CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 0.9342 0.9281 -0.0061 -0.7% 0.9285
High 0.9369 0.9300 -0.0069 -0.7% 0.9408
Low 0.9260 0.9203 -0.0057 -0.6% 0.9203
Close 0.9272 0.9236 -0.0036 -0.4% 0.9236
Range 0.0109 0.0097 -0.0012 -11.0% 0.0205
ATR 0.0113 0.0112 -0.0001 -1.0% 0.0000
Volume 63,907 55,953 -7,954 -12.4% 318,366
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9537 0.9484 0.9289
R3 0.9440 0.9387 0.9263
R2 0.9343 0.9343 0.9254
R1 0.9290 0.9290 0.9245 0.9268
PP 0.9246 0.9246 0.9246 0.9236
S1 0.9193 0.9193 0.9227 0.9171
S2 0.9149 0.9149 0.9218
S3 0.9052 0.9096 0.9209
S4 0.8955 0.8999 0.9183
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9897 0.9772 0.9349
R3 0.9692 0.9567 0.9292
R2 0.9487 0.9487 0.9274
R1 0.9362 0.9362 0.9255 0.9322
PP 0.9282 0.9282 0.9282 0.9263
S1 0.9157 0.9157 0.9217 0.9117
S2 0.9077 0.9077 0.9198
S3 0.8872 0.8952 0.9180
S4 0.8667 0.8747 0.9123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9408 0.9203 0.0205 2.2% 0.0110 1.2% 16% False True 63,673
10 0.9408 0.9147 0.0261 2.8% 0.0107 1.2% 34% False False 62,410
20 0.9408 0.8570 0.0838 9.1% 0.0114 1.2% 79% False False 61,438
40 0.9408 0.8530 0.0878 9.5% 0.0110 1.2% 80% False False 60,030
60 0.9408 0.8475 0.0933 10.1% 0.0124 1.3% 82% False False 43,467
80 0.9408 0.8000 0.1408 15.2% 0.0117 1.3% 88% False False 32,645
100 0.9408 0.7900 0.1508 16.3% 0.0109 1.2% 89% False False 26,130
120 0.9408 0.7700 0.1708 18.5% 0.0100 1.1% 90% False False 21,785
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9712
2.618 0.9554
1.618 0.9457
1.000 0.9397
0.618 0.9360
HIGH 0.9300
0.618 0.9263
0.500 0.9252
0.382 0.9240
LOW 0.9203
0.618 0.9143
1.000 0.9106
1.618 0.9046
2.618 0.8949
4.250 0.8791
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 0.9252 0.9286
PP 0.9246 0.9269
S1 0.9241 0.9253

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

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