CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 0.8572 0.8611 0.0039 0.5% 0.8611
High 0.8662 0.8624 -0.0038 -0.4% 0.8668
Low 0.8566 0.8566 0.0000 0.0% 0.8530
Close 0.8615 0.8602 -0.0013 -0.2% 0.8602
Range 0.0096 0.0058 -0.0038 -39.6% 0.0138
ATR 0.0117 0.0113 -0.0004 -3.6% 0.0000
Volume 63,393 50,724 -12,669 -20.0% 272,472
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.8771 0.8745 0.8634
R3 0.8713 0.8687 0.8618
R2 0.8655 0.8655 0.8613
R1 0.8629 0.8629 0.8607 0.8613
PP 0.8597 0.8597 0.8597 0.8590
S1 0.8571 0.8571 0.8597 0.8555
S2 0.8539 0.8539 0.8591
S3 0.8481 0.8513 0.8586
S4 0.8423 0.8455 0.8570
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9014 0.8946 0.8678
R3 0.8876 0.8808 0.8640
R2 0.8738 0.8738 0.8627
R1 0.8670 0.8670 0.8615 0.8635
PP 0.8600 0.8600 0.8600 0.8583
S1 0.8532 0.8532 0.8589 0.8497
S2 0.8462 0.8462 0.8577
S3 0.8324 0.8394 0.8564
S4 0.8186 0.8256 0.8526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8668 0.8530 0.0138 1.6% 0.0085 1.0% 52% False False 54,494
10 0.8748 0.8530 0.0218 2.5% 0.0095 1.1% 33% False False 54,213
20 0.8949 0.8530 0.0419 4.9% 0.0106 1.2% 17% False False 58,622
40 0.9275 0.8475 0.0800 9.3% 0.0128 1.5% 16% False False 34,481
60 0.9275 0.8000 0.1275 14.8% 0.0117 1.4% 47% False False 23,048
80 0.9275 0.7900 0.1375 16.0% 0.0108 1.3% 51% False False 17,302
100 0.9275 0.7700 0.1575 18.3% 0.0097 1.1% 57% False False 13,855
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8871
2.618 0.8776
1.618 0.8718
1.000 0.8682
0.618 0.8660
HIGH 0.8624
0.618 0.8602
0.500 0.8595
0.382 0.8588
LOW 0.8566
0.618 0.8530
1.000 0.8508
1.618 0.8472
2.618 0.8414
4.250 0.8320
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 0.8600 0.8600
PP 0.8597 0.8598
S1 0.8595 0.8596

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

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