CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 0.8523 0.8532 0.0009 0.1% 0.8700
High 0.8563 0.8574 0.0011 0.1% 0.8715
Low 0.8491 0.8480 -0.0011 -0.1% 0.8480
Close 0.8555 0.8485 -0.0070 -0.8% 0.8485
Range 0.0072 0.0094 0.0022 30.6% 0.0235
ATR 0.0102 0.0101 -0.0001 -0.6% 0.0000
Volume 249 179 -70 -28.1% 846
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.8795 0.8734 0.8537
R3 0.8701 0.8640 0.8511
R2 0.8607 0.8607 0.8502
R1 0.8546 0.8546 0.8494 0.8530
PP 0.8513 0.8513 0.8513 0.8505
S1 0.8452 0.8452 0.8476 0.8436
S2 0.8419 0.8419 0.8468
S3 0.8325 0.8358 0.8459
S4 0.8231 0.8264 0.8433
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9265 0.9110 0.8614
R3 0.9030 0.8875 0.8550
R2 0.8795 0.8795 0.8528
R1 0.8640 0.8640 0.8507 0.8600
PP 0.8560 0.8560 0.8560 0.8540
S1 0.8405 0.8405 0.8463 0.8365
S2 0.8325 0.8325 0.8442
S3 0.8090 0.8170 0.8420
S4 0.7855 0.7935 0.8356
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 2.8% 0.0108 1.3% 2% False True 169
10 0.8715 0.8435 0.0280 3.3% 0.0108 1.3% 18% False False 189
20 0.8715 0.8000 0.0715 8.4% 0.0098 1.2% 68% False False 186
40 0.8715 0.7900 0.0815 9.6% 0.0087 1.0% 72% False False 127
60 0.8715 0.7700 0.1015 12.0% 0.0077 0.9% 77% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8974
2.618 0.8820
1.618 0.8726
1.000 0.8668
0.618 0.8632
HIGH 0.8574
0.618 0.8538
0.500 0.8527
0.382 0.8516
LOW 0.8480
0.618 0.8422
1.000 0.8386
1.618 0.8328
2.618 0.8234
4.250 0.8081
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 0.8527 0.8561
PP 0.8513 0.8535
S1 0.8499 0.8510

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

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