CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
07-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 0.9249 0.9249 0.0000 0.0% 0.9033
High 0.9249 0.9350 0.0101 1.1% 0.9224
Low 0.9249 0.9244 -0.0005 -0.1% 0.9010
Close 0.9249 0.9250 0.0001 0.0% 0.9208
Range 0.0000 0.0106 0.0106 0.0214
ATR
Volume 2 30 28 1,400.0% 249
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9599 0.9531 0.9308
R3 0.9493 0.9425 0.9279
R2 0.9387 0.9387 0.9269
R1 0.9319 0.9319 0.9260 0.9353
PP 0.9281 0.9281 0.9281 0.9299
S1 0.9213 0.9213 0.9240 0.9247
S2 0.9175 0.9175 0.9231
S3 0.9069 0.9107 0.9221
S4 0.8963 0.9001 0.9192
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9789 0.9713 0.9326
R3 0.9575 0.9499 0.9267
R2 0.9361 0.9361 0.9247
R1 0.9285 0.9285 0.9228 0.9323
PP 0.9147 0.9147 0.9147 0.9167
S1 0.9071 0.9071 0.9188 0.9109
S2 0.8933 0.8933 0.9169
S3 0.8719 0.8857 0.9149
S4 0.8505 0.8643 0.9090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9010 0.0340 3.7% 0.0043 0.5% 71% True False 25
10 0.9350 0.9010 0.0340 3.7% 0.0048 0.5% 71% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9801
2.618 0.9628
1.618 0.9522
1.000 0.9456
0.618 0.9416
HIGH 0.9350
0.618 0.9310
0.500 0.9297
0.382 0.9284
LOW 0.9244
0.618 0.9178
1.000 0.9138
1.618 0.9072
2.618 0.8966
4.250 0.8794
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 0.9297 0.9256
PP 0.9281 0.9254
S1 0.9266 0.9252

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

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