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

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