CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 0.8588 0.8551 -0.0037 -0.4% 0.8475
High 0.8600 0.8710 0.0110 1.3% 0.8710
Low 0.8514 0.8534 0.0020 0.2% 0.8435
Close 0.8526 0.8694 0.0168 2.0% 0.8694
Range 0.0086 0.0176 0.0090 104.7% 0.0275
ATR 0.0093 0.0099 0.0007 7.0% 0.0000
Volume 182 303 121 66.5% 1,046
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9174 0.9110 0.8791
R3 0.8998 0.8934 0.8742
R2 0.8822 0.8822 0.8726
R1 0.8758 0.8758 0.8710 0.8790
PP 0.8646 0.8646 0.8646 0.8662
S1 0.8582 0.8582 0.8678 0.8614
S2 0.8470 0.8470 0.8662
S3 0.8294 0.8406 0.8646
S4 0.8118 0.8230 0.8597
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9438 0.9341 0.8845
R3 0.9163 0.9066 0.8770
R2 0.8888 0.8888 0.8744
R1 0.8791 0.8791 0.8719 0.8840
PP 0.8613 0.8613 0.8613 0.8637
S1 0.8516 0.8516 0.8669 0.8565
S2 0.8338 0.8338 0.8644
S3 0.8063 0.8241 0.8618
S4 0.7788 0.7966 0.8543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8710 0.8435 0.0275 3.2% 0.0107 1.2% 94% True False 209
10 0.8710 0.8175 0.0535 6.2% 0.0086 1.0% 97% True False 191
20 0.8710 0.8000 0.0710 8.2% 0.0091 1.0% 98% True False 167
40 0.8710 0.7870 0.0840 9.7% 0.0084 1.0% 98% True False 116
60 0.8710 0.7700 0.1010 11.6% 0.0071 0.8% 98% True False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.9458
2.618 0.9171
1.618 0.8995
1.000 0.8886
0.618 0.8819
HIGH 0.8710
0.618 0.8643
0.500 0.8622
0.382 0.8601
LOW 0.8534
0.618 0.8425
1.000 0.8358
1.618 0.8249
2.618 0.8073
4.250 0.7786
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 0.8670 0.8661
PP 0.8646 0.8628
S1 0.8622 0.8595

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

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