CME Canadian Dollar Future December 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 0.9203 0.9264 0.0061 0.7% 0.9166
High 0.9370 0.9308 -0.0062 -0.7% 0.9241
Low 0.9199 0.9229 0.0030 0.3% 0.9010
Close 0.9253 0.9251 -0.0002 0.0% 0.9211
Range 0.0171 0.0079 -0.0092 -53.8% 0.0231
ATR 0.0121 0.0118 -0.0003 -2.5% 0.0000
Volume 7,144 34,077 26,933 377.0% 11,607
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9500 0.9454 0.9294
R3 0.9421 0.9375 0.9273
R2 0.9342 0.9342 0.9265
R1 0.9296 0.9296 0.9258 0.9280
PP 0.9263 0.9263 0.9263 0.9254
S1 0.9217 0.9217 0.9244 0.9201
S2 0.9184 0.9184 0.9237
S3 0.9105 0.9138 0.9229
S4 0.9026 0.9059 0.9208
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 0.9370 0.9033 0.0337 3.6% 0.0125 1.4% 65% False False 9,770
10 0.9370 0.9010 0.0360 3.9% 0.0128 1.4% 67% False False 5,729
20 0.9370 0.8991 0.0379 4.1% 0.0120 1.3% 69% False False 3,068
40 0.9405 0.8940 0.0465 5.0% 0.0105 1.1% 67% False False 1,635
60 0.9405 0.8540 0.0865 9.4% 0.0096 1.0% 82% False False 1,112
80 0.9405 0.8540 0.0865 9.4% 0.0096 1.0% 82% False False 865
100 0.9405 0.8066 0.1339 14.5% 0.0090 1.0% 88% False False 702
120 0.9405 0.7920 0.1485 16.1% 0.0082 0.9% 90% False False 589
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9644
2.618 0.9515
1.618 0.9436
1.000 0.9387
0.618 0.9357
HIGH 0.9308
0.618 0.9278
0.500 0.9269
0.382 0.9259
LOW 0.9229
0.618 0.9180
1.000 0.9150
1.618 0.9101
2.618 0.9022
4.250 0.8893
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 0.9269 0.9285
PP 0.9263 0.9273
S1 0.9257 0.9262

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

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