CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 0.9038 0.9057 0.0019 0.2% 0.8609
High 0.9124 0.9134 0.0010 0.1% 0.8999
Low 0.8998 0.9019 0.0021 0.2% 0.8570
Close 0.9032 0.9105 0.0073 0.8% 0.8963
Range 0.0126 0.0115 -0.0011 -8.7% 0.0429
ATR 0.0116 0.0116 0.0000 -0.1% 0.0000
Volume 54,046 69,859 15,813 29.3% 303,158
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9431 0.9383 0.9168
R3 0.9316 0.9268 0.9137
R2 0.9201 0.9201 0.9126
R1 0.9153 0.9153 0.9116 0.9177
PP 0.9086 0.9086 0.9086 0.9098
S1 0.9038 0.9038 0.9094 0.9062
S2 0.8971 0.8971 0.9084
S3 0.8856 0.8923 0.9073
S4 0.8741 0.8808 0.9042
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0131 0.9976 0.9199
R3 0.9702 0.9547 0.9081
R2 0.9273 0.9273 0.9042
R1 0.9118 0.9118 0.9002 0.9196
PP 0.8844 0.8844 0.8844 0.8883
S1 0.8689 0.8689 0.8924 0.8767
S2 0.8415 0.8415 0.8884
S3 0.7986 0.8260 0.8845
S4 0.7557 0.7831 0.8727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9134 0.8911 0.0223 2.4% 0.0098 1.1% 87% True False 62,104
10 0.9134 0.8566 0.0568 6.2% 0.0112 1.2% 95% True False 59,202
20 0.9134 0.8530 0.0604 6.6% 0.0104 1.1% 95% True False 57,832
40 0.9275 0.8530 0.0745 8.2% 0.0128 1.4% 77% False False 46,310
60 0.9275 0.8296 0.0979 10.8% 0.0121 1.3% 83% False False 30,987
80 0.9275 0.7900 0.1375 15.1% 0.0111 1.2% 88% False False 23,271
100 0.9275 0.7700 0.1575 17.3% 0.0103 1.1% 89% False False 18,632
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9623
2.618 0.9435
1.618 0.9320
1.000 0.9249
0.618 0.9205
HIGH 0.9134
0.618 0.9090
0.500 0.9077
0.382 0.9063
LOW 0.9019
0.618 0.8948
1.000 0.8904
1.618 0.8833
2.618 0.8718
4.250 0.8530
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 0.9096 0.9086
PP 0.9086 0.9068
S1 0.9077 0.9049

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

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