CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 0.8547 0.8472 -0.0075 -0.9% 0.8661
High 0.8559 0.8628 0.0069 0.8% 0.8675
Low 0.8493 0.8456 -0.0037 -0.4% 0.8493
Close 0.8492 0.8607 0.0115 1.4% 0.8492
Range 0.0066 0.0172 0.0106 160.6% 0.0182
ATR 0.0081 0.0087 0.0007 8.0% 0.0000
Volume 16 18 2 12.5% 263
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 0.9080 0.9015 0.8702
R3 0.8908 0.8843 0.8654
R2 0.8736 0.8736 0.8639
R1 0.8671 0.8671 0.8623 0.8704
PP 0.8564 0.8564 0.8564 0.8580
S1 0.8499 0.8499 0.8591 0.8532
S2 0.8392 0.8392 0.8575
S3 0.8220 0.8327 0.8560
S4 0.8048 0.8155 0.8512
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 0.9099 0.8978 0.8592
R3 0.8917 0.8796 0.8542
R2 0.8735 0.8735 0.8525
R1 0.8614 0.8614 0.8509 0.8584
PP 0.8553 0.8553 0.8553 0.8538
S1 0.8432 0.8432 0.8475 0.8402
S2 0.8371 0.8371 0.8459
S3 0.8189 0.8250 0.8442
S4 0.8007 0.8068 0.8392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8675 0.8456 0.0219 2.5% 0.0093 1.1% 69% False True 52
10 0.8680 0.8456 0.0224 2.6% 0.0077 0.9% 67% False True 48
20 0.8680 0.8025 0.0655 7.6% 0.0067 0.8% 89% False False 51
40 0.8680 0.7920 0.0760 8.8% 0.0054 0.6% 90% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 0.9359
2.618 0.9078
1.618 0.8906
1.000 0.8800
0.618 0.8734
HIGH 0.8628
0.618 0.8562
0.500 0.8542
0.382 0.8522
LOW 0.8456
0.618 0.8350
1.000 0.8284
1.618 0.8178
2.618 0.8006
4.250 0.7725
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 0.8585 0.8585
PP 0.8564 0.8564
S1 0.8542 0.8542

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

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