CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 0.9540 0.9456 -0.0084 -0.9% 0.9475
High 0.9540 0.9456 -0.0084 -0.9% 0.9556
Low 0.9311 0.9456 0.0145 1.6% 0.9311
Close 0.9407 0.9456 0.0049 0.5% 0.9407
Range 0.0229 0.0000 -0.0229 -100.0% 0.0245
ATR 0.0078 0.0076 -0.0002 -2.6% 0.0000
Volume 0 58 58 11
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9456 0.9456 0.9456
R3 0.9456 0.9456 0.9456
R2 0.9456 0.9456 0.9456
R1 0.9456 0.9456 0.9456 0.9456
PP 0.9456 0.9456 0.9456 0.9456
S1 0.9456 0.9456 0.9456 0.9456
S2 0.9456 0.9456 0.9456
S3 0.9456 0.9456 0.9456
S4 0.9456 0.9456 0.9456
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0160 1.0028 0.9542
R3 0.9915 0.9783 0.9474
R2 0.9670 0.9670 0.9452
R1 0.9538 0.9538 0.9429 0.9482
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9293 0.9293 0.9385 0.9237
S2 0.9180 0.9180 0.9362
S3 0.8935 0.9048 0.9340
S4 0.8690 0.8803 0.9272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9556 0.9311 0.0245 2.6% 0.0046 0.5% 59% False False 12
10 0.9556 0.9311 0.0245 2.6% 0.0029 0.3% 59% False False 8
20 0.9556 0.9255 0.0301 3.2% 0.0015 0.2% 67% False False 6
40 0.9710 0.9255 0.0455 4.8% 0.0014 0.2% 44% False False 7
60 0.9710 0.9100 0.0610 6.5% 0.0015 0.2% 58% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9456
2.618 0.9456
1.618 0.9456
1.000 0.9456
0.618 0.9456
HIGH 0.9456
0.618 0.9456
0.500 0.9456
0.382 0.9456
LOW 0.9456
0.618 0.9456
1.000 0.9456
1.618 0.9456
2.618 0.9456
4.250 0.9456
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 0.9456 0.9446
PP 0.9456 0.9436
S1 0.9456 0.9426

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

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