CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	0.8825	0.8984	0.0159	1.8%	0.8611
High	0.8999	0.8992	-0.0007	-0.1%	0.8668
Low	0.8814	0.8911	0.0097	1.1%	0.8530
Close	0.8994	0.8949	-0.0045	-0.5%	0.8602
Range	0.0185	0.0081	-0.0104	-56.2%	0.0138
ATR	0.0123	0.0120	-0.0003	-2.3%	0.0000
Volume	73,002	74,602	1,600	2.2%	272,472

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9194	0.9152	0.8994
R3	0.9113	0.9071	0.8971
R2	0.9032	0.9032	0.8964
R1	0.8990	0.8990	0.8956	0.8971
PP	0.8951	0.8951	0.8951	0.8941
S1	0.8909	0.8909	0.8942	0.8890
S2	0.8870	0.8870	0.8934
S3	0.8789	0.8828	0.8927
S4	0.8708	0.8747	0.8904

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9014	0.8946	0.8678
R3	0.8876	0.8808	0.8640
R2	0.8738	0.8738	0.8627
R1	0.8670	0.8670	0.8615	0.8635
PP	0.8600	0.8600	0.8600	0.8583
S1	0.8532	0.8532	0.8589	0.8497
S2	0.8462	0.8462	0.8577
S3	0.8324	0.8394	0.8564
S4	0.8186	0.8256	0.8526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8999	0.8566	0.0433	4.8%	0.0122	1.4%	88%	False	False	58,542
10	0.8999	0.8530	0.0469	5.2%	0.0104	1.2%	89%	False	False	56,927
20	0.8999	0.8530	0.0469	5.2%	0.0108	1.2%	89%	False	False	58,012
40	0.9275	0.8530	0.0745	8.3%	0.0130	1.4%	56%	False	False	40,494
60	0.9275	0.8094	0.1181	13.2%	0.0120	1.3%	72%	False	False	27,070
80	0.9275	0.7900	0.1375	15.4%	0.0110	1.2%	76%	False	False	20,324
100	0.9275	0.7700	0.1575	17.6%	0.0100	1.1%	79%	False	False	16,274

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9336
2.618	0.9204
1.618	0.9123
1.000	0.9073
0.618	0.9042
HIGH	0.8992
0.618	0.8961
0.500	0.8952
0.382	0.8942
LOW	0.8911
0.618	0.8861
1.000	0.8830
1.618	0.8780
2.618	0.8699
4.250	0.8567

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	0.8952	0.8911
PP	0.8951	0.8873
S1	0.8950	0.8836

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols