CME Canadian Dollar Future September 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 0.9354 0.9360 0.0006 0.1% 0.9192
High 0.9354 0.9360 0.0006 0.1% 0.9391
Low 0.9354 0.9330 -0.0024 -0.3% 0.9192
Close 0.9354 0.9347 -0.0007 -0.1% 0.9345
Range 0.0000 0.0030 0.0030 0.0199
ATR 0.0058 0.0056 -0.0002 -3.5% 0.0000
Volume
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9436 0.9421 0.9364
R3 0.9406 0.9391 0.9355
R2 0.9376 0.9376 0.9353
R1 0.9361 0.9361 0.9350 0.9354
PP 0.9346 0.9346 0.9346 0.9342
S1 0.9331 0.9331 0.9344 0.9324
S2 0.9316 0.9316 0.9342
S3 0.9286 0.9301 0.9339
S4 0.9256 0.9271 0.9331
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9906 0.9825 0.9454
R3 0.9707 0.9626 0.9400
R2 0.9508 0.9508 0.9381
R1 0.9427 0.9427 0.9363 0.9468
PP 0.9309 0.9309 0.9309 0.9330
S1 0.9228 0.9228 0.9327 0.9269
S2 0.9110 0.9110 0.9309
S3 0.8911 0.9029 0.9290
S4 0.8712 0.8830 0.9236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9391 0.9273 0.0118 1.3% 0.0006 0.1% 63% False False 10
10 0.9391 0.9192 0.0199 2.1% 0.0013 0.1% 78% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9488
2.618 0.9439
1.618 0.9409
1.000 0.9390
0.618 0.9379
HIGH 0.9360
0.618 0.9349
0.500 0.9345
0.382 0.9341
LOW 0.9330
0.618 0.9311
1.000 0.9300
1.618 0.9281
2.618 0.9251
4.250 0.9203
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 0.9346 0.9337
PP 0.9346 0.9327
S1 0.9345 0.9317

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

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