CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 0.9053 0.9066 0.0013 0.1% 0.9166
High 0.9118 0.9241 0.0123 1.3% 0.9241
Low 0.9033 0.9063 0.0030 0.3% 0.9010
Close 0.9061 0.9211 0.0150 1.7% 0.9211
Range 0.0085 0.0178 0.0093 109.4% 0.0231
ATR 0.0112 0.0117 0.0005 4.3% 0.0000
Volume 1,753 2,940 1,187 67.7% 11,607
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9706 0.9636 0.9309
R3 0.9528 0.9458 0.9260
R2 0.9350 0.9350 0.9244
R1 0.9280 0.9280 0.9227 0.9315
PP 0.9172 0.9172 0.9172 0.9189
S1 0.9102 0.9102 0.9195 0.9137
S2 0.8994 0.8994 0.9178
S3 0.8816 0.8924 0.9162
S4 0.8638 0.8746 0.9113
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9847 0.9760 0.9338
R3 0.9616 0.9529 0.9275
R2 0.9385 0.9385 0.9253
R1 0.9298 0.9298 0.9232 0.9342
PP 0.9154 0.9154 0.9154 0.9176
S1 0.9067 0.9067 0.9190 0.9111
S2 0.8923 0.8923 0.9169
S3 0.8692 0.8836 0.9147
S4 0.8461 0.8605 0.9084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9241 0.9010 0.0231 2.5% 0.0128 1.4% 87% True False 2,321
10 0.9330 0.9010 0.0320 3.5% 0.0126 1.4% 63% False False 1,470
20 0.9330 0.8991 0.0339 3.7% 0.0121 1.3% 65% False False 883
40 0.9405 0.8591 0.0814 8.8% 0.0105 1.1% 76% False False 535
60 0.9405 0.8540 0.0865 9.4% 0.0094 1.0% 78% False False 381
80 0.9405 0.8456 0.0949 10.3% 0.0095 1.0% 80% False False 314
100 0.9405 0.8025 0.1380 15.0% 0.0088 1.0% 86% False False 261
120 0.9405 0.7920 0.1485 16.1% 0.0080 0.9% 87% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9998
2.618 0.9707
1.618 0.9529
1.000 0.9419
0.618 0.9351
HIGH 0.9241
0.618 0.9173
0.500 0.9152
0.382 0.9131
LOW 0.9063
0.618 0.8953
1.000 0.8885
1.618 0.8775
2.618 0.8597
4.250 0.8307
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 0.9191 0.9183
PP 0.9172 0.9154
S1 0.9152 0.9126

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

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