CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 0.8507 0.8588 0.0081 1.0% 0.8245
High 0.8585 0.8600 0.0015 0.2% 0.8452
Low 0.8480 0.8514 0.0034 0.4% 0.8175
Close 0.8581 0.8526 -0.0055 -0.6% 0.8459
Range 0.0105 0.0086 -0.0019 -18.1% 0.0277
ATR 0.0093 0.0093 -0.0001 -0.6% 0.0000
Volume 155 182 27 17.4% 872
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 0.8805 0.8751 0.8573
R3 0.8719 0.8665 0.8550
R2 0.8633 0.8633 0.8542
R1 0.8579 0.8579 0.8534 0.8563
PP 0.8547 0.8547 0.8547 0.8539
S1 0.8493 0.8493 0.8518 0.8477
S2 0.8461 0.8461 0.8510
S3 0.8375 0.8407 0.8502
S4 0.8289 0.8321 0.8479
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 0.8600 0.8375 0.0225 2.6% 0.0088 1.0% 67% True False 201
10 0.8600 0.8175 0.0425 5.0% 0.0080 0.9% 83% True False 171
20 0.8600 0.8000 0.0600 7.0% 0.0087 1.0% 88% True False 153
40 0.8600 0.7762 0.0838 9.8% 0.0082 1.0% 91% True False 111
60 0.8600 0.7700 0.0900 10.6% 0.0068 0.8% 92% True False 90
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 True
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8966
2.618 0.8825
1.618 0.8739
1.000 0.8686
0.618 0.8653
HIGH 0.8600
0.618 0.8567
0.500 0.8557
0.382 0.8547
LOW 0.8514
0.618 0.8461
1.000 0.8428
1.618 0.8375
2.618 0.8289
4.250 0.8149
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 0.8557 0.8540
PP 0.8547 0.8535
S1 0.8536 0.8531

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

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