CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 0.9035 0.9225 0.0190 2.1% 0.8885
High 0.9180 0.9252 0.0072 0.8% 0.9180
Low 0.9035 0.9170 0.0135 1.5% 0.8860
Close 0.9154 0.9194 0.0040 0.4% 0.9154
Range 0.0145 0.0082 -0.0063 -43.4% 0.0320
ATR 0.0097 0.0097 0.0000 0.1% 0.0000
Volume 79 121 42 53.2% 517
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9451 0.9405 0.9239
R3 0.9369 0.9323 0.9217
R2 0.9287 0.9287 0.9209
R1 0.9241 0.9241 0.9202 0.9223
PP 0.9205 0.9205 0.9205 0.9197
S1 0.9159 0.9159 0.9186 0.9141
S2 0.9123 0.9123 0.9179
S3 0.9041 0.9077 0.9171
S4 0.8959 0.8995 0.9149
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.0025 0.9909 0.9330
R3 0.9705 0.9589 0.9242
R2 0.9385 0.9385 0.9213
R1 0.9269 0.9269 0.9183 0.9327
PP 0.9065 0.9065 0.9065 0.9094
S1 0.8949 0.8949 0.9125 0.9007
S2 0.8745 0.8745 0.9095
S3 0.8425 0.8629 0.9066
S4 0.8105 0.8309 0.8978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9252 0.8860 0.0392 4.3% 0.0089 1.0% 85% True False 127
10 0.9252 0.8456 0.0796 8.7% 0.0087 0.9% 93% True False 91
20 0.9252 0.8440 0.0812 8.8% 0.0078 0.9% 93% True False 74
40 0.9252 0.8025 0.1227 13.3% 0.0063 0.7% 95% True False 55
60 0.9252 0.7725 0.1527 16.6% 0.0058 0.6% 96% True False 48
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9467
1.618 0.9385
1.000 0.9334
0.618 0.9303
HIGH 0.9252
0.618 0.9221
0.500 0.9211
0.382 0.9201
LOW 0.9170
0.618 0.9119
1.000 0.9088
1.618 0.9037
2.618 0.8955
4.250 0.8822
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 0.9211 0.9159
PP 0.9205 0.9124
S1 0.9200 0.9090

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

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