CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 0.8595 0.8611 0.0016 0.2% 0.8681
High 0.8653 0.8635 -0.0018 -0.2% 0.8748
Low 0.8595 0.8566 -0.0029 -0.3% 0.8576
Close 0.8614 0.8608 -0.0006 -0.1% 0.8614
Range 0.0058 0.0069 0.0011 19.0% 0.0172
ATR 0.0123 0.0119 -0.0004 -3.1% 0.0000
Volume 54,816 54,816 0 0.0% 269,658
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8810 0.8778 0.8646
R3 0.8741 0.8709 0.8627
R2 0.8672 0.8672 0.8621
R1 0.8640 0.8640 0.8614 0.8622
PP 0.8603 0.8603 0.8603 0.8594
S1 0.8571 0.8571 0.8602 0.8553
S2 0.8534 0.8534 0.8595
S3 0.8465 0.8502 0.8589
S4 0.8396 0.8433 0.8570
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 0.8566 0.0182 2.1% 0.0104 1.2% 23% False True 54,312
10 0.8762 0.8566 0.0196 2.3% 0.0098 1.1% 21% False True 59,561
20 0.9143 0.8566 0.0577 6.7% 0.0122 1.4% 7% False True 56,032
40 0.9275 0.8475 0.0800 9.3% 0.0130 1.5% 17% False False 29,056
60 0.9275 0.8000 0.1275 14.8% 0.0117 1.4% 48% False False 19,427
80 0.9275 0.7870 0.1405 16.3% 0.0107 1.2% 53% False False 14,586
100 0.9275 0.7700 0.1575 18.3% 0.0095 1.1% 58% False False 11,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8928
2.618 0.8816
1.618 0.8747
1.000 0.8704
0.618 0.8678
HIGH 0.8635
0.618 0.8609
0.500 0.8601
0.382 0.8592
LOW 0.8566
0.618 0.8523
1.000 0.8497
1.618 0.8454
2.618 0.8385
4.250 0.8273
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 0.8606 0.8644
PP 0.8603 0.8632
S1 0.8601 0.8620

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

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