CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 0.9267 0.9284 0.0017 0.2% 0.9060
High 0.9320 0.9330 0.0010 0.1% 0.9293
Low 0.9241 0.9201 -0.0040 -0.4% 0.8991
Close 0.9284 0.9218 -0.0066 -0.7% 0.9240
Range 0.0079 0.0129 0.0050 63.3% 0.0302
ATR 0.0104 0.0106 0.0002 1.7% 0.0000
Volume 365 326 -39 -10.7% 1,478
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9637 0.9556 0.9289
R3 0.9508 0.9427 0.9253
R2 0.9379 0.9379 0.9242
R1 0.9298 0.9298 0.9230 0.9274
PP 0.9250 0.9250 0.9250 0.9238
S1 0.9169 0.9169 0.9206 0.9145
S2 0.9121 0.9121 0.9194
S3 0.8992 0.9040 0.9183
S4 0.8863 0.8911 0.9147
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0081 0.9962 0.9406
R3 0.9779 0.9660 0.9323
R2 0.9477 0.9477 0.9295
R1 0.9358 0.9358 0.9268 0.9418
PP 0.9175 0.9175 0.9175 0.9204
S1 0.9056 0.9056 0.9212 0.9116
S2 0.8873 0.8873 0.9185
S3 0.8571 0.8754 0.9157
S4 0.8269 0.8452 0.9074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9330 0.9001 0.0329 3.6% 0.0116 1.3% 66% True False 317
10 0.9330 0.8991 0.0339 3.7% 0.0115 1.2% 67% True False 336
20 0.9405 0.8991 0.0414 4.5% 0.0104 1.1% 55% False False 292
40 0.9405 0.8540 0.0865 9.4% 0.0093 1.0% 78% False False 196
60 0.9405 0.8540 0.0865 9.4% 0.0093 1.0% 78% False False 168
80 0.9405 0.8456 0.0949 10.3% 0.0089 1.0% 80% False False 144
100 0.9405 0.8025 0.1380 15.0% 0.0081 0.9% 86% False False 123
120 0.9405 0.7725 0.1680 18.2% 0.0076 0.8% 89% False False 109
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9878
2.618 0.9668
1.618 0.9539
1.000 0.9459
0.618 0.9410
HIGH 0.9330
0.618 0.9281
0.500 0.9266
0.382 0.9250
LOW 0.9201
0.618 0.9121
1.000 0.9072
1.618 0.8992
2.618 0.8863
4.250 0.8653
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 0.9266 0.9243
PP 0.9250 0.9234
S1 0.9234 0.9226

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

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