CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 0.8902 0.8959 0.0057 0.6% 0.8475
High 0.8969 0.9017 0.0048 0.5% 0.8945
Low 0.8818 0.8925 0.0107 1.2% 0.8475
Close 0.8952 0.8978 0.0026 0.3% 0.8913
Range 0.0151 0.0092 -0.0059 -39.1% 0.0470
ATR 0.0114 0.0112 -0.0002 -1.4% 0.0000
Volume 1,112 1,003 -109 -9.8% 2,463
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 0.9249 0.9206 0.9029
R3 0.9157 0.9114 0.9003
R2 0.9065 0.9065 0.8995
R1 0.9022 0.9022 0.8986 0.9044
PP 0.8973 0.8973 0.8973 0.8984
S1 0.8930 0.8930 0.8970 0.8952
S2 0.8881 0.8881 0.8961
S3 0.8789 0.8838 0.8953
S4 0.8697 0.8746 0.8927
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 0.9017 0.8643 0.0374 4.2% 0.0125 1.4% 90% True False 799
10 0.9017 0.8475 0.0542 6.0% 0.0117 1.3% 93% True False 509
20 0.9017 0.8296 0.0721 8.0% 0.0107 1.2% 95% True False 343
40 0.9017 0.7900 0.1117 12.4% 0.0094 1.0% 97% True False 232
60 0.9017 0.7700 0.1317 14.7% 0.0086 1.0% 97% True False 180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9408
2.618 0.9258
1.618 0.9166
1.000 0.9109
0.618 0.9074
HIGH 0.9017
0.618 0.8982
0.500 0.8971
0.382 0.8960
LOW 0.8925
0.618 0.8868
1.000 0.8833
1.618 0.8776
2.618 0.8684
4.250 0.8534
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 0.8976 0.8957
PP 0.8973 0.8936
S1 0.8971 0.8916

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

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