CME Canadian Dollar Future September 2009


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Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 0.9281 0.9242 -0.0039 -0.4% 0.9285
High 0.9300 0.9263 -0.0037 -0.4% 0.9408
Low 0.9203 0.9150 -0.0053 -0.6% 0.9203
Close 0.9236 0.9177 -0.0059 -0.6% 0.9236
Range 0.0097 0.0113 0.0016 16.5% 0.0205
ATR 0.0112 0.0112 0.0000 0.1% 0.0000
Volume 55,953 71,161 15,208 27.2% 318,366
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9536 0.9469 0.9239
R3 0.9423 0.9356 0.9208
R2 0.9310 0.9310 0.9198
R1 0.9243 0.9243 0.9187 0.9220
PP 0.9197 0.9197 0.9197 0.9185
S1 0.9130 0.9130 0.9167 0.9107
S2 0.9084 0.9084 0.9156
S3 0.8971 0.9017 0.9146
S4 0.8858 0.8904 0.9115
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9897 0.9772 0.9349
R3 0.9692 0.9567 0.9292
R2 0.9487 0.9487 0.9274
R1 0.9362 0.9362 0.9255 0.9322
PP 0.9282 0.9282 0.9282 0.9263
S1 0.9157 0.9157 0.9217 0.9117
S2 0.9077 0.9077 0.9198
S3 0.8872 0.8952 0.9180
S4 0.8667 0.8747 0.9123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9408 0.9150 0.0258 2.8% 0.0106 1.2% 10% False True 62,680
10 0.9408 0.9147 0.0261 2.8% 0.0109 1.2% 11% False False 63,738
20 0.9408 0.8672 0.0736 8.0% 0.0114 1.2% 69% False False 62,957
40 0.9408 0.8530 0.0878 9.6% 0.0109 1.2% 74% False False 60,127
60 0.9408 0.8475 0.0933 10.2% 0.0124 1.4% 75% False False 44,650
80 0.9408 0.8000 0.1408 15.3% 0.0117 1.3% 84% False False 33,534
100 0.9408 0.7900 0.1508 16.4% 0.0109 1.2% 85% False False 26,840
120 0.9408 0.7700 0.1708 18.6% 0.0100 1.1% 86% False False 22,378
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9743
2.618 0.9559
1.618 0.9446
1.000 0.9376
0.618 0.9333
HIGH 0.9263
0.618 0.9220
0.500 0.9207
0.382 0.9193
LOW 0.9150
0.618 0.9080
1.000 0.9037
1.618 0.8967
2.618 0.8854
4.250 0.8670
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 0.9207 0.9260
PP 0.9197 0.9232
S1 0.9187 0.9205

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

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