CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	0.9333	0.9289	-0.0044	-0.5%	0.9300
High	0.9350	0.9311	-0.0039	-0.4%	0.9405
Low	0.9270	0.9214	-0.0056	-0.6%	0.9214
Close	0.9274	0.9238	-0.0036	-0.4%	0.9238
Range	0.0080	0.0097	0.0017	21.3%	0.0191
ATR	0.0094	0.0094	0.0000	0.2%	0.0000
Volume	217	400	183	84.3%	1,251

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9545	0.9489	0.9291
R3	0.9448	0.9392	0.9265
R2	0.9351	0.9351	0.9256
R1	0.9295	0.9295	0.9247	0.9275
PP	0.9254	0.9254	0.9254	0.9244
S1	0.9198	0.9198	0.9229	0.9178
S2	0.9157	0.9157	0.9220
S3	0.9060	0.9101	0.9211
S4	0.8963	0.9004	0.9185

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9859	0.9739	0.9343
R3	0.9668	0.9548	0.9291
R2	0.9477	0.9477	0.9273
R1	0.9357	0.9357	0.9256	0.9322
PP	0.9286	0.9286	0.9286	0.9268
S1	0.9166	0.9166	0.9220	0.9131
S2	0.9095	0.9095	0.9203
S3	0.8904	0.8975	0.9185
S4	0.8713	0.8784	0.9133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9405	0.9214	0.0191	2.1%	0.0096	1.0%	13%	False	True	250
10	0.9405	0.9150	0.0255	2.8%	0.0088	0.9%	35%	False	False	240
20	0.9405	0.8591	0.0814	8.8%	0.0090	1.0%	79%	False	False	188
40	0.9405	0.8540	0.0865	9.4%	0.0080	0.9%	81%	False	False	130
60	0.9405	0.8456	0.0949	10.3%	0.0087	0.9%	82%	False	False	124
80	0.9405	0.8025	0.1380	14.9%	0.0080	0.9%	88%	False	False	106
100	0.9405	0.7920	0.1485	16.1%	0.0072	0.8%	89%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9723
2.618	0.9565
1.618	0.9468
1.000	0.9408
0.618	0.9371
HIGH	0.9311
0.618	0.9274
0.500	0.9263
0.382	0.9251
LOW	0.9214
0.618	0.9154
1.000	0.9117
1.618	0.9057
2.618	0.8960
4.250	0.8802

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	0.9263	0.9290
PP	0.9254	0.9272
S1	0.9246	0.9255

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