CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	0.9072	0.9187	0.0115	1.3%	0.9285
High	0.9219	0.9266	0.0047	0.5%	0.9408
Low	0.9028	0.9165	0.0137	1.5%	0.9203
Close	0.9196	0.9179	-0.0017	-0.2%	0.9236
Range	0.0191	0.0101	-0.0090	-47.1%	0.0205
ATR	0.0120	0.0119	-0.0001	-1.1%	0.0000
Volume	75,481	75,641	160	0.2%	318,366

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9444	0.9235
R3	0.9405	0.9343	0.9207
R2	0.9304	0.9304	0.9198
R1	0.9242	0.9242	0.9188	0.9223
PP	0.9203	0.9203	0.9203	0.9194
S1	0.9141	0.9141	0.9170	0.9122
S2	0.9102	0.9102	0.9160
S3	0.9001	0.9040	0.9151
S4	0.8900	0.8939	0.9123

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	0.9300	0.9028	0.0272	3.0%	0.0131	1.4%	56%	False	False	66,235
10	0.9408	0.9028	0.0380	4.1%	0.0119	1.3%	40%	False	False	65,400
20	0.9408	0.8931	0.0477	5.2%	0.0115	1.2%	52%	False	False	63,100
40	0.9408	0.8530	0.0878	9.6%	0.0111	1.2%	74%	False	False	60,556
60	0.9408	0.8530	0.0878	9.6%	0.0125	1.4%	74%	False	False	48,029
80	0.9408	0.8094	0.1314	14.3%	0.0119	1.3%	83%	False	False	36,078
100	0.9408	0.7900	0.1508	16.4%	0.0111	1.2%	85%	False	False	28,879
120	0.9408	0.7700	0.1708	18.6%	0.0103	1.1%	87%	False	False	24,078

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.0024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9695
2.618	0.9530
1.618	0.9429
1.000	0.9367
0.618	0.9328
HIGH	0.9266
0.618	0.9227
0.500	0.9216
0.382	0.9204
LOW	0.9165
0.618	0.9103
1.000	0.9064
1.618	0.9002
2.618	0.8901
4.250	0.8736

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	0.9216	0.9168
PP	0.9203	0.9158
S1	0.9191	0.9147

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