CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 0.8700 0.8595 -0.0105 -1.2% 0.8475
High 0.8715 0.8668 -0.0047 -0.5% 0.8710
Low 0.8577 0.8575 -0.0002 0.0% 0.8435
Close 0.8621 0.8617 -0.0004 0.0% 0.8694
Range 0.0138 0.0093 -0.0045 -32.6% 0.0275
ATR 0.0102 0.0101 -0.0001 -0.6% 0.0000
Volume 142 189 47 33.1% 1,046
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 0.8899 0.8851 0.8668
R3 0.8806 0.8758 0.8643
R2 0.8713 0.8713 0.8634
R1 0.8665 0.8665 0.8626 0.8689
PP 0.8620 0.8620 0.8620 0.8632
S1 0.8572 0.8572 0.8608 0.8596
S2 0.8527 0.8527 0.8600
S3 0.8434 0.8479 0.8591
S4 0.8341 0.8386 0.8566
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9438 0.9341 0.8845
R3 0.9163 0.9066 0.8770
R2 0.8888 0.8888 0.8744
R1 0.8791 0.8791 0.8719 0.8840
PP 0.8613 0.8613 0.8613 0.8637
S1 0.8516 0.8516 0.8669 0.8565
S2 0.8338 0.8338 0.8644
S3 0.8063 0.8241 0.8618
S4 0.7788 0.7966 0.8543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8715 0.8480 0.0235 2.7% 0.0120 1.4% 58% False False 194
10 0.8715 0.8296 0.0419 4.9% 0.0096 1.1% 77% False False 176
20 0.8715 0.8000 0.0715 8.3% 0.0097 1.1% 86% False False 180
40 0.8715 0.7870 0.0845 9.8% 0.0087 1.0% 88% False False 117
60 0.8715 0.7700 0.1015 11.8% 0.0075 0.9% 90% False False 99
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9063
2.618 0.8911
1.618 0.8818
1.000 0.8761
0.618 0.8725
HIGH 0.8668
0.618 0.8632
0.500 0.8622
0.382 0.8611
LOW 0.8575
0.618 0.8518
1.000 0.8482
1.618 0.8425
2.618 0.8332
4.250 0.8180
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 0.8622 0.8625
PP 0.8620 0.8622
S1 0.8619 0.8620

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

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