CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 0.9221 0.9285 0.0064 0.7% 0.9215
High 0.9292 0.9398 0.0106 1.1% 0.9306
Low 0.9210 0.9267 0.0057 0.6% 0.9147
Close 0.9270 0.9370 0.0100 1.1% 0.9270
Range 0.0082 0.0131 0.0049 59.8% 0.0159
ATR 0.0113 0.0114 0.0001 1.1% 0.0000
Volume 60,418 76,125 15,707 26.0% 305,737
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9738 0.9685 0.9442
R3 0.9607 0.9554 0.9406
R2 0.9476 0.9476 0.9394
R1 0.9423 0.9423 0.9382 0.9450
PP 0.9345 0.9345 0.9345 0.9358
S1 0.9292 0.9292 0.9358 0.9319
S2 0.9214 0.9214 0.9346
S3 0.9083 0.9161 0.9334
S4 0.8952 0.9030 0.9298
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 0.9398 0.9147 0.0251 2.7% 0.0112 1.2% 89% True False 64,796
10 0.9398 0.8998 0.0400 4.3% 0.0115 1.2% 93% True False 63,253
20 0.9398 0.8530 0.0868 9.3% 0.0111 1.2% 97% True False 60,209
40 0.9398 0.8530 0.0868 9.3% 0.0116 1.2% 97% True False 58,121
60 0.9398 0.8475 0.0923 9.9% 0.0124 1.3% 97% True False 39,440
80 0.9398 0.8000 0.1398 14.9% 0.0116 1.2% 98% True False 29,622
100 0.9398 0.7870 0.1528 16.3% 0.0108 1.2% 98% True False 23,711
120 0.9398 0.7700 0.1698 18.1% 0.0098 1.0% 98% True False 19,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9955
2.618 0.9741
1.618 0.9610
1.000 0.9529
0.618 0.9479
HIGH 0.9398
0.618 0.9348
0.500 0.9333
0.382 0.9317
LOW 0.9267
0.618 0.9186
1.000 0.9136
1.618 0.9055
2.618 0.8924
4.250 0.8710
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 0.9358 0.9340
PP 0.9345 0.9310
S1 0.9333 0.9281

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

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