CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	07-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	0.9203	0.9203	0.0000	0.0%	0.9166
High	0.9312	0.9370	0.0058	0.6%	0.9241
Low	0.9199	0.9199	0.0000	0.0%	0.9010
Close	0.9281	0.9253	-0.0028	-0.3%	0.9211
Range	0.0113	0.0171	0.0058	51.3%	0.0231
ATR	0.0117	0.0121	0.0004	3.3%	0.0000
Volume	2,940	7,144	4,204	143.0%	11,607

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9691	0.9347
R3	0.9616	0.9520	0.9300
R2	0.9445	0.9445	0.9284
R1	0.9349	0.9349	0.9269	0.9397
PP	0.9274	0.9274	0.9274	0.9298
S1	0.9178	0.9178	0.9237	0.9226
S2	0.9103	0.9103	0.9222
S3	0.8932	0.9007	0.9206
S4	0.8761	0.8836	0.9159

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9847	0.9760	0.9338
R3	0.9616	0.9529	0.9275
R2	0.9385	0.9385	0.9253
R1	0.9298	0.9298	0.9232	0.9342
PP	0.9154	0.9154	0.9154	0.9176
S1	0.9067	0.9067	0.9190	0.9111
S2	0.8923	0.8923	0.9169
S3	0.8692	0.8836	0.9147
S4	0.8461	0.8605	0.9084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9010	0.0360	3.9%	0.0124	1.3%	68%	True	False	3,627
10	0.9370	0.9010	0.0360	3.9%	0.0134	1.4%	68%	True	False	2,409
20	0.9370	0.8991	0.0379	4.1%	0.0124	1.3%	69%	True	False	1,373
40	0.9405	0.8848	0.0557	6.0%	0.0107	1.2%	73%	False	False	785
60	0.9405	0.8540	0.0865	9.3%	0.0096	1.0%	82%	False	False	544
80	0.9405	0.8540	0.0865	9.3%	0.0096	1.0%	82%	False	False	439
100	0.9405	0.8025	0.1380	14.9%	0.0090	1.0%	89%	False	False	362
120	0.9405	0.7920	0.1485	16.0%	0.0082	0.9%	90%	False	False	306

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0097
2.618	0.9818
1.618	0.9647
1.000	0.9541
0.618	0.9476
HIGH	0.9370
0.618	0.9305
0.500	0.9285
0.382	0.9264
LOW	0.9199
0.618	0.9093
1.000	0.9028
1.618	0.8922
2.618	0.8751
4.250	0.8472

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	0.9285	0.9241
PP	0.9274	0.9229
S1	0.9264	0.9217

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