CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 0.9225 0.9248 0.0023 0.2% 0.8885
High 0.9252 0.9265 0.0013 0.1% 0.9180
Low 0.9170 0.9225 0.0055 0.6% 0.8860
Close 0.9194 0.9266 0.0072 0.8% 0.9154
Range 0.0082 0.0040 -0.0042 -51.2% 0.0320
ATR 0.0097 0.0095 -0.0002 -1.9% 0.0000
Volume 121 60 -61 -50.4% 517
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9372 0.9359 0.9288
R3 0.9332 0.9319 0.9277
R2 0.9292 0.9292 0.9273
R1 0.9279 0.9279 0.9270 0.9286
PP 0.9252 0.9252 0.9252 0.9255
S1 0.9239 0.9239 0.9262 0.9246
S2 0.9212 0.9212 0.9259
S3 0.9172 0.9199 0.9255
S4 0.9132 0.9159 0.9244
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 0.9265 0.8927 0.0338 3.6% 0.0080 0.9% 100% True False 101
10 0.9265 0.8618 0.0647 7.0% 0.0074 0.8% 100% True False 95
20 0.9265 0.8456 0.0809 8.7% 0.0075 0.8% 100% True False 72
40 0.9265 0.8025 0.1240 13.4% 0.0063 0.7% 100% True False 56
60 0.9265 0.7725 0.1540 16.6% 0.0058 0.6% 100% True False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9370
1.618 0.9330
1.000 0.9305
0.618 0.9290
HIGH 0.9265
0.618 0.9250
0.500 0.9245
0.382 0.9240
LOW 0.9225
0.618 0.9200
1.000 0.9185
1.618 0.9160
2.618 0.9120
4.250 0.9055
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 0.9259 0.9227
PP 0.9252 0.9189
S1 0.9245 0.9150

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

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