CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 0.8708 0.8595 -0.0113 -1.3% 0.8681
High 0.8721 0.8653 -0.0068 -0.8% 0.8748
Low 0.8600 0.8595 -0.0005 -0.1% 0.8576
Close 0.8614 0.8614 0.0000 0.0% 0.8614
Range 0.0121 0.0058 -0.0063 -52.1% 0.0172
ATR 0.0128 0.0123 -0.0005 -3.9% 0.0000
Volume 55,940 54,816 -1,124 -2.0% 269,658
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8795 0.8762 0.8646
R3 0.8737 0.8704 0.8630
R2 0.8679 0.8679 0.8625
R1 0.8646 0.8646 0.8619 0.8663
PP 0.8621 0.8621 0.8621 0.8629
S1 0.8588 0.8588 0.8609 0.8605
S2 0.8563 0.8563 0.8603
S3 0.8505 0.8530 0.8598
S4 0.8447 0.8472 0.8582
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9162 0.9060 0.8709
R3 0.8990 0.8888 0.8661
R2 0.8818 0.8818 0.8646
R1 0.8716 0.8716 0.8630 0.8681
PP 0.8646 0.8646 0.8646 0.8629
S1 0.8544 0.8544 0.8598 0.8509
S2 0.8474 0.8474 0.8582
S3 0.8302 0.8372 0.8567
S4 0.8130 0.8200 0.8519
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% 0.0104 1.2% 22% False False 53,931
10 0.8828 0.8576 0.0252 2.9% 0.0108 1.3% 15% False False 58,537
20 0.9143 0.8576 0.0567 6.6% 0.0124 1.4% 7% False False 53,893
40 0.9275 0.8475 0.0800 9.3% 0.0133 1.5% 17% False False 27,693
60 0.9275 0.8000 0.1275 14.8% 0.0118 1.4% 48% False False 18,513
80 0.9275 0.7762 0.1513 17.6% 0.0108 1.2% 56% False False 13,902
100 0.9275 0.7700 0.1575 18.3% 0.0094 1.1% 58% False False 11,131
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.8900
2.618 0.8805
1.618 0.8747
1.000 0.8711
0.618 0.8689
HIGH 0.8653
0.618 0.8631
0.500 0.8624
0.382 0.8617
LOW 0.8595
0.618 0.8559
1.000 0.8537
1.618 0.8501
2.618 0.8443
4.250 0.8349
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 0.8624 0.8662
PP 0.8621 0.8646
S1 0.8617 0.8630

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

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