.0237
ATR 0.0090 0.0097 0.0006 7.2% 0.0000
Volume 46 70 24 52.2% 447
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8473 0.8398 0.8159
R3 0.8359 0.8284 0.8127
R2 0.8245 0.8245 0.8117
R1 0.8170 0.8170 0.8106 0.8151
PP 0.8131 0.8131 0.8131 0.8121
S1 0.8056 0.8056 0.8086 0.8037
S2 0.8017 0.8017 0.8075
S3 0.7903 0.7942 0.8065
S4 0.7789 0.7828 0.8033
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8547 0.8445 0.8000
R3 0.8310 0.8208 0.7935
R2 0.8073 0.8073 0.7913
R1 0.7971 0.7971 0.7892 0.8022
PP 0.7836 0.7836 0.7836 0.7861
S1 0.7734 0.7734 0.7848 0.7785
S2 0.7599 0.7599 0.7827
S3 0.7362 0.7497 0.7805
S4 0.7125 0.7260 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8205 0.7870 0.0335 4.1% 0.0086 1.1% 67% True False 87
10 0.8205 0.7700 0.0505 6.2% 0.0071 0.9% 78% True False 65
20 0.8205 0.7700 0.0505 6.2% 0.0057 0.7% 78% True False 66
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8690
2.618 0.8503
1.618 0.8389
1.000 0.8319
0.618 0.8275
HIGH 0.8205
0.618 0.8161
0.500 0.8148
0.382 0.8135
LOW 0.8091
0.618 0.8021
1.000 0.7977
1.618 0.7907
2.618 0.7793
4.250 0.7607
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 0.8148 0.8077
PP 0.8131 0.8057
S1 0.8113 0.8038

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

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