CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 0.8555 0.8531 -0.0024 -0.3% 0.8252
High 0.8555 0.8556 0.0001 0.0% 0.8470
Low 0.8509 0.8496 -0.0013 -0.2% 0.8179
Close 0.8522 0.8589 0.0067 0.8% 0.8468
Range 0.0046 0.0060 0.0014 30.4% 0.0291
ATR 0.0078 0.0077 -0.0001 -1.6% 0.0000
Volume 70 84 14 20.0% 134
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 0.8727 0.8718 0.8622
R3 0.8667 0.8658 0.8606
R2 0.8607 0.8607 0.8600
R1 0.8598 0.8598 0.8595 0.8603
PP 0.8547 0.8547 0.8547 0.8549
S1 0.8538 0.8538 0.8584 0.8543
S2 0.8487 0.8487 0.8578
S3 0.8427 0.8478 0.8573
S4 0.8367 0.8418 0.8556
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.9245 0.9148 0.8628
R3 0.8954 0.8857 0.8548
R2 0.8663 0.8663 0.8521
R1 0.8566 0.8566 0.8495 0.8615
PP 0.8372 0.8372 0.8372 0.8397
S1 0.8275 0.8275 0.8441 0.8324
S2 0.8081 0.8081 0.8415
S3 0.7790 0.7984 0.8388
S4 0.7499 0.7693 0.8308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8556 0.8397 0.0159 1.9% 0.0058 0.7% 121% True False 63
10 0.8556 0.8134 0.0422 4.9% 0.0051 0.6% 108% True False 52
20 0.8556 0.8025 0.0531 6.2% 0.0051 0.6% 106% True False 43
40 0.8556 0.7786 0.0770 9.0% 0.0049 0.6% 104% True False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8811
2.618 0.8713
1.618 0.8653
1.000 0.8616
0.618 0.8593
HIGH 0.8556
0.618 0.8533
0.500 0.8526
0.382 0.8519
LOW 0.8496
0.618 0.8459
1.000 0.8436
1.618 0.8399
2.618 0.8339
4.250 0.8241
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 0.8568 0.8559
PP 0.8547 0.8528
S1 0.8526 0.8498

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

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