CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 0.9260 0.9350 0.0090 1.0% 0.9202
High 0.9260 0.9380 0.0120 1.3% 0.9339
Low 0.9260 0.9350 0.0090 1.0% 0.9202
Close 0.9314 0.9376 0.0062 0.7% 0.9281
Range 0.0000 0.0030 0.0030 0.0137
ATR 0.0000 0.0057 0.0057 0.0000
Volume 3 1 -2 -66.7% 358
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9459 0.9447 0.9393
R3 0.9429 0.9417 0.9384
R2 0.9399 0.9399 0.9382
R1 0.9387 0.9387 0.9379 0.9393
PP 0.9369 0.9369 0.9369 0.9372
S1 0.9357 0.9357 0.9373 0.9363
S2 0.9339 0.9339 0.9371
S3 0.9309 0.9327 0.9368
S4 0.9279 0.9297 0.9360
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9685 0.9620 0.9356
R3 0.9548 0.9483 0.9319
R2 0.9411 0.9411 0.9306
R1 0.9346 0.9346 0.9294 0.9379
PP 0.9274 0.9274 0.9274 0.9290
S1 0.9209 0.9209 0.9268 0.9242
S2 0.9137 0.9137 0.9256
S3 0.9000 0.9072 0.9243
S4 0.8863 0.8935 0.9206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9380 0.9192 0.0188 2.0% 0.0021 0.2% 98% True False 38
10 0.9380 0.9053 0.0327 3.5% 0.0015 0.2% 99% True False 37
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9508
2.618 0.9459
1.618 0.9429
1.000 0.9410
0.618 0.9399
HIGH 0.9380
0.618 0.9369
0.500 0.9365
0.382 0.9361
LOW 0.9350
0.618 0.9331
1.000 0.9320
1.618 0.9301
2.618 0.9271
4.250 0.9223
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 0.9372 0.9346
PP 0.9369 0.9316
S1 0.9365 0.9286

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

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