CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 0.9195 0.9095 -0.0100 -1.1% 0.9242
High 0.9249 0.9100 -0.0149 -1.6% 0.9266
Low 0.9072 0.8987 -0.0085 -0.9% 0.9028
Close 0.9078 0.9047 -0.0031 -0.3% 0.9078
Range 0.0177 0.0113 -0.0064 -36.2% 0.0238
ATR 0.0123 0.0122 -0.0001 -0.6% 0.0000
Volume 65,935 64,088 -1,847 -2.8% 341,157
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9384 0.9328 0.9109
R3 0.9271 0.9215 0.9078
R2 0.9158 0.9158 0.9068
R1 0.9102 0.9102 0.9057 0.9074
PP 0.9045 0.9045 0.9045 0.9030
S1 0.8989 0.8989 0.9037 0.8961
S2 0.8932 0.8932 0.9026
S3 0.8819 0.8876 0.9016
S4 0.8706 0.8763 0.8985
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9838 0.9696 0.9209
R3 0.9600 0.9458 0.9143
R2 0.9362 0.9362 0.9122
R1 0.9220 0.9220 0.9100 0.9172
PP 0.9124 0.9124 0.9124 0.9100
S1 0.8982 0.8982 0.9056 0.8934
S2 0.8886 0.8886 0.9034
S3 0.8648 0.8744 0.9013
S4 0.8410 0.8506 0.8947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9266 0.8987 0.0279 3.1% 0.0147 1.6% 22% False True 66,816
10 0.9408 0.8987 0.0421 4.7% 0.0127 1.4% 14% False True 64,748
20 0.9408 0.8987 0.0421 4.7% 0.0121 1.3% 14% False True 64,001
40 0.9408 0.8530 0.0878 9.7% 0.0112 1.2% 59% False False 61,182
60 0.9408 0.8530 0.0878 9.7% 0.0126 1.4% 59% False False 50,177
80 0.9408 0.8175 0.1233 13.6% 0.0120 1.3% 71% False False 37,698
100 0.9408 0.7900 0.1508 16.7% 0.0112 1.2% 76% False False 30,178
120 0.9408 0.7700 0.1708 18.9% 0.0105 1.2% 79% False False 25,161
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9396
1.618 0.9283
1.000 0.9213
0.618 0.9170
HIGH 0.9100
0.618 0.9057
0.500 0.9044
0.382 0.9030
LOW 0.8987
0.618 0.8917
1.000 0.8874
1.618 0.8804
2.618 0.8691
4.250 0.8507
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 0.9046 0.9127
PP 0.9045 0.9100
S1 0.9044 0.9074

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

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