CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 0.8280 0.8229 -0.0051 -0.6% 0.8163
High 0.8280 0.8229 -0.0051 -0.6% 0.8394
Low 0.8227 0.8085 -0.0142 -1.7% 0.8163
Close 0.8247 0.8092 -0.0155 -1.9% 0.8247
Range 0.0053 0.0144 0.0091 171.7% 0.0231
ATR 0.0090 0.0095 0.0005 5.7% 0.0000
Volume 79 51 -28 -35.4% 468
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8567 0.8474 0.8171
R3 0.8423 0.8330 0.8132
R2 0.8279 0.8279 0.8118
R1 0.8186 0.8186 0.8105 0.8161
PP 0.8135 0.8135 0.8135 0.8123
S1 0.8042 0.8042 0.8079 0.8017
S2 0.7991 0.7991 0.8066
S3 0.7847 0.7898 0.8052
S4 0.7703 0.7754 0.8013
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8961 0.8835 0.8374
R3 0.8730 0.8604 0.8311
R2 0.8499 0.8499 0.8289
R1 0.8373 0.8373 0.8268 0.8436
PP 0.8268 0.8268 0.8268 0.8300
S1 0.8142 0.8142 0.8226 0.8205
S2 0.8037 0.8037 0.8205
S3 0.7806 0.7911 0.8183
S4 0.7575 0.7680 0.8120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8394 0.8085 0.0309 3.8% 0.0097 1.2% 2% False True 98
10 0.8394 0.8056 0.0338 4.2% 0.0081 1.0% 11% False False 69
20 0.8394 0.7900 0.0494 6.1% 0.0079 1.0% 39% False False 67
40 0.8394 0.7700 0.0694 8.6% 0.0067 0.8% 56% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8841
2.618 0.8606
1.618 0.8462
1.000 0.8373
0.618 0.8318
HIGH 0.8229
0.618 0.8174
0.500 0.8157
0.382 0.8140
LOW 0.8085
0.618 0.7996
1.000 0.7941
1.618 0.7852
2.618 0.7708
4.250 0.7473
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 0.8157 0.8240
PP 0.8135 0.8190
S1 0.8114 0.8141

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

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