CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 0.8824 0.8902 0.0078 0.9% 0.8475
High 0.8945 0.8969 0.0024 0.3% 0.8945
Low 0.8814 0.8818 0.0004 0.0% 0.8475
Close 0.8913 0.8952 0.0039 0.4% 0.8913
Range 0.0131 0.0151 0.0020 15.3% 0.0470
ATR 0.0111 0.0114 0.0003 2.6% 0.0000
Volume 763 1,112 349 45.7% 2,463
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 0.9366 0.9310 0.9035
R3 0.9215 0.9159 0.8994
R2 0.9064 0.9064 0.8980
R1 0.9008 0.9008 0.8966 0.9036
PP 0.8913 0.8913 0.8913 0.8927
S1 0.8857 0.8857 0.8938 0.8885
S2 0.8762 0.8762 0.8924
S3 0.8611 0.8706 0.8910
S4 0.8460 0.8555 0.8869
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.0188 1.0020 0.9172
R3 0.9718 0.9550 0.9042
R2 0.9248 0.9248 0.8999
R1 0.9080 0.9080 0.8956 0.9164
PP 0.8778 0.8778 0.8778 0.8820
S1 0.8610 0.8610 0.8870 0.8694
S2 0.8308 0.8308 0.8827
S3 0.7838 0.8140 0.8784
S4 0.7368 0.7670 0.8655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8969 0.8592 0.0377 4.2% 0.0125 1.4% 95% True False 639
10 0.8969 0.8475 0.0494 5.5% 0.0117 1.3% 97% True False 427
20 0.8969 0.8175 0.0794 8.9% 0.0105 1.2% 98% True False 295
40 0.8969 0.7900 0.1069 11.9% 0.0095 1.1% 98% True False 208
60 0.8969 0.7700 0.1269 14.2% 0.0086 1.0% 99% True False 165
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9611
2.618 0.9364
1.618 0.9213
1.000 0.9120
0.618 0.9062
HIGH 0.8969
0.618 0.8911
0.500 0.8894
0.382 0.8876
LOW 0.8818
0.618 0.8725
1.000 0.8667
1.618 0.8574
2.618 0.8423
4.250 0.8176
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 0.8933 0.8916
PP 0.8913 0.8879
S1 0.8894 0.8843

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

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