CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 0.9350 0.9391 0.0041 0.4% 0.9202
High 0.9380 0.9391 0.0011 0.1% 0.9339
Low 0.9350 0.9391 0.0041 0.4% 0.9202
Close 0.9376 0.9391 0.0015 0.2% 0.9281
Range 0.0030 0.0000 -0.0030 -100.0% 0.0137
ATR 0.0057 0.0054 -0.0003 -5.3% 0.0000
Volume 1 5 4 400.0% 358
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9391 0.9391 0.9391
R3 0.9391 0.9391 0.9391
R2 0.9391 0.9391 0.9391
R1 0.9391 0.9391 0.9391 0.9391
PP 0.9391 0.9391 0.9391 0.9391
S1 0.9391 0.9391 0.9391 0.9391
S2 0.9391 0.9391 0.9391
S3 0.9391 0.9391 0.9391
S4 0.9391 0.9391 0.9391
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9685 0.9620 0.9356
R3 0.9548 0.9483 0.9319
R2 0.9411 0.9411 0.9306
R1 0.9346 0.9346 0.9294 0.9379
PP 0.9274 0.9274 0.9274 0.9290
S1 0.9209 0.9209 0.9268 0.9242
S2 0.9137 0.9137 0.9256
S3 0.9000 0.9072 0.9243
S4 0.8863 0.8935 0.9206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9391 0.9192 0.0199 2.1% 0.0014 0.2% 100% True False 14
10 0.9391 0.9192 0.0199 2.1% 0.0015 0.2% 100% True False 37
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9391
2.618 0.9391
1.618 0.9391
1.000 0.9391
0.618 0.9391
HIGH 0.9391
0.618 0.9391
0.500 0.9391
0.382 0.9391
LOW 0.9391
0.618 0.9391
1.000 0.9391
1.618 0.9391
2.618 0.9391
4.250 0.9391
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 0.9391 0.9369
PP 0.9391 0.9347
S1 0.9391 0.9326

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

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