CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 0.8475 0.8534 0.0059 0.7% 0.8245
High 0.8535 0.8569 0.0034 0.4% 0.8452
Low 0.8435 0.8499 0.0064 0.8% 0.8175
Close 0.8506 0.8513 0.0007 0.1% 0.8459
Range 0.0100 0.0070 -0.0030 -30.0% 0.0277
ATR 0.0094 0.0092 -0.0002 -1.8% 0.0000
Volume 303 103 -200 -66.0% 872
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 0.8737 0.8695 0.8552
R3 0.8667 0.8625 0.8532
R2 0.8597 0.8597 0.8526
R1 0.8555 0.8555 0.8519 0.8541
PP 0.8527 0.8527 0.8527 0.8520
S1 0.8485 0.8485 0.8507 0.8471
S2 0.8457 0.8457 0.8500
S3 0.8387 0.8415 0.8494
S4 0.8317 0.8345 0.8475
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 0.8569 0.8296 0.0273 3.2% 0.0072 0.9% 79% True False 159
10 0.8569 0.8035 0.0534 6.3% 0.0079 0.9% 90% True False 197
20 0.8569 0.8000 0.0569 6.7% 0.0083 1.0% 90% True False 141
40 0.8569 0.7762 0.0807 9.5% 0.0081 0.9% 93% True False 105
60 0.8569 0.7700 0.0869 10.2% 0.0067 0.8% 94% True False 87
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8867
2.618 0.8752
1.618 0.8682
1.000 0.8639
0.618 0.8612
HIGH 0.8569
0.618 0.8542
0.500 0.8534
0.382 0.8526
LOW 0.8499
0.618 0.8456
1.000 0.8429
1.618 0.8386
2.618 0.8316
4.250 0.8202
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 0.8534 0.8499
PP 0.8527 0.8486
S1 0.8520 0.8472

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

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