CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 0.8431 0.8475 0.0044 0.5% 0.8245
High 0.8452 0.8535 0.0083 1.0% 0.8452
Low 0.8375 0.8435 0.0060 0.7% 0.8175
Close 0.8459 0.8506 0.0047 0.6% 0.8459
Range 0.0077 0.0100 0.0023 29.9% 0.0277
ATR 0.0094 0.0094 0.0000 0.5% 0.0000
Volume 264 303 39 14.8% 872
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 0.8792 0.8749 0.8561
R3 0.8692 0.8649 0.8534
R2 0.8592 0.8592 0.8524
R1 0.8549 0.8549 0.8515 0.8571
PP 0.8492 0.8492 0.8492 0.8503
S1 0.8449 0.8449 0.8497 0.8471
S2 0.8392 0.8392 0.8488
S3 0.8292 0.8349 0.8479
S4 0.8192 0.8249 0.8451
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.9193 0.9103 0.8611
R3 0.8916 0.8826 0.8535
R2 0.8639 0.8639 0.8510
R1 0.8549 0.8549 0.8484 0.8594
PP 0.8362 0.8362 0.8362 0.8385
S1 0.8272 0.8272 0.8434 0.8317
S2 0.8085 0.8085 0.8408
S3 0.7808 0.7995 0.8383
S4 0.7531 0.7718 0.8307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8535 0.8175 0.0360 4.2% 0.0068 0.8% 92% True False 148
10 0.8535 0.8000 0.0535 6.3% 0.0084 1.0% 95% True False 209
20 0.8535 0.8000 0.0535 6.3% 0.0082 1.0% 95% True False 139
40 0.8535 0.7700 0.0835 9.8% 0.0080 0.9% 97% True False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8960
2.618 0.8797
1.618 0.8697
1.000 0.8635
0.618 0.8597
HIGH 0.8535
0.618 0.8497
0.500 0.8485
0.382 0.8473
LOW 0.8435
0.618 0.8373
1.000 0.8335
1.618 0.8273
2.618 0.8173
4.250 0.8010
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 0.8499 0.8486
PP 0.8492 0.8466
S1 0.8485 0.8446

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

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