CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 0.8534 0.8507 -0.0027 -0.3% 0.8245
High 0.8569 0.8585 0.0016 0.2% 0.8452
Low 0.8499 0.8480 -0.0019 -0.2% 0.8175
Close 0.8513 0.8581 0.0068 0.8% 0.8459
Range 0.0070 0.0105 0.0035 50.0% 0.0277
ATR 0.0092 0.0093 0.0001 1.0% 0.0000
Volume 103 155 52 50.5% 872
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 0.8864 0.8827 0.8639
R3 0.8759 0.8722 0.8610
R2 0.8654 0.8654 0.8600
R1 0.8617 0.8617 0.8591 0.8636
PP 0.8549 0.8549 0.8549 0.8558
S1 0.8512 0.8512 0.8571 0.8531
S2 0.8444 0.8444 0.8562
S3 0.8339 0.8407 0.8552
S4 0.8234 0.8302 0.8523
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 0.8585 0.8357 0.0228 2.7% 0.0084 1.0% 98% True False 176
10 0.8585 0.8094 0.0491 5.7% 0.0080 0.9% 99% True False 185
20 0.8585 0.8000 0.0585 6.8% 0.0085 1.0% 99% True False 146
40 0.8585 0.7762 0.0823 9.6% 0.0081 0.9% 100% True False 107
60 0.8585 0.7700 0.0885 10.3% 0.0068 0.8% 100% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9031
2.618 0.8860
1.618 0.8755
1.000 0.8690
0.618 0.8650
HIGH 0.8585
0.618 0.8545
0.500 0.8533
0.382 0.8520
LOW 0.8480
0.618 0.8415
1.000 0.8375
1.618 0.8310
2.618 0.8205
4.250 0.8034
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 0.8565 0.8557
PP 0.8549 0.8534
S1 0.8533 0.8510

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

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