CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 0.9193 0.9072 -0.0121 -1.3% 0.9285
High 0.9205 0.9219 0.0014 0.2% 0.9408
Low 0.9052 0.9028 -0.0024 -0.3% 0.9203
Close 0.9078 0.9196 0.0118 1.3% 0.9236
Range 0.0153 0.0191 0.0038 24.8% 0.0205
ATR 0.0115 0.0120 0.0005 4.8% 0.0000
Volume 52,939 75,481 22,542 42.6% 318,366
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9721 0.9649 0.9301
R3 0.9530 0.9458 0.9249
R2 0.9339 0.9339 0.9231
R1 0.9267 0.9267 0.9214 0.9303
PP 0.9148 0.9148 0.9148 0.9166
S1 0.9076 0.9076 0.9178 0.9112
S2 0.8957 0.8957 0.9161
S3 0.8766 0.8885 0.9143
S4 0.8575 0.8694 0.9091
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 0.9369 0.9028 0.0341 3.7% 0.0133 1.4% 49% False True 63,888
10 0.9408 0.9028 0.0380 4.1% 0.0118 1.3% 44% False True 64,752
20 0.9408 0.8911 0.0497 5.4% 0.0114 1.2% 57% False False 63,048
40 0.9408 0.8530 0.0878 9.5% 0.0111 1.2% 76% False False 60,296
60 0.9408 0.8530 0.0878 9.5% 0.0126 1.4% 76% False False 46,780
80 0.9408 0.8035 0.1373 14.9% 0.0118 1.3% 85% False False 35,136
100 0.9408 0.7900 0.1508 16.4% 0.0111 1.2% 86% False False 28,124
120 0.9408 0.7700 0.1708 18.6% 0.0102 1.1% 88% False False 23,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9719
1.618 0.9528
1.000 0.9410
0.618 0.9337
HIGH 0.9219
0.618 0.9146
0.500 0.9124
0.382 0.9101
LOW 0.9028
0.618 0.8910
1.000 0.8837
1.618 0.8719
2.618 0.8528
4.250 0.8216
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 0.9172 0.9179
PP 0.9148 0.9162
S1 0.9124 0.9146

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

View Archives - Comment on this page... - Back to Index of Symbols