CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 0.8976 0.9178 0.0202 2.3% 0.8902
High 0.9181 0.9275 0.0094 1.0% 0.9181
Low 0.8976 0.9141 0.0165 1.8% 0.8818
Close 0.9148 0.9186 0.0038 0.4% 0.9148
Range 0.0205 0.0134 -0.0071 -34.6% 0.0363
ATR 0.0119 0.0120 0.0001 0.9% 0.0000
Volume 1,157 1,469 312 27.0% 4,030
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9603 0.9528 0.9260
R3 0.9469 0.9394 0.9223
R2 0.9335 0.9335 0.9211
R1 0.9260 0.9260 0.9198 0.9298
PP 0.9201 0.9201 0.9201 0.9219
S1 0.9126 0.9126 0.9174 0.9164
S2 0.9067 0.9067 0.9161
S3 0.8933 0.8992 0.9149
S4 0.8799 0.8858 0.9112
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 0.9275 0.8818 0.0457 5.0% 0.0140 1.5% 81% True False 1,099
10 0.9275 0.8475 0.0800 8.7% 0.0132 1.4% 89% True False 796
20 0.9275 0.8435 0.0840 9.1% 0.0120 1.3% 89% True False 492
40 0.9275 0.8000 0.1275 13.9% 0.0100 1.1% 93% True False 311
60 0.9275 0.7700 0.1575 17.1% 0.0092 1.0% 94% True False 228
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9845
2.618 0.9626
1.618 0.9492
1.000 0.9409
0.618 0.9358
HIGH 0.9275
0.618 0.9224
0.500 0.9208
0.382 0.9192
LOW 0.9141
0.618 0.9058
1.000 0.9007
1.618 0.8924
2.618 0.8790
4.250 0.8572
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 0.9208 0.9152
PP 0.9201 0.9117
S1 0.9193 0.9083

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

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