CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 0.8665 0.8770 0.0105 1.2% 0.8700
High 0.8802 0.8810 0.0008 0.1% 0.8715
Low 0.8643 0.8717 0.0074 0.9% 0.8480
Close 0.8803 0.8776 -0.0027 -0.3% 0.8485
Range 0.0159 0.0093 -0.0066 -41.5% 0.0235
ATR 0.0108 0.0107 -0.0001 -1.0% 0.0000
Volume 719 400 -319 -44.4% 846
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 0.9047 0.9004 0.8827
R3 0.8954 0.8911 0.8802
R2 0.8861 0.8861 0.8793
R1 0.8818 0.8818 0.8785 0.8840
PP 0.8768 0.8768 0.8768 0.8778
S1 0.8725 0.8725 0.8767 0.8747
S2 0.8675 0.8675 0.8759
S3 0.8582 0.8632 0.8750
S4 0.8489 0.8539 0.8725
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 0.8810 0.8475 0.0335 3.8% 0.0117 1.3% 90% True False 375
10 0.8810 0.8475 0.0335 3.8% 0.0121 1.4% 90% True False 284
20 0.8810 0.8175 0.0635 7.2% 0.0100 1.1% 95% True False 228
40 0.8810 0.7900 0.0910 10.4% 0.0091 1.0% 96% True False 163
60 0.8810 0.7700 0.1110 12.6% 0.0082 0.9% 97% True False 133
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 0.9205
2.618 0.9053
1.618 0.8960
1.000 0.8903
0.618 0.8867
HIGH 0.8810
0.618 0.8774
0.500 0.8764
0.382 0.8753
LOW 0.8717
0.618 0.8660
1.000 0.8624
1.618 0.8567
2.618 0.8474
4.250 0.8322
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 0.8772 0.8751
PP 0.8768 0.8726
S1 0.8764 0.8701

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

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