CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	0.9390	0.9351	-0.0039	-0.4%	0.9291
High	0.9394	0.9365	-0.0029	-0.3%	0.9444
Low	0.9286	0.9214	-0.0072	-0.8%	0.9153
Close	0.9349	0.9277	-0.0072	-0.8%	0.9349
Range	0.0108	0.0151	0.0043	39.8%	0.0291
ATR	0.0111	0.0114	0.0003	2.6%	0.0000
Volume	60,950	50,619	-10,331	-16.9%	332,216

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9738	0.9659	0.9360
R3	0.9587	0.9508	0.9319
R2	0.9436	0.9436	0.9305
R1	0.9357	0.9357	0.9291	0.9321
PP	0.9285	0.9285	0.9285	0.9268
S1	0.9206	0.9206	0.9263	0.9170
S2	0.9134	0.9134	0.9249
S3	0.8983	0.9055	0.9235
S4	0.8832	0.8904	0.9194

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0188	1.0060	0.9509
R3	0.9897	0.9769	0.9429
R2	0.9606	0.9606	0.9402
R1	0.9478	0.9478	0.9376	0.9542
PP	0.9315	0.9315	0.9315	0.9348
S1	0.9187	0.9187	0.9322	0.9251
S2	0.9024	0.9024	0.9296
S3	0.8733	0.8896	0.9269
S4	0.8442	0.8605	0.9189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9444	0.9200	0.0244	2.6%	0.0111	1.2%	32%	False	False	61,843
10	0.9444	0.9153	0.0291	3.1%	0.0111	1.2%	43%	False	False	51,518
20	0.9444	0.9010	0.0434	4.7%	0.0120	1.3%	62%	False	False	26,623
40	0.9444	0.8991	0.0453	4.9%	0.0112	1.2%	63%	False	False	13,453
60	0.9444	0.8540	0.0904	9.7%	0.0101	1.1%	82%	False	False	9,001
80	0.9444	0.8540	0.0904	9.7%	0.0099	1.1%	82%	False	False	6,779
100	0.9444	0.8440	0.1004	10.8%	0.0095	1.0%	83%	False	False	5,438
120	0.9444	0.8025	0.1419	15.3%	0.0087	0.9%	88%	False	False	4,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0007
2.618	0.9760
1.618	0.9609
1.000	0.9516
0.618	0.9458
HIGH	0.9365
0.618	0.9307
0.500	0.9290
0.382	0.9272
LOW	0.9214
0.618	0.9121
1.000	0.9063
1.618	0.8970
2.618	0.8819
4.250	0.8572

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	0.9290	0.9329
PP	0.9285	0.9312
S1	0.9281	0.9294

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