CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	0.9258	0.9168	-0.0090	-1.0%	0.8971
High	0.9264	0.9258	-0.0006	-0.1%	0.9268
Low	0.9147	0.9163	0.0016	0.2%	0.8964
Close	0.9162	0.9236	0.0074	0.8%	0.9229
Range	0.0117	0.0095	-0.0022	-18.8%	0.0304
ATR	0.0117	0.0115	-0.0001	-1.3%	0.0000
Volume	67,270	69,164	1,894	2.8%	301,517

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9504	0.9465	0.9288
R3	0.9409	0.9370	0.9262
R2	0.9314	0.9314	0.9253
R1	0.9275	0.9275	0.9245	0.9295
PP	0.9219	0.9219	0.9219	0.9229
S1	0.9180	0.9180	0.9227	0.9200
S2	0.9124	0.9124	0.9219
S3	0.9029	0.9085	0.9210
S4	0.8934	0.8990	0.9184

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0066	0.9951	0.9396
R3	0.9762	0.9647	0.9313
R2	0.9458	0.9458	0.9285
R1	0.9343	0.9343	0.9257	0.9401
PP	0.9154	0.9154	0.9154	0.9182
S1	0.9039	0.9039	0.9201	0.9097
S2	0.8850	0.8850	0.9173
S3	0.8546	0.8735	0.9145
S4	0.8242	0.8431	0.9062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9306	0.9147	0.0159	1.7%	0.0109	1.2%	56%	False	False	62,328
10	0.9306	0.8931	0.0375	4.1%	0.0110	1.2%	81%	False	False	60,800
20	0.9306	0.8530	0.0776	8.4%	0.0107	1.2%	91%	False	False	58,864
40	0.9306	0.8530	0.0776	8.4%	0.0119	1.3%	91%	False	False	55,144
60	0.9306	0.8475	0.0831	9.0%	0.0125	1.4%	92%	False	False	37,173
80	0.9306	0.8000	0.1306	14.1%	0.0115	1.2%	95%	False	False	27,916
100	0.9306	0.7762	0.1544	16.7%	0.0107	1.2%	95%	False	False	22,347
120	0.9306	0.7700	0.1606	17.4%	0.0097	1.0%	96%	False	False	18,631

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9662
2.618	0.9507
1.618	0.9412
1.000	0.9353
0.618	0.9317
HIGH	0.9258
0.618	0.9222
0.500	0.9211
0.382	0.9199
LOW	0.9163
0.618	0.9104
1.000	0.9068
1.618	0.9009
2.618	0.8914
4.250	0.8759

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	0.9228	0.9233
PP	0.9219	0.9230
S1	0.9211	0.9227

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