CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 0.8920 0.8976 0.0056 0.6% 0.8902
High 0.9008 0.9181 0.0173 1.9% 0.9181
Low 0.8890 0.8976 0.0086 1.0% 0.8818
Close 0.8986 0.9148 0.0162 1.8% 0.9148
Range 0.0118 0.0205 0.0087 73.7% 0.0363
ATR 0.0113 0.0119 0.0007 5.8% 0.0000
Volume 758 1,157 399 52.6% 4,030
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 0.9717 0.9637 0.9261
R3 0.9512 0.9432 0.9204
R2 0.9307 0.9307 0.9186
R1 0.9227 0.9227 0.9167 0.9267
PP 0.9102 0.9102 0.9102 0.9122
S1 0.9022 0.9022 0.9129 0.9062
S2 0.8897 0.8897 0.9110
S3 0.8692 0.8817 0.9092
S4 0.8487 0.8612 0.9035
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.0138 1.0006 0.9348
R3 0.9775 0.9643 0.9248
R2 0.9412 0.9412 0.9215
R1 0.9280 0.9280 0.9181 0.9346
PP 0.9049 0.9049 0.9049 0.9082
S1 0.8917 0.8917 0.9115 0.8983
S2 0.8686 0.8686 0.9081
S3 0.8323 0.8554 0.9048
S4 0.7960 0.8191 0.8948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9181 0.8814 0.0367 4.0% 0.0139 1.5% 91% True False 958
10 0.9181 0.8475 0.0706 7.7% 0.0128 1.4% 95% True False 667
20 0.9181 0.8375 0.0806 8.8% 0.0117 1.3% 96% True False 432
40 0.9181 0.8000 0.1181 12.9% 0.0099 1.1% 97% True False 276
60 0.9181 0.7700 0.1481 16.2% 0.0090 1.0% 98% True False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1.0052
2.618 0.9718
1.618 0.9513
1.000 0.9386
0.618 0.9308
HIGH 0.9181
0.618 0.9103
0.500 0.9079
0.382 0.9054
LOW 0.8976
0.618 0.8849
1.000 0.8771
1.618 0.8644
2.618 0.8439
4.250 0.8105
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 0.9125 0.9111
PP 0.9102 0.9073
S1 0.9079 0.9036

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

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