CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	0.9040	0.9047	0.0007	0.1%	0.8615
High	0.9122	0.9125	0.0003	0.0%	0.9000
Low	0.9009	0.9047	0.0038	0.4%	0.8591
Close	0.9034	0.9107	0.0073	0.8%	0.8966
Range	0.0113	0.0078	-0.0035	-31.0%	0.0409
ATR	0.0094	0.0094	0.0000	-0.3%	0.0000
Volume	186	363	177	95.2%	348

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9327	0.9295	0.9150
R3	0.9249	0.9217	0.9128
R2	0.9171	0.9171	0.9121
R1	0.9139	0.9139	0.9114	0.9155
PP	0.9093	0.9093	0.9093	0.9101
S1	0.9061	0.9061	0.9100	0.9077
S2	0.9015	0.9015	0.9093
S3	0.8937	0.8983	0.9086
S4	0.8859	0.8905	0.9064

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	0.9932	0.9191
R3	0.9670	0.9523	0.9078
R2	0.9261	0.9261	0.9041
R1	0.9114	0.9114	0.9003	0.9188
PP	0.8852	0.8852	0.8852	0.8889
S1	0.8705	0.8705	0.8929	0.8779
S2	0.8443	0.8443	0.8891
S3	0.8034	0.8296	0.8854
S4	0.7625	0.7887	0.8741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9125	0.8940	0.0185	2.0%	0.0066	0.7%	90%	True	False	155
10	0.9125	0.8576	0.0549	6.0%	0.0081	0.9%	97%	True	False	110
20	0.9125	0.8540	0.0585	6.4%	0.0076	0.8%	97%	True	False	86
40	0.9265	0.8540	0.0725	8.0%	0.0087	1.0%	78%	False	False	99
60	0.9265	0.8305	0.0960	10.5%	0.0081	0.9%	84%	False	False	88
80	0.9265	0.7920	0.1345	14.8%	0.0073	0.8%	88%	False	False	76
100	0.9265	0.7725	0.1540	16.9%	0.0068	0.7%	90%	False	False	69

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9329
1.618	0.9251
1.000	0.9203
0.618	0.9173
HIGH	0.9125
0.618	0.9095
0.500	0.9086
0.382	0.9077
LOW	0.9047
0.618	0.8999
1.000	0.8969
1.618	0.8921
2.618	0.8843
4.250	0.8716

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	0.9100	0.9094
PP	0.9093	0.9080
S1	0.9086	0.9067

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