CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 0.8780 0.8760 -0.0020 -0.2% 0.8661
High 0.8790 0.8811 0.0021 0.2% 0.8675
Low 0.8758 0.8717 -0.0041 -0.5% 0.8493
Close 0.8807 0.8782 -0.0025 -0.3% 0.8492
Range 0.0032 0.0094 0.0062 193.8% 0.0182
ATR 0.0087 0.0088 0.0000 0.5% 0.0000
Volume 21 86 65 309.5% 263
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 0.9052 0.9011 0.8834
R3 0.8958 0.8917 0.8808
R2 0.8864 0.8864 0.8799
R1 0.8823 0.8823 0.8791 0.8844
PP 0.8770 0.8770 0.8770 0.8780
S1 0.8729 0.8729 0.8773 0.8750
S2 0.8676 0.8676 0.8765
S3 0.8582 0.8635 0.8756
S4 0.8488 0.8541 0.8730
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 0.8811 0.8456 0.0355 4.0% 0.0084 1.0% 92% True False 31
10 0.8811 0.8456 0.0355 4.0% 0.0077 0.9% 92% True False 43
20 0.8811 0.8179 0.0632 7.2% 0.0065 0.7% 95% True False 46
40 0.8811 0.7920 0.0891 10.1% 0.0056 0.6% 97% True False 40
60 0.8811 0.7725 0.1086 12.4% 0.0055 0.6% 97% True False 40
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9211
2.618 0.9057
1.618 0.8963
1.000 0.8905
0.618 0.8869
HIGH 0.8811
0.618 0.8775
0.500 0.8764
0.382 0.8753
LOW 0.8717
0.618 0.8659
1.000 0.8623
1.618 0.8565
2.618 0.8471
4.250 0.8318
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 0.8776 0.8760
PP 0.8770 0.8737
S1 0.8764 0.8715

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

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