CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 0.9400 0.9345 -0.0055 -0.6% 0.9552
High 0.9400 0.9345 -0.0055 -0.6% 0.9552
Low 0.9377 0.9345 -0.0032 -0.3% 0.9345
Close 0.9404 0.9327 -0.0077 -0.8% 0.9327
Range 0.0023 0.0000 -0.0023 -100.0% 0.0207
ATR 0.0064 0.0063 0.0000 -0.5% 0.0000
Volume 8 5 -3 -37.5% 37
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9339 0.9333 0.9327
R3 0.9339 0.9333 0.9327
R2 0.9339 0.9339 0.9327
R1 0.9333 0.9333 0.9327 0.9336
PP 0.9339 0.9339 0.9339 0.9341
S1 0.9333 0.9333 0.9327 0.9336
S2 0.9339 0.9339 0.9327
S3 0.9339 0.9333 0.9327
S4 0.9339 0.9333 0.9327
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0029 0.9885 0.9441
R3 0.9822 0.9678 0.9384
R2 0.9615 0.9615 0.9365
R1 0.9471 0.9471 0.9346 0.9440
PP 0.9408 0.9408 0.9408 0.9392
S1 0.9264 0.9264 0.9308 0.9233
S2 0.9201 0.9201 0.9289
S3 0.8994 0.9057 0.9270
S4 0.8787 0.8850 0.9213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9552 0.9345 0.0207 2.2% 0.0013 0.1% -9% False True 7
10 0.9552 0.9345 0.0207 2.2% 0.0007 0.1% -9% False True 5
20 0.9552 0.9255 0.0297 3.2% 0.0011 0.1% 24% False False 6
40 0.9710 0.9100 0.0610 6.5% 0.0010 0.1% 37% False False 6
60 0.9710 0.9024 0.0686 7.4% 0.0011 0.1% 44% False False 12
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9345
2.618 0.9345
1.618 0.9345
1.000 0.9345
0.618 0.9345
HIGH 0.9345
0.618 0.9345
0.500 0.9345
0.382 0.9345
LOW 0.9345
0.618 0.9345
1.000 0.9345
1.618 0.9345
2.618 0.9345
4.250 0.9345
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 0.9345 0.9442
PP 0.9339 0.9403
S1 0.9333 0.9365

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

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