CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 0.8885 0.8990 0.0105 1.2% 0.8472
High 0.8946 0.9021 0.0075 0.8% 0.8938
Low 0.8860 0.8979 0.0119 1.3% 0.8456
Close 0.8960 0.8986 0.0026 0.3% 0.8920
Range 0.0086 0.0042 -0.0044 -51.2% 0.0482
ATR 0.0092 0.0090 -0.0002 -2.4% 0.0000
Volume 190 217 27 14.2% 276
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 0.9121 0.9096 0.9009
R3 0.9079 0.9054 0.8998
R2 0.9037 0.9037 0.8994
R1 0.9012 0.9012 0.8990 0.9004
PP 0.8995 0.8995 0.8995 0.8991
S1 0.8970 0.8970 0.8982 0.8962
S2 0.8953 0.8953 0.8978
S3 0.8911 0.8928 0.8974
S4 0.8869 0.8886 0.8963
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.0217 1.0051 0.9185
R3 0.9735 0.9569 0.9053
R2 0.9253 0.9253 0.9008
R1 0.9087 0.9087 0.8964 0.9170
PP 0.8771 0.8771 0.8771 0.8813
S1 0.8605 0.8605 0.8876 0.8688
S2 0.8289 0.8289 0.8832
S3 0.7807 0.8123 0.8787
S4 0.7325 0.7641 0.8655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9021 0.8717 0.0304 3.4% 0.0064 0.7% 88% True False 130
10 0.9021 0.8456 0.0565 6.3% 0.0075 0.8% 94% True False 89
20 0.9021 0.8305 0.0716 8.0% 0.0069 0.8% 95% True False 67
40 0.9021 0.7920 0.1101 12.3% 0.0058 0.6% 97% True False 53
60 0.9021 0.7725 0.1296 14.4% 0.0055 0.6% 97% True False 49
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9200
2.618 0.9131
1.618 0.9089
1.000 0.9063
0.618 0.9047
HIGH 0.9021
0.618 0.9005
0.500 0.9000
0.382 0.8995
LOW 0.8979
0.618 0.8953
1.000 0.8937
1.618 0.8911
2.618 0.8869
4.250 0.8801
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 0.9000 0.8971
PP 0.8995 0.8956
S1 0.8991 0.8941

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

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