CME Canadian Dollar Future March 2010


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 0.9275 0.9372 0.0097 1.0% 0.9267
High 0.9368 0.9372 0.0004 0.0% 0.9434
Low 0.9275 0.9287 0.0012 0.1% 0.9171
Close 0.9357 0.9350 -0.0007 -0.1% 0.9348
Range 0.0093 0.0085 -0.0008 -8.6% 0.0263
ATR 0.0079 0.0079 0.0000 0.6% 0.0000
Volume 39 74 35 89.7% 307
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9591 0.9556 0.9397
R3 0.9506 0.9471 0.9373
R2 0.9421 0.9421 0.9366
R1 0.9386 0.9386 0.9358 0.9361
PP 0.9336 0.9336 0.9336 0.9324
S1 0.9301 0.9301 0.9342 0.9276
S2 0.9251 0.9251 0.9334
S3 0.9166 0.9216 0.9327
S4 0.9081 0.9131 0.9303
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0107 0.9990 0.9493
R3 0.9844 0.9727 0.9420
R2 0.9581 0.9581 0.9396
R1 0.9464 0.9464 0.9372 0.9523
PP 0.9318 0.9318 0.9318 0.9347
S1 0.9201 0.9201 0.9324 0.9260
S2 0.9055 0.9055 0.9300
S3 0.8792 0.8938 0.9276
S4 0.8529 0.8675 0.9203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9434 0.9222 0.0212 2.3% 0.0071 0.8% 60% False False 57
10 0.9434 0.9171 0.0263 2.8% 0.0069 0.7% 68% False False 68
20 0.9434 0.9010 0.0424 4.5% 0.0059 0.6% 80% False False 65
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9733
2.618 0.9595
1.618 0.9510
1.000 0.9457
0.618 0.9425
HIGH 0.9372
0.618 0.9340
0.500 0.9330
0.382 0.9319
LOW 0.9287
0.618 0.9234
1.000 0.9202
1.618 0.9149
2.618 0.9064
4.250 0.8926
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 0.9343 0.9332
PP 0.9336 0.9315
S1 0.9330 0.9297

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

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