CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 0.8586 0.8534 -0.0052 -0.6% 0.8440
High 0.8614 0.8555 -0.0059 -0.7% 0.8680
Low 0.8512 0.8529 0.0017 0.2% 0.8440
Close 0.8531 0.8561 0.0030 0.4% 0.8702
Range 0.0102 0.0026 -0.0076 -74.5% 0.0240
ATR 0.0086 0.0082 -0.0004 -5.0% 0.0000
Volume 157 38 -119 -75.8% 316
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 0.8626 0.8620 0.8575
R3 0.8600 0.8594 0.8568
R2 0.8574 0.8574 0.8566
R1 0.8568 0.8568 0.8563 0.8571
PP 0.8548 0.8548 0.8548 0.8550
S1 0.8542 0.8542 0.8559 0.8545
S2 0.8522 0.8522 0.8556
S3 0.8496 0.8516 0.8554
S4 0.8470 0.8490 0.8547
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 0.8512 0.0168 2.0% 0.0070 0.8% 29% False False 56
10 0.8680 0.8420 0.0260 3.0% 0.0069 0.8% 54% False False 60
20 0.8680 0.8025 0.0655 7.7% 0.0059 0.7% 82% False False 52
40 0.8680 0.7920 0.0760 8.9% 0.0050 0.6% 84% False False 39
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8666
2.618 0.8623
1.618 0.8597
1.000 0.8581
0.618 0.8571
HIGH 0.8555
0.618 0.8545
0.500 0.8542
0.382 0.8539
LOW 0.8529
0.618 0.8513
1.000 0.8503
1.618 0.8487
2.618 0.8461
4.250 0.8419
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 0.8555 0.8594
PP 0.8548 0.8583
S1 0.8542 0.8572

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

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