CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 0.9493 0.9458 -0.0035 -0.4% 0.9710
High 0.9493 0.9458 -0.0035 -0.4% 0.9710
Low 0.9493 0.9371 -0.0122 -1.3% 0.9490
Close 0.9493 0.9360 -0.0133 -1.4% 0.9493
Range 0.0000 0.0087 0.0087 0.0220
ATR 0.0071 0.0074 0.0004 5.2% 0.0000
Volume 1 0 -1 -100.0% 44
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9657 0.9596 0.9408
R3 0.9570 0.9509 0.9384
R2 0.9483 0.9483 0.9376
R1 0.9422 0.9422 0.9368 0.9409
PP 0.9396 0.9396 0.9396 0.9390
S1 0.9335 0.9335 0.9352 0.9322
S2 0.9309 0.9309 0.9344
S3 0.9222 0.9248 0.9336
S4 0.9135 0.9161 0.9312
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0224 1.0079 0.9614
R3 1.0004 0.9859 0.9554
R2 0.9784 0.9784 0.9533
R1 0.9639 0.9639 0.9513 0.9602
PP 0.9564 0.9564 0.9564 0.9546
S1 0.9419 0.9419 0.9473 0.9382
S2 0.9344 0.9344 0.9453
S3 0.9124 0.9199 0.9433
S4 0.8904 0.8979 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9532 0.9371 0.0161 1.7% 0.0020 0.2% -7% False True 8
10 0.9710 0.9371 0.0339 3.6% 0.0013 0.1% -3% False True 7
20 0.9710 0.9220 0.0490 5.2% 0.0011 0.1% 29% False False 5
40 0.9710 0.9024 0.0686 7.3% 0.0013 0.1% 49% False False 14
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 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9828
2.618 0.9686
1.618 0.9599
1.000 0.9545
0.618 0.9512
HIGH 0.9458
0.618 0.9425
0.500 0.9415
0.382 0.9404
LOW 0.9371
0.618 0.9317
1.000 0.9284
1.618 0.9230
2.618 0.9143
4.250 0.9001
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 0.9415 0.9452
PP 0.9396 0.9421
S1 0.9378 0.9391

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

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