CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 0.9095 0.9032 -0.0063 -0.7% 0.9242
High 0.9100 0.9090 -0.0010 -0.1% 0.9266
Low 0.8987 0.9003 0.0016 0.2% 0.9028
Close 0.9047 0.9077 0.0030 0.3% 0.9078
Range 0.0113 0.0087 -0.0026 -23.0% 0.0238
ATR 0.0122 0.0120 -0.0003 -2.1% 0.0000
Volume 64,088 61,117 -2,971 -4.6% 341,157
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9318 0.9284 0.9125
R3 0.9231 0.9197 0.9101
R2 0.9144 0.9144 0.9093
R1 0.9110 0.9110 0.9085 0.9127
PP 0.9057 0.9057 0.9057 0.9065
S1 0.9023 0.9023 0.9069 0.9040
S2 0.8970 0.8970 0.9061
S3 0.8883 0.8936 0.9053
S4 0.8796 0.8849 0.9029
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 0.9838 0.9696 0.9209
R3 0.9600 0.9458 0.9143
R2 0.9362 0.9362 0.9122
R1 0.9220 0.9220 0.9100 0.9172
PP 0.9124 0.9124 0.9124 0.9100
S1 0.8982 0.8982 0.9056 0.8934
S2 0.8886 0.8886 0.9034
S3 0.8648 0.8744 0.9013
S4 0.8410 0.8506 0.8947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9266 0.8987 0.0279 3.1% 0.0134 1.5% 32% False False 68,452
10 0.9369 0.8987 0.0382 4.2% 0.0123 1.4% 24% False False 64,793
20 0.9408 0.8987 0.0421 4.6% 0.0119 1.3% 21% False False 64,354
40 0.9408 0.8530 0.0878 9.7% 0.0112 1.2% 62% False False 61,172
60 0.9408 0.8530 0.0878 9.7% 0.0125 1.4% 62% False False 51,177
80 0.9408 0.8175 0.1233 13.6% 0.0120 1.3% 73% False False 38,456
100 0.9408 0.7900 0.1508 16.6% 0.0113 1.2% 78% False False 30,789
120 0.9408 0.7700 0.1708 18.8% 0.0105 1.2% 81% False False 25,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9460
2.618 0.9318
1.618 0.9231
1.000 0.9177
0.618 0.9144
HIGH 0.9090
0.618 0.9057
0.500 0.9047
0.382 0.9036
LOW 0.9003
0.618 0.8949
1.000 0.8916
1.618 0.8862
2.618 0.8775
4.250 0.8633
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 0.9067 0.9118
PP 0.9057 0.9104
S1 0.9047 0.9091

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

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