CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 0.9460 0.9437 -0.0023 -0.2% 0.9400
High 0.9477 0.9437 -0.0040 -0.4% 0.9417
Low 0.9410 0.9437 0.0027 0.3% 0.9338
Close 0.9418 0.9469 0.0051 0.5% 0.9377
Range 0.0067 0.0000 -0.0067 -100.0% 0.0079
ATR 0.0068 0.0064 -0.0003 -5.1% 0.0000
Volume 2 7 5 250.0% 64
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9448 0.9458 0.9469
R3 0.9448 0.9458 0.9469
R2 0.9448 0.9448 0.9469
R1 0.9458 0.9458 0.9469 0.9453
PP 0.9448 0.9448 0.9448 0.9445
S1 0.9458 0.9458 0.9469 0.9453
S2 0.9448 0.9448 0.9469
S3 0.9448 0.9458 0.9469
S4 0.9448 0.9458 0.9469
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9614 0.9575 0.9420
R3 0.9535 0.9496 0.9399
R2 0.9456 0.9456 0.9391
R1 0.9417 0.9417 0.9384 0.9397
PP 0.9377 0.9377 0.9377 0.9368
S1 0.9338 0.9338 0.9370 0.9318
S2 0.9298 0.9298 0.9363
S3 0.9219 0.9259 0.9355
S4 0.9140 0.9180 0.9334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9477 0.9338 0.0139 1.5% 0.0016 0.2% 94% False False 10
10 0.9524 0.9338 0.0186 2.0% 0.0008 0.1% 70% False False 20
20 0.9576 0.9311 0.0265 2.8% 0.0023 0.2% 60% False False 22
40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 67% False False 13
60 0.9710 0.9220 0.0490 5.2% 0.0013 0.1% 51% False False 11
80 0.9710 0.9024 0.0686 7.2% 0.0014 0.1% 65% False False 14
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9437
2.618 0.9437
1.618 0.9437
1.000 0.9437
0.618 0.9437
HIGH 0.9437
0.618 0.9437
0.500 0.9437
0.382 0.9437
LOW 0.9437
0.618 0.9437
1.000 0.9437
1.618 0.9437
2.618 0.9437
4.250 0.9437
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 0.9458 0.9455
PP 0.9448 0.9440
S1 0.9437 0.9426

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

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