CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 0.9377 0.9390 0.0013 0.1% 0.9291
High 0.9444 0.9394 -0.0050 -0.5% 0.9444
Low 0.9368 0.9286 -0.0082 -0.9% 0.9153
Close 0.9394 0.9349 -0.0045 -0.5% 0.9349
Range 0.0076 0.0108 0.0032 42.1% 0.0291
ATR 0.0111 0.0111 0.0000 -0.2% 0.0000
Volume 61,026 60,950 -76 -0.1% 332,216
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9667 0.9616 0.9408
R3 0.9559 0.9508 0.9379
R2 0.9451 0.9451 0.9369
R1 0.9400 0.9400 0.9359 0.9372
PP 0.9343 0.9343 0.9343 0.9329
S1 0.9292 0.9292 0.9339 0.9264
S2 0.9235 0.9235 0.9329
S3 0.9127 0.9184 0.9319
S4 0.9019 0.9076 0.9290
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0188 1.0060 0.9509
R3 0.9897 0.9769 0.9429
R2 0.9606 0.9606 0.9402
R1 0.9478 0.9478 0.9376 0.9542
PP 0.9315 0.9315 0.9315 0.9348
S1 0.9187 0.9187 0.9322 0.9251
S2 0.9024 0.9024 0.9296
S3 0.8733 0.8896 0.9269
S4 0.8442 0.8605 0.9189
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% 0.0108 1.2% 67% False False 66,443
10 0.9444 0.9153 0.0291 3.1% 0.0107 1.1% 67% False False 46,750
20 0.9444 0.9010 0.0434 4.6% 0.0117 1.2% 78% False False 24,110
40 0.9444 0.8991 0.0453 4.8% 0.0109 1.2% 79% False False 12,189
60 0.9444 0.8540 0.0904 9.7% 0.0099 1.1% 89% False False 8,158
80 0.9444 0.8540 0.0904 9.7% 0.0098 1.0% 89% False False 6,148
100 0.9444 0.8420 0.1024 11.0% 0.0094 1.0% 91% False False 4,932
120 0.9444 0.8025 0.1419 15.2% 0.0086 0.9% 93% False False 4,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9853
2.618 0.9677
1.618 0.9569
1.000 0.9502
0.618 0.9461
HIGH 0.9394
0.618 0.9353
0.500 0.9340
0.382 0.9327
LOW 0.9286
0.618 0.9219
1.000 0.9178
1.618 0.9111
2.618 0.9003
4.250 0.8827
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 0.9346 0.9365
PP 0.9343 0.9360
S1 0.9340 0.9354

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

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