CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 0.8698 0.8654 -0.0044 -0.5% 0.8932
High 0.8762 0.8680 -0.0082 -0.9% 0.8949
Low 0.8638 0.8596 -0.0042 -0.5% 0.8738
Close 0.8684 0.8642 -0.0042 -0.5% 0.8819
Range 0.0124 0.0084 -0.0040 -32.3% 0.0211
ATR 0.0137 0.0134 -0.0004 -2.6% 0.0000
Volume 73,003 65,959 -7,044 -9.6% 314,599
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.8891 0.8851 0.8688
R3 0.8807 0.8767 0.8665
R2 0.8723 0.8723 0.8657
R1 0.8683 0.8683 0.8650 0.8661
PP 0.8639 0.8639 0.8639 0.8629
S1 0.8599 0.8599 0.8634 0.8577
S2 0.8555 0.8555 0.8627
S3 0.8471 0.8515 0.8619
S4 0.8387 0.8431 0.8596
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 0.8893 0.8596 0.0297 3.4% 0.0112 1.3% 15% False True 61,096
10 0.9091 0.8596 0.0495 5.7% 0.0128 1.5% 9% False True 63,381
20 0.9275 0.8596 0.0679 7.9% 0.0151 1.7% 7% False True 38,047
40 0.9275 0.8357 0.0918 10.6% 0.0131 1.5% 31% False False 19,212
60 0.9275 0.7900 0.1375 15.9% 0.0114 1.3% 54% False False 12,848
80 0.9275 0.7700 0.1575 18.2% 0.0103 1.2% 60% False False 9,652
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8900
1.618 0.8816
1.000 0.8764
0.618 0.8732
HIGH 0.8680
0.618 0.8648
0.500 0.8638
0.382 0.8628
LOW 0.8596
0.618 0.8544
1.000 0.8512
1.618 0.8460
2.618 0.8376
4.250 0.8239
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 0.8641 0.8679
PP 0.8639 0.8667
S1 0.8638 0.8654

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

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