CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	0.9065	0.9053	-0.0012	-0.1%	0.9267
High	0.9085	0.9118	0.0033	0.4%	0.9330
Low	0.9010	0.9033	0.0023	0.3%	0.9075
Close	0.9043	0.9061	0.0018	0.2%	0.9150
Range	0.0075	0.0085	0.0010	13.3%	0.0255
ATR	0.0115	0.0112	-0.0002	-1.8%	0.0000
Volume	3,360	1,753	-1,607	-47.8%	3,099

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9326	0.9278	0.9108
R3	0.9241	0.9193	0.9084
R2	0.9156	0.9156	0.9077
R1	0.9108	0.9108	0.9069	0.9132
PP	0.9071	0.9071	0.9071	0.9083
S1	0.9023	0.9023	0.9053	0.9047
S2	0.8986	0.8986	0.9045
S3	0.8901	0.8938	0.9038
S4	0.8816	0.8853	0.9014

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9950	0.9805	0.9290
R3	0.9695	0.9550	0.9220
R2	0.9440	0.9440	0.9197
R1	0.9295	0.9295	0.9173	0.9240
PP	0.9185	0.9185	0.9185	0.9158
S1	0.9040	0.9040	0.9127	0.8985
S2	0.8930	0.8930	0.9103
S3	0.8675	0.8785	0.9080
S4	0.8420	0.8530	0.9010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9264	0.9010	0.0254	2.8%	0.0116	1.3%	20%	False	False	1,849
10	0.9330	0.9010	0.0320	3.5%	0.0122	1.3%	16%	False	False	1,203
20	0.9330	0.8991	0.0339	3.7%	0.0117	1.3%	21%	False	False	756
40	0.9405	0.8576	0.0829	9.1%	0.0102	1.1%	59%	False	False	463
60	0.9405	0.8540	0.0865	9.5%	0.0093	1.0%	60%	False	False	334
80	0.9405	0.8456	0.0949	10.5%	0.0093	1.0%	64%	False	False	278
100	0.9405	0.8025	0.1380	15.2%	0.0087	1.0%	75%	False	False	232
120	0.9405	0.7893	0.1512	16.7%	0.0079	0.9%	77%	False	False	198

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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9479
2.618	0.9341
1.618	0.9256
1.000	0.9203
0.618	0.9171
HIGH	0.9118
0.618	0.9086
0.500	0.9076
0.382	0.9065
LOW	0.9033
0.618	0.8980
1.000	0.8948
1.618	0.8895
2.618	0.8810
4.250	0.8672

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	0.9076	0.9098
PP	0.9071	0.9085
S1	0.9066	0.9073

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