CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 0.8031 0.8070 0.0039 0.5% 0.8060
High 0.8118 0.8141 0.0023 0.3% 0.8141
Low 0.8031 0.8070 0.0039 0.5% 0.7900
Close 0.8071 0.8146 0.0075 0.9% 0.8146
Range 0.0087 0.0071 -0.0016 -18.4% 0.0241
ATR 0.0097 0.0095 -0.0002 -1.9% 0.0000
Volume 48 136 88 183.3% 371
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8332 0.8310 0.8185
R3 0.8261 0.8239 0.8166
R2 0.8190 0.8190 0.8159
R1 0.8168 0.8168 0.8153 0.8179
PP 0.8119 0.8119 0.8119 0.8125
S1 0.8097 0.8097 0.8139 0.8108
S2 0.8048 0.8048 0.8133
S3 0.7977 0.8026 0.8126
S4 0.7906 0.7955 0.8107
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8785 0.8707 0.8279
R3 0.8544 0.8466 0.8212
R2 0.8303 0.8303 0.8190
R1 0.8225 0.8225 0.8168 0.8264
PP 0.8062 0.8062 0.8062 0.8082
S1 0.7984 0.7984 0.8124 0.8023
S2 0.7821 0.7821 0.8102
S3 0.7580 0.7743 0.8080
S4 0.7339 0.7502 0.8013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8141 0.7900 0.0241 3.0% 0.0082 1.0% 102% True False 74
10 0.8227 0.7900 0.0327 4.0% 0.0078 1.0% 75% False False 66
20 0.8227 0.7700 0.0527 6.5% 0.0078 1.0% 85% False False 67
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8443
2.618 0.8327
1.618 0.8256
1.000 0.8212
0.618 0.8185
HIGH 0.8141
0.618 0.8114
0.500 0.8106
0.382 0.8097
LOW 0.8070
0.618 0.8026
1.000 0.7999
1.618 0.7955
2.618 0.7884
4.250 0.7768
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 0.8133 0.8104
PP 0.8119 0.8062
S1 0.8106 0.8021

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

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