CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 0.9301 0.9267 -0.0034 -0.4% 0.9249
High 0.9310 0.9267 -0.0043 -0.5% 0.9350
Low 0.9280 0.9171 -0.0109 -1.2% 0.9205
Close 0.9285 0.9222 -0.0063 -0.7% 0.9285
Range 0.0030 0.0096 0.0066 220.0% 0.0145
ATR 0.0069 0.0072 0.0003 4.7% 0.0000
Volume 69 75 6 8.7% 581
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9508 0.9461 0.9275
R3 0.9412 0.9365 0.9248
R2 0.9316 0.9316 0.9240
R1 0.9269 0.9269 0.9231 0.9245
PP 0.9220 0.9220 0.9220 0.9208
S1 0.9173 0.9173 0.9213 0.9149
S2 0.9124 0.9124 0.9204
S3 0.9028 0.9077 0.9196
S4 0.8932 0.8981 0.9169
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9715 0.9645 0.9365
R3 0.9570 0.9500 0.9325
R2 0.9425 0.9425 0.9312
R1 0.9355 0.9355 0.9298 0.9390
PP 0.9280 0.9280 0.9280 0.9298
S1 0.9210 0.9210 0.9272 0.9245
S2 0.9135 0.9135 0.9258
S3 0.8990 0.9065 0.9245
S4 0.8845 0.8920 0.9205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9171 0.0179 1.9% 0.0070 0.8% 28% False True 130
10 0.9350 0.9010 0.0340 3.7% 0.0049 0.5% 62% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9675
2.618 0.9518
1.618 0.9422
1.000 0.9363
0.618 0.9326
HIGH 0.9267
0.618 0.9230
0.500 0.9219
0.382 0.9208
LOW 0.9171
0.618 0.9112
1.000 0.9075
1.618 0.9016
2.618 0.8920
4.250 0.8763
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 0.9221 0.9241
PP 0.9220 0.9234
S1 0.9219 0.9228

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

View Archives - Comment on this page... - Back to Index of Symbols