CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 0.8833 0.8820 -0.0013 -0.1% 0.8932
High 0.8893 0.8828 -0.0065 -0.7% 0.8949
Low 0.8803 0.8657 -0.0146 -1.7% 0.8738
Close 0.8819 0.8684 -0.0135 -1.5% 0.8819
Range 0.0090 0.0171 0.0081 90.0% 0.0211
ATR 0.0140 0.0142 0.0002 1.6% 0.0000
Volume 60,417 44,580 -15,837 -26.2% 314,599
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9236 0.9131 0.8778
R3 0.9065 0.8960 0.8731
R2 0.8894 0.8894 0.8715
R1 0.8789 0.8789 0.8700 0.8756
PP 0.8723 0.8723 0.8723 0.8707
S1 0.8618 0.8618 0.8668 0.8585
S2 0.8552 0.8552 0.8653
S3 0.8381 0.8447 0.8637
S4 0.8210 0.8276 0.8590
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9468 0.9355 0.8935
R3 0.9257 0.9144 0.8877
R2 0.9046 0.9046 0.8858
R1 0.8933 0.8933 0.8838 0.8884
PP 0.8835 0.8835 0.8835 0.8811
S1 0.8722 0.8722 0.8800 0.8673
S2 0.8624 0.8624 0.8780
S3 0.8413 0.8511 0.8761
S4 0.8202 0.8300 0.8703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8916 0.8657 0.0259 3.0% 0.0125 1.4% 10% False True 58,379
10 0.9143 0.8657 0.0486 5.6% 0.0145 1.7% 6% False True 52,503
20 0.9275 0.8657 0.0618 7.1% 0.0154 1.8% 4% False True 28,167
40 0.9275 0.8175 0.1100 12.7% 0.0128 1.5% 46% False False 14,214
60 0.9275 0.7900 0.1375 15.8% 0.0113 1.3% 57% False False 9,509
80 0.9275 0.7700 0.1575 18.1% 0.0102 1.2% 62% False False 7,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9276
1.618 0.9105
1.000 0.8999
0.618 0.8934
HIGH 0.8828
0.618 0.8763
0.500 0.8743
0.382 0.8722
LOW 0.8657
0.618 0.8551
1.000 0.8486
1.618 0.8380
2.618 0.8209
4.250 0.7930
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 0.8743 0.8782
PP 0.8723 0.8749
S1 0.8704 0.8717

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

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