CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 0.9207 0.9264 0.0057 0.6% 0.9151
High 0.9370 0.9308 -0.0062 -0.7% 0.9240
Low 0.9198 0.9228 0.0030 0.3% 0.9006
Close 0.9252 0.9250 -0.0002 0.0% 0.9210
Range 0.0172 0.0080 -0.0092 -53.5% 0.0234
ATR 0.0131 0.0128 -0.0004 -2.8% 0.0000
Volume 85,363 103,535 18,172 21.3% 338,354
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9502 0.9456 0.9294
R3 0.9422 0.9376 0.9272
R2 0.9342 0.9342 0.9265
R1 0.9296 0.9296 0.9257 0.9279
PP 0.9262 0.9262 0.9262 0.9254
S1 0.9216 0.9216 0.9243 0.9199
S2 0.9182 0.9182 0.9235
S3 0.9102 0.9136 0.9228
S4 0.9022 0.9056 0.9206
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9854 0.9766 0.9339
R3 0.9620 0.9532 0.9274
R2 0.9386 0.9386 0.9253
R1 0.9298 0.9298 0.9231 0.9342
PP 0.9152 0.9152 0.9152 0.9174
S1 0.9064 0.9064 0.9189 0.9108
S2 0.8918 0.8918 0.9167
S3 0.8684 0.8830 0.9146
S4 0.8450 0.8596 0.9081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9370 0.9006 0.0364 3.9% 0.0120 1.3% 67% False False 78,918
10 0.9370 0.9006 0.0364 3.9% 0.0135 1.5% 67% False False 71,804
20 0.9370 0.8987 0.0383 4.1% 0.0132 1.4% 69% False False 66,801
40 0.9408 0.8814 0.0594 6.4% 0.0123 1.3% 73% False False 64,863
60 0.9408 0.8530 0.0878 9.5% 0.0117 1.3% 82% False False 62,033
80 0.9408 0.8530 0.0878 9.5% 0.0126 1.4% 82% False False 50,845
100 0.9408 0.8000 0.1408 15.2% 0.0120 1.3% 89% False False 40,716
120 0.9408 0.7900 0.1508 16.3% 0.0114 1.2% 90% False False 33,941
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9648
2.618 0.9517
1.618 0.9437
1.000 0.9388
0.618 0.9357
HIGH 0.9308
0.618 0.9277
0.500 0.9268
0.382 0.9259
LOW 0.9228
0.618 0.9179
1.000 0.9148
1.618 0.9099
2.618 0.9019
4.250 0.8888
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 0.9268 0.9238
PP 0.9262 0.9227
S1 0.9256 0.9215

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

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