CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 0.9360 0.9206 -0.0154 -1.6% 0.9192
High 0.9360 0.9210 -0.0150 -1.6% 0.9391
Low 0.9330 0.9150 -0.0180 -1.9% 0.9192
Close 0.9347 0.9168 -0.0179 -1.9% 0.9345
Range 0.0030 0.0060 0.0030 100.0% 0.0199
ATR 0.0056 0.0066 0.0010 18.0% 0.0000
Volume 0 5 5 22
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9356 0.9322 0.9201
R3 0.9296 0.9262 0.9185
R2 0.9236 0.9236 0.9179
R1 0.9202 0.9202 0.9174 0.9189
PP 0.9176 0.9176 0.9176 0.9170
S1 0.9142 0.9142 0.9163 0.9129
S2 0.9116 0.9116 0.9157
S3 0.9056 0.9082 0.9152
S4 0.8996 0.9022 0.9135
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 0.9360 0.9150 0.0210 2.3% 0.0018 0.2% 9% False True 10
10 0.9391 0.9150 0.0241 2.6% 0.0016 0.2% 7% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9465
2.618 0.9367
1.618 0.9307
1.000 0.9270
0.618 0.9247
HIGH 0.9210
0.618 0.9187
0.500 0.9180
0.382 0.9173
LOW 0.9150
0.618 0.9113
1.000 0.9090
1.618 0.9053
2.618 0.8993
4.250 0.8895
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 0.9180 0.9255
PP 0.9176 0.9226
S1 0.9172 0.9197

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

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