CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 0.8661 0.8586 -0.0075 -0.9% 0.8440
High 0.8675 0.8614 -0.0061 -0.7% 0.8680
Low 0.8575 0.8512 -0.0063 -0.7% 0.8440
Close 0.8625 0.8531 -0.0094 -1.1% 0.8702
Range 0.0100 0.0102 0.0002 2.0% 0.0240
ATR 0.0084 0.0086 0.0002 2.4% 0.0000
Volume 35 157 122 348.6% 316
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 0.8858 0.8797 0.8587
R3 0.8756 0.8695 0.8559
R2 0.8654 0.8654 0.8550
R1 0.8593 0.8593 0.8540 0.8573
PP 0.8552 0.8552 0.8552 0.8542
S1 0.8491 0.8491 0.8522 0.8471
S2 0.8450 0.8450 0.8512
S3 0.8348 0.8389 0.8503
S4 0.8246 0.8287 0.8475
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9327 0.9255 0.8834
R3 0.9087 0.9015 0.8768
R2 0.8847 0.8847 0.8746
R1 0.8775 0.8775 0.8724 0.8811
PP 0.8607 0.8607 0.8607 0.8626
S1 0.8535 0.8535 0.8680 0.8571
S2 0.8367 0.8367 0.8658
S3 0.8127 0.8295 0.8636
S4 0.7887 0.8055 0.8570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8680 0.8512 0.0168 2.0% 0.0080 0.9% 11% False True 52
10 0.8680 0.8397 0.0283 3.3% 0.0069 0.8% 47% False False 57
20 0.8680 0.8025 0.0655 7.7% 0.0060 0.7% 77% False False 51
40 0.8680 0.7893 0.0787 9.2% 0.0052 0.6% 81% False False 38
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9048
2.618 0.8881
1.618 0.8779
1.000 0.8716
0.618 0.8677
HIGH 0.8614
0.618 0.8575
0.500 0.8563
0.382 0.8551
LOW 0.8512
0.618 0.8449
1.000 0.8410
1.618 0.8347
2.618 0.8245
4.250 0.8079
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 0.8563 0.8594
PP 0.8552 0.8573
S1 0.8542 0.8552

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

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