CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 0.8971 0.9038 0.0067 0.7% 0.8609
High 0.9076 0.9124 0.0048 0.5% 0.8999
Low 0.8964 0.8998 0.0034 0.4% 0.8570
Close 0.9035 0.9032 -0.0003 0.0% 0.8963
Range 0.0112 0.0126 0.0014 12.5% 0.0429
ATR 0.0115 0.0116 0.0001 0.7% 0.0000
Volume 50,841 54,046 3,205 6.3% 303,158
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 0.9429 0.9357 0.9101
R3 0.9303 0.9231 0.9067
R2 0.9177 0.9177 0.9055
R1 0.9105 0.9105 0.9044 0.9078
PP 0.9051 0.9051 0.9051 0.9038
S1 0.8979 0.8979 0.9020 0.8952
S2 0.8925 0.8925 0.9009
S3 0.8799 0.8853 0.8997
S4 0.8673 0.8727 0.8963
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0131 0.9976 0.9199
R3 0.9702 0.9547 0.9081
R2 0.9273 0.9273 0.9042
R1 0.9118 0.9118 0.9002 0.9196
PP 0.8844 0.8844 0.8844 0.8883
S1 0.8689 0.8689 0.8924 0.8767
S2 0.8415 0.8415 0.8884
S3 0.7986 0.8260 0.8845
S4 0.7557 0.7831 0.8727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9124 0.8814 0.0310 3.4% 0.0112 1.2% 70% True False 62,732
10 0.9124 0.8530 0.0594 6.6% 0.0110 1.2% 85% True False 56,819
20 0.9124 0.8530 0.0594 6.6% 0.0105 1.2% 85% True False 57,989
40 0.9275 0.8530 0.0745 8.2% 0.0128 1.4% 67% False False 44,588
60 0.9275 0.8175 0.1100 12.2% 0.0120 1.3% 78% False False 29,824
80 0.9275 0.7900 0.1375 15.2% 0.0111 1.2% 82% False False 22,398
100 0.9275 0.7700 0.1575 17.4% 0.0103 1.1% 85% False False 17,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9660
2.618 0.9454
1.618 0.9328
1.000 0.9250
0.618 0.9202
HIGH 0.9124
0.618 0.9076
0.500 0.9061
0.382 0.9046
LOW 0.8998
0.618 0.8920
1.000 0.8872
1.618 0.8794
2.618 0.8668
4.250 0.8463
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 0.9061 0.9031
PP 0.9051 0.9029
S1 0.9042 0.9028

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

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