CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 0.9276 0.9353 0.0077 0.8% 0.9291
High 0.9383 0.9380 -0.0003 0.0% 0.9444
Low 0.9269 0.9280 0.0011 0.1% 0.9153
Close 0.9358 0.9352 -0.0006 -0.1% 0.9349
Range 0.0114 0.0100 -0.0014 -12.3% 0.0291
ATR 0.0114 0.0113 -0.0001 -0.9% 0.0000
Volume 58,090 51,319 -6,771 -11.7% 332,216
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9637 0.9595 0.9407
R3 0.9537 0.9495 0.9380
R2 0.9437 0.9437 0.9370
R1 0.9395 0.9395 0.9361 0.9366
PP 0.9337 0.9337 0.9337 0.9323
S1 0.9295 0.9295 0.9343 0.9266
S2 0.9237 0.9237 0.9334
S3 0.9137 0.9195 0.9325
S4 0.9037 0.9095 0.9297
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 0.9214 0.0230 2.5% 0.0110 1.2% 60% False False 56,400
10 0.9444 0.9153 0.0291 3.1% 0.0107 1.1% 68% False False 58,337
20 0.9444 0.9010 0.0434 4.6% 0.0118 1.3% 79% False False 32,033
40 0.9444 0.8991 0.0453 4.8% 0.0112 1.2% 80% False False 16,179
60 0.9444 0.8540 0.0904 9.7% 0.0101 1.1% 90% False False 10,822
80 0.9444 0.8540 0.0904 9.7% 0.0098 1.0% 90% False False 8,145
100 0.9444 0.8456 0.0988 10.6% 0.0095 1.0% 91% False False 6,530
120 0.9444 0.8025 0.1419 15.2% 0.0087 0.9% 94% False False 5,449
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9805
2.618 0.9642
1.618 0.9542
1.000 0.9480
0.618 0.9442
HIGH 0.9380
0.618 0.9342
0.500 0.9330
0.382 0.9318
LOW 0.9280
0.618 0.9218
1.000 0.9180
1.618 0.9118
2.618 0.9018
4.250 0.8855
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 0.9345 0.9334
PP 0.9337 0.9316
S1 0.9330 0.9299

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

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