CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 0.8595 0.8640 0.0045 0.5% 0.8475
High 0.8668 0.8641 -0.0027 -0.3% 0.8710
Low 0.8575 0.8500 -0.0075 -0.9% 0.8435
Close 0.8617 0.8524 -0.0093 -1.1% 0.8694
Range 0.0093 0.0141 0.0048 51.6% 0.0275
ATR 0.0101 0.0104 0.0003 2.8% 0.0000
Volume 189 87 -102 -54.0% 1,046
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 0.8978 0.8892 0.8602
R3 0.8837 0.8751 0.8563
R2 0.8696 0.8696 0.8550
R1 0.8610 0.8610 0.8537 0.8583
PP 0.8555 0.8555 0.8555 0.8541
S1 0.8469 0.8469 0.8511 0.8442
S2 0.8414 0.8414 0.8498
S3 0.8273 0.8328 0.8485
S4 0.8132 0.8187 0.8446
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 0.8500 0.0215 2.5% 0.0127 1.5% 11% False True 180
10 0.8715 0.8357 0.0358 4.2% 0.0106 1.2% 47% False False 178
20 0.8715 0.8000 0.0715 8.4% 0.0099 1.2% 73% False False 176
40 0.8715 0.7875 0.0840 9.9% 0.0090 1.1% 77% False False 119
60 0.8715 0.7700 0.1015 11.9% 0.0075 0.9% 81% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9010
1.618 0.8869
1.000 0.8782
0.618 0.8728
HIGH 0.8641
0.618 0.8587
0.500 0.8571
0.382 0.8554
LOW 0.8500
0.618 0.8413
1.000 0.8359
1.618 0.8272
2.618 0.8131
4.250 0.7901
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 0.8571 0.8608
PP 0.8555 0.8580
S1 0.8540 0.8552

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

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