CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 0.8600 0.8665 0.0065 0.8% 0.8700
High 0.8685 0.8802 0.0117 1.3% 0.8715
Low 0.8592 0.8643 0.0051 0.6% 0.8480
Close 0.8680 0.8803 0.0123 1.4% 0.8485
Range 0.0093 0.0159 0.0066 71.0% 0.0235
ATR 0.0104 0.0108 0.0004 3.8% 0.0000
Volume 203 719 516 254.2% 846
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 0.9226 0.9174 0.8890
R3 0.9067 0.9015 0.8847
R2 0.8908 0.8908 0.8832
R1 0.8856 0.8856 0.8818 0.8882
PP 0.8749 0.8749 0.8749 0.8763
S1 0.8697 0.8697 0.8788 0.8723
S2 0.8590 0.8590 0.8774
S3 0.8431 0.8538 0.8759
S4 0.8272 0.8379 0.8716
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9265 0.9110 0.8614
R3 0.9030 0.8875 0.8550
R2 0.8795 0.8795 0.8528
R1 0.8640 0.8640 0.8507 0.8600
PP 0.8560 0.8560 0.8560 0.8540
S1 0.8405 0.8405 0.8463 0.8365
S2 0.8325 0.8325 0.8442
S3 0.8090 0.8170 0.8420
S4 0.7855 0.7935 0.8356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8802 0.8475 0.0327 3.7% 0.0113 1.3% 100% True False 345
10 0.8802 0.8475 0.0327 3.7% 0.0120 1.4% 100% True False 263
20 0.8802 0.8094 0.0708 8.0% 0.0100 1.1% 100% True False 224
40 0.8802 0.7900 0.0902 10.2% 0.0090 1.0% 100% True False 155
60 0.8802 0.7700 0.1102 12.5% 0.0081 0.9% 100% True False 127
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 0.0017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9218
1.618 0.9059
1.000 0.8961
0.618 0.8900
HIGH 0.8802
0.618 0.8741
0.500 0.8723
0.382 0.8704
LOW 0.8643
0.618 0.8545
1.000 0.8484
1.618 0.8386
2.618 0.8227
4.250 0.7967
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 0.8776 0.8748
PP 0.8749 0.8693
S1 0.8723 0.8639

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

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