CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 0.8551 0.8700 0.0149 1.7% 0.8475
High 0.8710 0.8715 0.0005 0.1% 0.8710
Low 0.8534 0.8577 0.0043 0.5% 0.8435
Close 0.8694 0.8621 -0.0073 -0.8% 0.8694
Range 0.0176 0.0138 -0.0038 -21.6% 0.0275
ATR 0.0099 0.0102 0.0003 2.8% 0.0000
Volume 303 142 -161 -53.1% 1,046
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 0.9052 0.8974 0.8697
R3 0.8914 0.8836 0.8659
R2 0.8776 0.8776 0.8646
R1 0.8698 0.8698 0.8634 0.8668
PP 0.8638 0.8638 0.8638 0.8623
S1 0.8560 0.8560 0.8608 0.8530
S2 0.8500 0.8500 0.8596
S3 0.8362 0.8422 0.8583
S4 0.8224 0.8284 0.8545
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9438 0.9341 0.8845
R3 0.9163 0.9066 0.8770
R2 0.8888 0.8888 0.8744
R1 0.8791 0.8791 0.8719 0.8840
PP 0.8613 0.8613 0.8613 0.8637
S1 0.8516 0.8516 0.8669 0.8565
S2 0.8338 0.8338 0.8644
S3 0.8063 0.8241 0.8618
S4 0.7788 0.7966 0.8543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8715 0.8480 0.0235 2.7% 0.0115 1.3% 60% True False 177
10 0.8715 0.8175 0.0540 6.3% 0.0092 1.1% 83% True False 162
20 0.8715 0.8000 0.0715 8.3% 0.0095 1.1% 87% True False 173
40 0.8715 0.7870 0.0845 9.8% 0.0086 1.0% 89% True False 114
60 0.8715 0.7700 0.1015 11.8% 0.0073 0.8% 91% True False 97
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9302
2.618 0.9076
1.618 0.8938
1.000 0.8853
0.618 0.8800
HIGH 0.8715
0.618 0.8662
0.500 0.8646
0.382 0.8630
LOW 0.8577
0.618 0.8492
1.000 0.8439
1.618 0.8354
2.618 0.8216
4.250 0.7991
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 0.8646 0.8619
PP 0.8638 0.8617
S1 0.8629 0.8615

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

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