CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 0.8770 0.8824 0.0054 0.6% 0.8475
High 0.8810 0.8945 0.0135 1.5% 0.8945
Low 0.8717 0.8814 0.0097 1.1% 0.8475
Close 0.8776 0.8913 0.0137 1.6% 0.8913
Range 0.0093 0.0131 0.0038 40.9% 0.0470
ATR 0.0107 0.0111 0.0004 4.2% 0.0000
Volume 400 763 363 90.8% 2,463
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 0.9284 0.9229 0.8985
R3 0.9153 0.9098 0.8949
R2 0.9022 0.9022 0.8937
R1 0.8967 0.8967 0.8925 0.8995
PP 0.8891 0.8891 0.8891 0.8904
S1 0.8836 0.8836 0.8901 0.8864
S2 0.8760 0.8760 0.8889
S3 0.8629 0.8705 0.8877
S4 0.8498 0.8574 0.8841
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.0188 1.0020 0.9172
R3 0.9718 0.9550 0.9042
R2 0.9248 0.9248 0.8999
R1 0.9080 0.9080 0.8956 0.9164
PP 0.8778 0.8778 0.8778 0.8820
S1 0.8610 0.8610 0.8870 0.8694
S2 0.8308 0.8308 0.8827
S3 0.7838 0.8140 0.8784
S4 0.7368 0.7670 0.8655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8945 0.8475 0.0470 5.3% 0.0125 1.4% 93% True False 492
10 0.8945 0.8475 0.0470 5.3% 0.0116 1.3% 93% True False 330
20 0.8945 0.8175 0.0770 8.6% 0.0101 1.1% 96% True False 261
40 0.8945 0.7900 0.1045 11.7% 0.0093 1.0% 97% True False 180
60 0.8945 0.7700 0.1245 14.0% 0.0084 0.9% 97% True False 146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9502
2.618 0.9288
1.618 0.9157
1.000 0.9076
0.618 0.9026
HIGH 0.8945
0.618 0.8895
0.500 0.8880
0.382 0.8864
LOW 0.8814
0.618 0.8733
1.000 0.8683
1.618 0.8602
2.618 0.8471
4.250 0.8257
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 0.8902 0.8873
PP 0.8891 0.8834
S1 0.8880 0.8794

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

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