CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 0.9530 0.9490 -0.0040 -0.4% 0.9649
High 0.9530 0.9490 -0.0040 -0.4% 0.9708
Low 0.9515 0.9490 -0.0025 -0.3% 0.9624
Close 0.9511 0.9619 0.0108 1.1% 0.9620
Range 0.0015 0.0000 -0.0015 -100.0% 0.0084
ATR 0.0076 0.0072 -0.0004 -5.2% 0.0000
Volume 18 10 -8 -44.4% 37
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9533 0.9576 0.9619
R3 0.9533 0.9576 0.9619
R2 0.9533 0.9533 0.9619
R1 0.9576 0.9576 0.9619 0.9555
PP 0.9533 0.9533 0.9533 0.9522
S1 0.9576 0.9576 0.9619 0.9555
S2 0.9533 0.9533 0.9619
S3 0.9533 0.9576 0.9619
S4 0.9533 0.9576 0.9619
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9903 0.9845 0.9666
R3 0.9819 0.9761 0.9643
R2 0.9735 0.9735 0.9635
R1 0.9677 0.9677 0.9628 0.9664
PP 0.9651 0.9651 0.9651 0.9644
S1 0.9593 0.9593 0.9612 0.9580
S2 0.9567 0.9567 0.9605
S3 0.9483 0.9509 0.9597
S4 0.9399 0.9425 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9490 0.0220 2.3% 0.0008 0.1% 59% False True 8
10 0.9710 0.9480 0.0230 2.4% 0.0009 0.1% 60% False False 7
20 0.9710 0.9100 0.0610 6.3% 0.0012 0.1% 85% False False 7
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9490
2.618 0.9490
1.618 0.9490
1.000 0.9490
0.618 0.9490
HIGH 0.9490
0.618 0.9490
0.500 0.9490
0.382 0.9490
LOW 0.9490
0.618 0.9490
1.000 0.9490
1.618 0.9490
2.618 0.9490
4.250 0.9490
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 0.9576 0.9613
PP 0.9533 0.9606
S1 0.9490 0.9600

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

View Archives - Comment on this page... - Back to Index of Symbols