CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 0.9527 0.9583 0.0056 0.6% 0.9587
High 0.9636 0.9600 -0.0036 -0.4% 0.9798
Low 0.9447 0.9483 0.0036 0.4% 0.9567
Close 0.9626 0.9539 -0.0087 -0.9% 0.9635
Range 0.0189 0.0117 -0.0072 -38.1% 0.0231
ATR 0.0139 0.0140 0.0000 0.2% 0.0000
Volume 94,339 94,598 259 0.3% 315,368
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9892 0.9832 0.9603
R3 0.9775 0.9715 0.9571
R2 0.9658 0.9658 0.9560
R1 0.9598 0.9598 0.9550 0.9570
PP 0.9541 0.9541 0.9541 0.9526
S1 0.9481 0.9481 0.9528 0.9453
S2 0.9424 0.9424 0.9518
S3 0.9307 0.9364 0.9507
S4 0.9190 0.9247 0.9475
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0360 1.0228 0.9762
R3 1.0129 0.9997 0.9699
R2 0.9898 0.9898 0.9677
R1 0.9766 0.9766 0.9656 0.9832
PP 0.9667 0.9667 0.9667 0.9700
S1 0.9535 0.9535 0.9614 0.9601
S2 0.9436 0.9436 0.9593
S3 0.9205 0.9304 0.9571
S4 0.8974 0.9073 0.9508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9741 0.9447 0.0294 3.1% 0.0164 1.7% 31% False False 76,902
10 0.9798 0.9447 0.0351 3.7% 0.0142 1.5% 26% False False 69,446
20 0.9798 0.9094 0.0704 7.4% 0.0136 1.4% 63% False False 72,382
40 0.9798 0.9010 0.0788 8.3% 0.0128 1.3% 67% False False 53,564
60 0.9798 0.8991 0.0807 8.5% 0.0122 1.3% 68% False False 35,831
80 0.9798 0.8540 0.1258 13.2% 0.0111 1.2% 79% False False 26,902
100 0.9798 0.8540 0.1258 13.2% 0.0106 1.1% 79% False False 21,543
120 0.9798 0.8456 0.1342 14.1% 0.0103 1.1% 81% False False 17,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0097
2.618 0.9906
1.618 0.9789
1.000 0.9717
0.618 0.9672
HIGH 0.9600
0.618 0.9555
0.500 0.9542
0.382 0.9528
LOW 0.9483
0.618 0.9411
1.000 0.9366
1.618 0.9294
2.618 0.9177
4.250 0.8986
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 0.9542 0.9594
PP 0.9541 0.9576
S1 0.9540 0.9557

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

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