CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 0.9057 0.9089 0.0032 0.4% 0.8609
High 0.9134 0.9228 0.0094 1.0% 0.8999
Low 0.9019 0.9083 0.0064 0.7% 0.8570
Close 0.9105 0.9215 0.0110 1.2% 0.8963
Range 0.0115 0.0145 0.0030 26.1% 0.0429
ATR 0.0116 0.0118 0.0002 1.8% 0.0000
Volume 69,859 60,448 -9,411 -13.5% 303,158
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9610 0.9558 0.9295
R3 0.9465 0.9413 0.9255
R2 0.9320 0.9320 0.9242
R1 0.9268 0.9268 0.9228 0.9294
PP 0.9175 0.9175 0.9175 0.9189
S1 0.9123 0.9123 0.9202 0.9149
S2 0.9030 0.9030 0.9188
S3 0.8885 0.8978 0.9175
S4 0.8740 0.8833 0.9135
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 0.9228 0.8931 0.0297 3.2% 0.0111 1.2% 96% True False 59,273
10 0.9228 0.8566 0.0662 7.2% 0.0117 1.3% 98% True False 58,907
20 0.9228 0.8530 0.0698 7.6% 0.0107 1.2% 98% True False 57,556
40 0.9275 0.8530 0.0745 8.1% 0.0129 1.4% 92% False False 47,802
60 0.9275 0.8357 0.0918 10.0% 0.0123 1.3% 93% False False 31,993
80 0.9275 0.7900 0.1375 14.9% 0.0112 1.2% 96% False False 24,025
100 0.9275 0.7700 0.1575 17.1% 0.0104 1.1% 96% False False 19,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9844
2.618 0.9608
1.618 0.9463
1.000 0.9373
0.618 0.9318
HIGH 0.9228
0.618 0.9173
0.500 0.9156
0.382 0.9138
LOW 0.9083
0.618 0.8993
1.000 0.8938
1.618 0.8848
2.618 0.8703
4.250 0.8467
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 0.9195 0.9181
PP 0.9175 0.9147
S1 0.9156 0.9113

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

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