CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 0.9225 0.9350 0.0125 1.4% 0.9273
High 0.9225 0.9350 0.0125 1.4% 0.9360
Low 0.9225 0.9350 0.0125 1.4% 0.9150
Close 0.9225 0.9362 0.0137 1.5% 0.9151
Range
ATR 0.0059 0.0064 0.0005 8.0% 0.0000
Volume 15 5 -10 -66.7% 61
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9354 0.9358 0.9362
R3 0.9354 0.9358 0.9362
R2 0.9354 0.9354 0.9362
R1 0.9358 0.9358 0.9362 0.9356
PP 0.9354 0.9354 0.9354 0.9353
S1 0.9358 0.9358 0.9362 0.9356
S2 0.9354 0.9354 0.9362
S3 0.9354 0.9358 0.9362
S4 0.9354 0.9358 0.9362
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9850 0.9711 0.9267
R3 0.9640 0.9501 0.9209
R2 0.9430 0.9430 0.9190
R1 0.9291 0.9291 0.9170 0.9256
PP 0.9220 0.9220 0.9220 0.9203
S1 0.9081 0.9081 0.9132 0.9046
S2 0.9010 0.9010 0.9113
S3 0.8800 0.8871 0.9093
S4 0.8590 0.8661 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9100 0.0250 2.7% 0.0024 0.3% 105% True False 11
10 0.9391 0.9100 0.0291 3.1% 0.0015 0.2% 90% False False 11
20 0.9391 0.9053 0.0338 3.6% 0.0015 0.2% 91% False False 24
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9350
2.618 0.9350
1.618 0.9350
1.000 0.9350
0.618 0.9350
HIGH 0.9350
0.618 0.9350
0.500 0.9350
0.382 0.9350
LOW 0.9350
0.618 0.9350
1.000 0.9350
1.618 0.9350
2.618 0.9350
4.250 0.9350
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 0.9358 0.9316
PP 0.9354 0.9271
S1 0.9350 0.9225

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

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