CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 0.8532 0.8475 -0.0057 -0.7% 0.8700
High 0.8574 0.8622 0.0048 0.6% 0.8715
Low 0.8480 0.8475 -0.0005 -0.1% 0.8480
Close 0.8485 0.8601 0.0116 1.4% 0.8485
Range 0.0094 0.0147 0.0053 56.4% 0.0235
ATR 0.0101 0.0105 0.0003 3.2% 0.0000
Volume 179 378 199 111.2% 846
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 0.9007 0.8951 0.8682
R3 0.8860 0.8804 0.8641
R2 0.8713 0.8713 0.8628
R1 0.8657 0.8657 0.8614 0.8685
PP 0.8566 0.8566 0.8566 0.8580
S1 0.8510 0.8510 0.8588 0.8538
S2 0.8419 0.8419 0.8574
S3 0.8272 0.8363 0.8561
S4 0.8125 0.8216 0.8520
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 0.8668 0.8475 0.0193 2.2% 0.0109 1.3% 65% False True 216
10 0.8715 0.8475 0.0240 2.8% 0.0112 1.3% 53% False True 196
20 0.8715 0.8000 0.0715 8.3% 0.0098 1.1% 84% False False 203
40 0.8715 0.7900 0.0815 9.5% 0.0089 1.0% 86% False False 135
60 0.8715 0.7700 0.1015 11.8% 0.0077 0.9% 89% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9247
2.618 0.9007
1.618 0.8860
1.000 0.8769
0.618 0.8713
HIGH 0.8622
0.618 0.8566
0.500 0.8549
0.382 0.8531
LOW 0.8475
0.618 0.8384
1.000 0.8328
1.618 0.8237
2.618 0.8090
4.250 0.7850
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 0.8584 0.8584
PP 0.8566 0.8566
S1 0.8549 0.8549

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

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