CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 0.9176 0.9215 0.0039 0.4% 0.8971
High 0.9268 0.9279 0.0011 0.1% 0.9268
Low 0.9157 0.9192 0.0035 0.4% 0.8964
Close 0.9229 0.9258 0.0029 0.3% 0.9229
Range 0.0111 0.0087 -0.0024 -21.6% 0.0304
ATR 0.0117 0.0115 -0.0002 -1.9% 0.0000
Volume 66,323 57,882 -8,441 -12.7% 301,517
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9504 0.9468 0.9306
R3 0.9417 0.9381 0.9282
R2 0.9330 0.9330 0.9274
R1 0.9294 0.9294 0.9266 0.9312
PP 0.9243 0.9243 0.9243 0.9252
S1 0.9207 0.9207 0.9250 0.9225
S2 0.9156 0.9156 0.9242
S3 0.9069 0.9120 0.9234
S4 0.8982 0.9033 0.9210
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0066 0.9951 0.9396
R3 0.9762 0.9647 0.9313
R2 0.9458 0.9458 0.9285
R1 0.9343 0.9343 0.9257 0.9401
PP 0.9154 0.9154 0.9154 0.9182
S1 0.9039 0.9039 0.9201 0.9097
S2 0.8850 0.8850 0.9173
S3 0.8546 0.8735 0.9145
S4 0.8242 0.8431 0.9062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9279 0.8998 0.0281 3.0% 0.0117 1.3% 93% True False 61,711
10 0.9279 0.8672 0.0607 6.6% 0.0118 1.3% 97% True False 62,177
20 0.9279 0.8530 0.0749 8.1% 0.0109 1.2% 97% True False 57,588
40 0.9279 0.8530 0.0749 8.1% 0.0126 1.4% 97% True False 50,841
60 0.9279 0.8435 0.0844 9.1% 0.0124 1.3% 98% True False 34,058
80 0.9279 0.8000 0.1279 13.8% 0.0113 1.2% 98% True False 25,576
100 0.9279 0.7700 0.1579 17.1% 0.0105 1.1% 99% True False 20,473
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9649
2.618 0.9507
1.618 0.9420
1.000 0.9366
0.618 0.9333
HIGH 0.9279
0.618 0.9246
0.500 0.9236
0.382 0.9225
LOW 0.9192
0.618 0.9138
1.000 0.9105
1.618 0.9051
2.618 0.8964
4.250 0.8822
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 0.9251 0.9232
PP 0.9243 0.9207
S1 0.9236 0.9181

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

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