CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 0.9232 0.9347 0.0115 1.2% 0.9100
High 0.9232 0.9347 0.0115 1.2% 0.9350
Low 0.9232 0.9347 0.0115 1.2% 0.9100
Close 0.9232 0.9347 0.0115 1.2% 0.9232
Range
ATR 0.0065 0.0069 0.0004 5.5% 0.0000
Volume 4 2 -2 -50.0% 39
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9347 0.9347 0.9347
R3 0.9347 0.9347 0.9347
R2 0.9347 0.9347 0.9347
R1 0.9347 0.9347 0.9347 0.9347
PP 0.9347 0.9347 0.9347 0.9347
S1 0.9347 0.9347 0.9347 0.9347
S2 0.9347 0.9347 0.9347
S3 0.9347 0.9347 0.9347
S4 0.9347 0.9347 0.9347
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9977 0.9855 0.9370
R3 0.9727 0.9605 0.9301
R2 0.9477 0.9477 0.9278
R1 0.9355 0.9355 0.9255 0.9416
PP 0.9227 0.9227 0.9227 0.9258
S1 0.9105 0.9105 0.9209 0.9166
S2 0.8977 0.8977 0.9186
S3 0.8727 0.8855 0.9163
S4 0.8477 0.8605 0.9095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9220 0.0130 1.4% 0.0000 0.0% 98% False False 5
10 0.9360 0.9100 0.0260 2.8% 0.0015 0.2% 95% False False 6
20 0.9391 0.9100 0.0291 3.1% 0.0015 0.2% 85% 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 0.9347
2.618 0.9347
1.618 0.9347
1.000 0.9347
0.618 0.9347
HIGH 0.9347
0.618 0.9347
0.500 0.9347
0.382 0.9347
LOW 0.9347
0.618 0.9347
1.000 0.9347
1.618 0.9347
2.618 0.9347
4.250 0.9347
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 0.9347 0.9326
PP 0.9347 0.9305
S1 0.9347 0.9284

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

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