CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 0.8534 0.8547 0.0013 0.2% 0.8661
High 0.8555 0.8559 0.0004 0.0% 0.8675
Low 0.8529 0.8493 -0.0036 -0.4% 0.8493
Close 0.8561 0.8492 -0.0069 -0.8% 0.8492
Range 0.0026 0.0066 0.0040 153.8% 0.0182
ATR 0.0082 0.0081 -0.0001 -1.2% 0.0000
Volume 38 16 -22 -57.9% 263
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.8713 0.8668 0.8528
R3 0.8647 0.8602 0.8510
R2 0.8581 0.8581 0.8504
R1 0.8536 0.8536 0.8498 0.8526
PP 0.8515 0.8515 0.8515 0.8509
S1 0.8470 0.8470 0.8486 0.8460
S2 0.8449 0.8449 0.8480
S3 0.8383 0.8404 0.8474
S4 0.8317 0.8338 0.8456
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9099 0.8978 0.8592
R3 0.8917 0.8796 0.8542
R2 0.8735 0.8735 0.8525
R1 0.8614 0.8614 0.8509 0.8584
PP 0.8553 0.8553 0.8553 0.8538
S1 0.8432 0.8432 0.8475 0.8402
S2 0.8371 0.8371 0.8459
S3 0.8189 0.8250 0.8442
S4 0.8007 0.8068 0.8392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8675 0.8493 0.0182 2.1% 0.0071 0.8% -1% False True 52
10 0.8680 0.8440 0.0240 2.8% 0.0070 0.8% 22% False False 57
20 0.8680 0.8025 0.0655 7.7% 0.0061 0.7% 71% False False 51
40 0.8680 0.7920 0.0760 8.9% 0.0050 0.6% 75% False 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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8840
2.618 0.8732
1.618 0.8666
1.000 0.8625
0.618 0.8600
HIGH 0.8559
0.618 0.8534
0.500 0.8526
0.382 0.8518
LOW 0.8493
0.618 0.8452
1.000 0.8427
1.618 0.8386
2.618 0.8320
4.250 0.8213
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 0.8526 0.8554
PP 0.8515 0.8533
S1 0.8503 0.8513

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

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