CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 0.9168 0.9221 0.0053 0.6% 0.9215
High 0.9258 0.9292 0.0034 0.4% 0.9306
Low 0.9163 0.9210 0.0047 0.5% 0.9147
Close 0.9236 0.9270 0.0034 0.4% 0.9270
Range 0.0095 0.0082 -0.0013 -13.7% 0.0159
ATR 0.0115 0.0113 -0.0002 -2.1% 0.0000
Volume 69,164 60,418 -8,746 -12.6% 305,737
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9503 0.9469 0.9315
R3 0.9421 0.9387 0.9293
R2 0.9339 0.9339 0.9285
R1 0.9305 0.9305 0.9278 0.9322
PP 0.9257 0.9257 0.9257 0.9266
S1 0.9223 0.9223 0.9262 0.9240
S2 0.9175 0.9175 0.9255
S3 0.9093 0.9141 0.9247
S4 0.9011 0.9059 0.9225
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9718 0.9653 0.9357
R3 0.9559 0.9494 0.9314
R2 0.9400 0.9400 0.9299
R1 0.9335 0.9335 0.9285 0.9368
PP 0.9241 0.9241 0.9241 0.9257
S1 0.9176 0.9176 0.9255 0.9209
S2 0.9082 0.9082 0.9241
S3 0.8923 0.9017 0.9226
S4 0.8764 0.8858 0.9183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9306 0.9147 0.0159 1.7% 0.0103 1.1% 77% False False 61,147
10 0.9306 0.8964 0.0342 3.7% 0.0113 1.2% 89% False False 60,725
20 0.9306 0.8530 0.0776 8.4% 0.0108 1.2% 95% False False 59,144
40 0.9306 0.8530 0.0776 8.4% 0.0116 1.3% 95% False False 56,519
60 0.9306 0.8475 0.0831 9.0% 0.0125 1.3% 96% False False 38,177
80 0.9306 0.8000 0.1306 14.1% 0.0115 1.2% 97% False False 28,671
100 0.9306 0.7762 0.1544 16.7% 0.0108 1.2% 98% False False 22,951
120 0.9306 0.7700 0.1606 17.3% 0.0097 1.0% 98% False False 19,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9641
2.618 0.9507
1.618 0.9425
1.000 0.9374
0.618 0.9343
HIGH 0.9292
0.618 0.9261
0.500 0.9251
0.382 0.9241
LOW 0.9210
0.618 0.9159
1.000 0.9128
1.618 0.9077
2.618 0.8995
4.250 0.8862
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 0.9264 0.9253
PP 0.9257 0.9236
S1 0.9251 0.9220

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

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