CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 0.9267 0.9250 -0.0017 -0.2% 0.9249
High 0.9267 0.9332 0.0065 0.7% 0.9350
Low 0.9171 0.9250 0.0079 0.9% 0.9205
Close 0.9222 0.9315 0.0093 1.0% 0.9285
Range 0.0096 0.0082 -0.0014 -14.6% 0.0145
ATR 0.0072 0.0075 0.0003 3.7% 0.0000
Volume 75 69 -6 -8.0% 581
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9545 0.9512 0.9360
R3 0.9463 0.9430 0.9338
R2 0.9381 0.9381 0.9330
R1 0.9348 0.9348 0.9323 0.9365
PP 0.9299 0.9299 0.9299 0.9307
S1 0.9266 0.9266 0.9307 0.9283
S2 0.9217 0.9217 0.9300
S3 0.9135 0.9184 0.9292
S4 0.9053 0.9102 0.9270
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 0.9332 0.9171 0.0161 1.7% 0.0065 0.7% 89% True False 138
10 0.9350 0.9010 0.0340 3.7% 0.0054 0.6% 90% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9681
2.618 0.9547
1.618 0.9465
1.000 0.9414
0.618 0.9383
HIGH 0.9332
0.618 0.9301
0.500 0.9291
0.382 0.9281
LOW 0.9250
0.618 0.9199
1.000 0.9168
1.618 0.9117
2.618 0.9035
4.250 0.8902
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 0.9307 0.9294
PP 0.9299 0.9273
S1 0.9291 0.9252

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

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