CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 0.8820 0.8672 -0.0148 -1.7% 0.8932
High 0.8828 0.8728 -0.0100 -1.1% 0.8949
Low 0.8657 0.8636 -0.0021 -0.2% 0.8738
Close 0.8684 0.8688 0.0004 0.0% 0.8819
Range 0.0171 0.0092 -0.0079 -46.2% 0.0211
ATR 0.0142 0.0139 -0.0004 -2.5% 0.0000
Volume 44,580 61,525 16,945 38.0% 314,599
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8960 0.8916 0.8739
R3 0.8868 0.8824 0.8713
R2 0.8776 0.8776 0.8705
R1 0.8732 0.8732 0.8696 0.8754
PP 0.8684 0.8684 0.8684 0.8695
S1 0.8640 0.8640 0.8680 0.8662
S2 0.8592 0.8592 0.8671
S3 0.8500 0.8548 0.8663
S4 0.8408 0.8456 0.8637
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 0.8907 0.8636 0.0271 3.1% 0.0118 1.4% 19% False True 56,278
10 0.9143 0.8636 0.0507 5.8% 0.0137 1.6% 10% False True 57,439
20 0.9275 0.8636 0.0639 7.4% 0.0151 1.7% 8% False True 31,187
40 0.9275 0.8175 0.1100 12.7% 0.0128 1.5% 47% False False 15,741
60 0.9275 0.7900 0.1375 15.8% 0.0114 1.3% 57% False False 10,534
80 0.9275 0.7700 0.1575 18.1% 0.0102 1.2% 63% False False 7,920
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9119
2.618 0.8969
1.618 0.8877
1.000 0.8820
0.618 0.8785
HIGH 0.8728
0.618 0.8693
0.500 0.8682
0.382 0.8671
LOW 0.8636
0.618 0.8579
1.000 0.8544
1.618 0.8487
2.618 0.8395
4.250 0.8245
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 0.8686 0.8765
PP 0.8684 0.8739
S1 0.8682 0.8714

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

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