CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 0.8607 0.8708 0.0101 1.2% 0.8820
High 0.8748 0.8721 -0.0027 -0.3% 0.8828
Low 0.8576 0.8600 0.0024 0.3% 0.8596
Close 0.8709 0.8614 -0.0095 -1.1% 0.8681
Range 0.0172 0.0121 -0.0051 -29.7% 0.0232
ATR 0.0129 0.0128 -0.0001 -0.4% 0.0000
Volume 61,266 55,940 -5,326 -8.7% 315,720
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9008 0.8932 0.8681
R3 0.8887 0.8811 0.8647
R2 0.8766 0.8766 0.8636
R1 0.8690 0.8690 0.8625 0.8668
PP 0.8645 0.8645 0.8645 0.8634
S1 0.8569 0.8569 0.8603 0.8547
S2 0.8524 0.8524 0.8592
S3 0.8403 0.8448 0.8581
S4 0.8282 0.8327 0.8547
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9398 0.9271 0.8809
R3 0.9166 0.9039 0.8745
R2 0.8934 0.8934 0.8724
R1 0.8807 0.8807 0.8702 0.8755
PP 0.8702 0.8702 0.8702 0.8675
S1 0.8575 0.8575 0.8660 0.8523
S2 0.8470 0.8470 0.8638
S3 0.8238 0.8343 0.8617
S4 0.8006 0.8111 0.8553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8748 0.8576 0.0172 2.0% 0.0111 1.3% 22% False False 57,099
10 0.8893 0.8576 0.0317 3.7% 0.0112 1.3% 12% False False 59,097
20 0.9143 0.8576 0.0567 6.6% 0.0131 1.5% 7% False False 51,424
40 0.9275 0.8475 0.0800 9.3% 0.0134 1.6% 17% False False 26,327
60 0.9275 0.8000 0.1275 14.8% 0.0118 1.4% 48% False False 17,600
80 0.9275 0.7762 0.1513 17.6% 0.0108 1.2% 56% False False 13,217
100 0.9275 0.7700 0.1575 18.3% 0.0095 1.1% 58% False False 10,584
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9235
2.618 0.9038
1.618 0.8917
1.000 0.8842
0.618 0.8796
HIGH 0.8721
0.618 0.8675
0.500 0.8661
0.382 0.8646
LOW 0.8600
0.618 0.8525
1.000 0.8479
1.618 0.8404
2.618 0.8283
4.250 0.8086
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 0.8661 0.8662
PP 0.8645 0.8646
S1 0.8630 0.8630

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

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