CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 0.8598 0.8620 0.0022 0.3% 0.8440
High 0.8602 0.8680 0.0078 0.9% 0.8680
Low 0.8524 0.8620 0.0096 1.1% 0.8440
Close 0.8534 0.8702 0.0168 2.0% 0.8702
Range 0.0078 0.0060 -0.0018 -23.1% 0.0240
ATR 0.0077 0.0082 0.0005 6.5% 0.0000
Volume 17 35 18 105.9% 316
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.8847 0.8835 0.8735
R3 0.8787 0.8775 0.8719
R2 0.8727 0.8727 0.8713
R1 0.8715 0.8715 0.8708 0.8721
PP 0.8667 0.8667 0.8667 0.8671
S1 0.8655 0.8655 0.8697 0.8661
S2 0.8607 0.8607 0.8691
S3 0.8547 0.8595 0.8686
S4 0.8487 0.8535 0.8669
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 0.9327 0.9255 0.8834
R3 0.9087 0.9015 0.8768
R2 0.8847 0.8847 0.8746
R1 0.8775 0.8775 0.8724 0.8811
PP 0.8607 0.8607 0.8607 0.8626
S1 0.8535 0.8535 0.8680 0.8571
S2 0.8367 0.8367 0.8658
S3 0.8127 0.8295 0.8636
S4 0.7887 0.8055 0.8570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8680 0.8440 0.0240 2.8% 0.0069 0.8% 109% True False 63
10 0.8680 0.8179 0.0501 5.8% 0.0053 0.6% 104% True False 45
20 0.8680 0.8025 0.0655 7.5% 0.0056 0.6% 103% True False 45
40 0.8680 0.7840 0.0840 9.7% 0.0049 0.6% 103% True False 39
Crabel Price Patterns
NR True
NR4 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8935
2.618 0.8837
1.618 0.8777
1.000 0.8740
0.618 0.8717
HIGH 0.8680
0.618 0.8657
0.500 0.8650
0.382 0.8643
LOW 0.8620
0.618 0.8583
1.000 0.8560
1.618 0.8523
2.618 0.8463
4.250 0.8365
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 0.8685 0.8664
PP 0.8667 0.8626
S1 0.8650 0.8588

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

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