CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 0.9055 0.8927 -0.0128 -1.4% 0.9225
High 0.9126 0.8962 -0.0164 -1.8% 0.9265
Low 0.8929 0.8916 -0.0013 -0.1% 0.8929
Close 0.8958 0.8957 -0.0001 0.0% 0.8958
Range 0.0197 0.0046 -0.0151 -76.6% 0.0336
ATR 0.0118 0.0113 -0.0005 -4.4% 0.0000
Volume 162 254 92 56.8% 560
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9083 0.9066 0.8982
R3 0.9037 0.9020 0.8970
R2 0.8991 0.8991 0.8965
R1 0.8974 0.8974 0.8961 0.8983
PP 0.8945 0.8945 0.8945 0.8949
S1 0.8928 0.8928 0.8953 0.8937
S2 0.8899 0.8899 0.8949
S3 0.8853 0.8882 0.8944
S4 0.8807 0.8836 0.8932
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0059 0.9844 0.9143
R3 0.9723 0.9508 0.9050
R2 0.9387 0.9387 0.9020
R1 0.9172 0.9172 0.8989 0.9112
PP 0.9051 0.9051 0.9051 0.9020
S1 0.8836 0.8836 0.8927 0.8776
S2 0.8715 0.8715 0.8896
S3 0.8379 0.8500 0.8866
S4 0.8043 0.8164 0.8773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9265 0.8916 0.0349 3.9% 0.0142 1.6% 12% False True 138
10 0.9265 0.8860 0.0405 4.5% 0.0115 1.3% 24% False False 133
20 0.9265 0.8456 0.0809 9.0% 0.0097 1.1% 62% False False 93
40 0.9265 0.8025 0.1240 13.8% 0.0076 0.9% 75% False False 69
60 0.9265 0.7840 0.1425 15.9% 0.0065 0.7% 78% False False 57
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9158
2.618 0.9082
1.618 0.9036
1.000 0.9008
0.618 0.8990
HIGH 0.8962
0.618 0.8944
0.500 0.8939
0.382 0.8934
LOW 0.8916
0.618 0.8888
1.000 0.8870
1.618 0.8842
2.618 0.8796
4.250 0.8721
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 0.8951 0.9041
PP 0.8945 0.9013
S1 0.8939 0.8985

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

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