CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 0.9062 0.9025 -0.0037 -0.4% 0.9178
High 0.9143 0.9140 -0.0003 0.0% 0.9275
Low 0.8961 0.9021 0.0060 0.7% 0.8933
Close 0.9018 0.9116 0.0098 1.1% 0.8948
Range 0.0182 0.0119 -0.0063 -34.6% 0.0342
ATR 0.0145 0.0143 -0.0002 -1.1% 0.0000
Volume 21,838 57,706 35,868 164.2% 22,231
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 0.9449 0.9402 0.9181
R3 0.9330 0.9283 0.9149
R2 0.9211 0.9211 0.9138
R1 0.9164 0.9164 0.9127 0.9188
PP 0.9092 0.9092 0.9092 0.9104
S1 0.9045 0.9045 0.9105 0.9069
S2 0.8973 0.8973 0.9094
S3 0.8854 0.8926 0.9083
S4 0.8735 0.8807 0.9051
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0078 0.9855 0.9136
R3 0.9736 0.9513 0.9042
R2 0.9394 0.9394 0.9011
R1 0.9171 0.9171 0.8979 0.9112
PP 0.9052 0.9052 0.9052 0.9022
S1 0.8829 0.8829 0.8917 0.8770
S2 0.8710 0.8710 0.8885
S3 0.8368 0.8487 0.8854
S4 0.8026 0.8145 0.8760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9143 0.8861 0.0282 3.1% 0.0158 1.7% 90% False False 21,835
10 0.9275 0.8861 0.0414 4.5% 0.0174 1.9% 62% False False 12,714
20 0.9275 0.8475 0.0800 8.8% 0.0144 1.6% 80% False False 6,645
40 0.9275 0.8000 0.1275 14.0% 0.0122 1.3% 88% False False 3,410
60 0.9275 0.7875 0.1400 15.4% 0.0108 1.2% 89% False False 2,294
80 0.9275 0.7700 0.1575 17.3% 0.0093 1.0% 90% False False 1,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9646
2.618 0.9452
1.618 0.9333
1.000 0.9259
0.618 0.9214
HIGH 0.9140
0.618 0.9095
0.500 0.9081
0.382 0.9066
LOW 0.9021
0.618 0.8947
1.000 0.8902
1.618 0.8828
2.618 0.8709
4.250 0.8515
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 0.9104 0.9091
PP 0.9092 0.9065
S1 0.9081 0.9040

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

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