CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 0.9287 0.9232 -0.0055 -0.6% 0.9207
High 0.9287 0.9271 -0.0016 -0.2% 0.9370
Low 0.9152 0.9198 0.0046 0.5% 0.9189
Close 0.9222 0.9235 0.0013 0.1% 0.9285
Range 0.0135 0.0073 -0.0062 -45.9% 0.0181
ATR 0.0122 0.0119 -0.0004 -2.9% 0.0000
Volume 27,319 4,651 -22,668 -83.0% 314,868
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9454 0.9417 0.9275
R3 0.9381 0.9344 0.9255
R2 0.9308 0.9308 0.9248
R1 0.9271 0.9271 0.9242 0.9290
PP 0.9235 0.9235 0.9235 0.9244
S1 0.9198 0.9198 0.9228 0.9217
S2 0.9162 0.9162 0.9222
S3 0.9089 0.9125 0.9215
S4 0.9016 0.9052 0.9195
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9824 0.9736 0.9385
R3 0.9643 0.9555 0.9335
R2 0.9462 0.9462 0.9318
R1 0.9374 0.9374 0.9302 0.9418
PP 0.9281 0.9281 0.9281 0.9304
S1 0.9193 0.9193 0.9268 0.9237
S2 0.9100 0.9100 0.9252
S3 0.8919 0.9012 0.9235
S4 0.8738 0.8831 0.9185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9332 0.9152 0.0180 1.9% 0.0090 1.0% 46% False False 52,295
10 0.9370 0.9006 0.0364 3.9% 0.0114 1.2% 63% False False 62,508
20 0.9370 0.8997 0.0373 4.0% 0.0122 1.3% 64% False False 60,641
40 0.9408 0.8987 0.0421 4.6% 0.0121 1.3% 59% False False 62,321
60 0.9408 0.8530 0.0878 9.5% 0.0115 1.2% 80% False False 61,001
80 0.9408 0.8530 0.0878 9.5% 0.0125 1.4% 80% False False 52,793
100 0.9408 0.8175 0.1233 13.4% 0.0120 1.3% 86% False False 42,286
120 0.9408 0.7900 0.1508 16.3% 0.0114 1.2% 89% False False 35,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9581
2.618 0.9462
1.618 0.9389
1.000 0.9344
0.618 0.9316
HIGH 0.9271
0.618 0.9243
0.500 0.9235
0.382 0.9226
LOW 0.9198
0.618 0.9153
1.000 0.9125
1.618 0.9080
2.618 0.9007
4.250 0.8888
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 0.9235 0.9242
PP 0.9235 0.9240
S1 0.9235 0.9237

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

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