CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 0.8180 0.8115 -0.0065 -0.8% 0.8128
High 0.8183 0.8115 -0.0068 -0.8% 0.8227
Low 0.8130 0.8061 -0.0069 -0.8% 0.8061
Close 0.8149 0.8105 -0.0044 -0.5% 0.8105
Range 0.0053 0.0054 0.0001 1.9% 0.0166
ATR 0.0092 0.0092 0.0000 -0.3% 0.0000
Volume 65 23 -42 -64.6% 294
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8256 0.8234 0.8135
R3 0.8202 0.8180 0.8120
R2 0.8148 0.8148 0.8115
R1 0.8126 0.8126 0.8110 0.8110
PP 0.8094 0.8094 0.8094 0.8086
S1 0.8072 0.8072 0.8100 0.8056
S2 0.8040 0.8040 0.8095
S3 0.7986 0.8018 0.8090
S4 0.7932 0.7964 0.8075
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8629 0.8533 0.8196
R3 0.8463 0.8367 0.8151
R2 0.8297 0.8297 0.8135
R1 0.8201 0.8201 0.8120 0.8166
PP 0.8131 0.8131 0.8131 0.8114
S1 0.8035 0.8035 0.8090 0.8000
S2 0.7965 0.7965 0.8075
S3 0.7799 0.7869 0.8059
S4 0.7633 0.7703 0.8014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8227 0.8061 0.0166 2.0% 0.0074 0.9% 27% False True 58
10 0.8227 0.7870 0.0357 4.4% 0.0080 1.0% 66% False False 52
20 0.8227 0.7700 0.0527 6.5% 0.0068 0.8% 77% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8345
2.618 0.8256
1.618 0.8202
1.000 0.8169
0.618 0.8148
HIGH 0.8115
0.618 0.8094
0.500 0.8088
0.382 0.8082
LOW 0.8061
0.618 0.8028
1.000 0.8007
1.618 0.7974
2.618 0.7920
4.250 0.7832
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 0.8099 0.8131
PP 0.8094 0.8122
S1 0.8088 0.8114

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

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