CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 0.9323 0.9377 0.0054 0.6% 0.9203
High 0.9396 0.9444 0.0048 0.5% 0.9370
Low 0.9315 0.9368 0.0053 0.6% 0.9192
Close 0.9379 0.9394 0.0015 0.2% 0.9288
Range 0.0081 0.0076 -0.0005 -6.2% 0.0178
ATR 0.0114 0.0111 -0.0003 -2.4% 0.0000
Volume 69,659 61,026 -8,633 -12.4% 135,289
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9630 0.9588 0.9436
R3 0.9554 0.9512 0.9415
R2 0.9478 0.9478 0.9408
R1 0.9436 0.9436 0.9401 0.9457
PP 0.9402 0.9402 0.9402 0.9413
S1 0.9360 0.9360 0.9387 0.9381
S2 0.9326 0.9326 0.9380
S3 0.9250 0.9284 0.9373
S4 0.9174 0.9208 0.9352
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9817 0.9731 0.9386
R3 0.9639 0.9553 0.9337
R2 0.9461 0.9461 0.9321
R1 0.9375 0.9375 0.9304 0.9418
PP 0.9283 0.9283 0.9283 0.9305
S1 0.9197 0.9197 0.9272 0.9240
S2 0.9105 0.9105 0.9255
S3 0.8927 0.9019 0.9239
S4 0.8749 0.8841 0.9190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9444 0.9153 0.0291 3.1% 0.0100 1.1% 83% True False 66,409
10 0.9444 0.9063 0.0381 4.1% 0.0114 1.2% 87% True False 40,949
20 0.9444 0.9010 0.0434 4.6% 0.0118 1.3% 88% True False 21,076
40 0.9444 0.8991 0.0453 4.8% 0.0109 1.2% 89% True False 10,670
60 0.9444 0.8540 0.0904 9.6% 0.0098 1.0% 94% True False 7,144
80 0.9444 0.8540 0.0904 9.6% 0.0098 1.0% 94% True False 5,387
100 0.9444 0.8397 0.1047 11.1% 0.0093 1.0% 95% True False 4,323
120 0.9444 0.7920 0.1524 16.2% 0.0085 0.9% 97% True False 3,608
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9767
2.618 0.9643
1.618 0.9567
1.000 0.9520
0.618 0.9491
HIGH 0.9444
0.618 0.9415
0.500 0.9406
0.382 0.9397
LOW 0.9368
0.618 0.9321
1.000 0.9292
1.618 0.9245
2.618 0.9169
4.250 0.9045
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 0.9406 0.9370
PP 0.9402 0.9346
S1 0.9398 0.9322

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

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