CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 0.8475 0.8600 0.0125 1.5% 0.8700
High 0.8622 0.8685 0.0063 0.7% 0.8715
Low 0.8475 0.8592 0.0117 1.4% 0.8480
Close 0.8601 0.8680 0.0079 0.9% 0.8485
Range 0.0147 0.0093 -0.0054 -36.7% 0.0235
ATR 0.0105 0.0104 -0.0001 -0.8% 0.0000
Volume 378 203 -175 -46.3% 846
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 0.8931 0.8899 0.8731
R3 0.8838 0.8806 0.8706
R2 0.8745 0.8745 0.8697
R1 0.8713 0.8713 0.8689 0.8729
PP 0.8652 0.8652 0.8652 0.8661
S1 0.8620 0.8620 0.8671 0.8636
S2 0.8559 0.8559 0.8663
S3 0.8466 0.8527 0.8654
S4 0.8373 0.8434 0.8629
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9265 0.9110 0.8614
R3 0.9030 0.8875 0.8550
R2 0.8795 0.8795 0.8528
R1 0.8640 0.8640 0.8507 0.8600
PP 0.8560 0.8560 0.8560 0.8540
S1 0.8405 0.8405 0.8463 0.8365
S2 0.8325 0.8325 0.8442
S3 0.8090 0.8170 0.8420
S4 0.7855 0.7935 0.8356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8685 0.8475 0.0210 2.4% 0.0109 1.3% 98% True False 219
10 0.8715 0.8475 0.0240 2.8% 0.0115 1.3% 85% False False 206
20 0.8715 0.8035 0.0680 7.8% 0.0097 1.1% 95% False False 202
40 0.8715 0.7900 0.0815 9.4% 0.0089 1.0% 96% False False 138
60 0.8715 0.7700 0.1015 11.7% 0.0079 0.9% 97% False False 115
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9080
2.618 0.8928
1.618 0.8835
1.000 0.8778
0.618 0.8742
HIGH 0.8685
0.618 0.8649
0.500 0.8639
0.382 0.8628
LOW 0.8592
0.618 0.8535
1.000 0.8499
1.618 0.8442
2.618 0.8349
4.250 0.8197
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 0.8666 0.8647
PP 0.8652 0.8613
S1 0.8639 0.8580

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

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