CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 0.9267 0.9229 -0.0038 -0.4% 0.9033
High 0.9303 0.9268 -0.0035 -0.4% 0.9224
Low 0.9249 0.9205 -0.0044 -0.5% 0.9010
Close 0.9250 0.9270 0.0020 0.2% 0.9208
Range 0.0054 0.0063 0.0009 16.7% 0.0214
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 309 171 -138 -44.7% 249
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9437 0.9416 0.9305
R3 0.9374 0.9353 0.9287
R2 0.9311 0.9311 0.9282
R1 0.9290 0.9290 0.9276 0.9301
PP 0.9248 0.9248 0.9248 0.9253
S1 0.9227 0.9227 0.9264 0.9238
S2 0.9185 0.9185 0.9258
S3 0.9122 0.9164 0.9253
S4 0.9059 0.9101 0.9235
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 0.9162 0.0188 2.0% 0.0057 0.6% 57% False False 102
10 0.9350 0.9010 0.0340 3.7% 0.0048 0.5% 76% False False 77
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9536
2.618 0.9433
1.618 0.9370
1.000 0.9331
0.618 0.9307
HIGH 0.9268
0.618 0.9244
0.500 0.9237
0.382 0.9229
LOW 0.9205
0.618 0.9166
1.000 0.9142
1.618 0.9103
2.618 0.9040
4.250 0.8937
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 0.9259 0.9278
PP 0.9248 0.9275
S1 0.9237 0.9273

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

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