CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	06-Oct-2009	07-Oct-2009	Change	Change %	Previous Week
Open	0.9347	0.9440	0.0093	1.0%	0.9159
High	0.9484	0.9500	0.0016	0.2%	0.9372
Low	0.9331	0.9390	0.0059	0.6%	0.9094
Close	0.9436	0.9403	-0.0033	-0.3%	0.9235
Range	0.0153	0.0110	-0.0043	-28.1%	0.0278
ATR	0.0127	0.0126	-0.0001	-1.0%	0.0000
Volume	54,312	81,699	27,387	50.4%	373,401

Daily Pivots for day following 07-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9692	0.9464
R3	0.9651	0.9582	0.9433
R2	0.9541	0.9541	0.9423
R1	0.9472	0.9472	0.9413	0.9452
PP	0.9431	0.9431	0.9431	0.9421
S1	0.9362	0.9362	0.9393	0.9342
S2	0.9321	0.9321	0.9383
S3	0.9211	0.9252	0.9373
S4	0.9101	0.9142	0.9343

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0068	0.9929	0.9388
R3	0.9790	0.9651	0.9311
R2	0.9512	0.9512	0.9286
R1	0.9373	0.9373	0.9260	0.9443
PP	0.9234	0.9234	0.9234	0.9268
S1	0.9095	0.9095	0.9210	0.9165
S2	0.8956	0.8956	0.9184
S3	0.8678	0.8817	0.9159
S4	0.8400	0.8539	0.9082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9500	0.9124	0.0376	4.0%	0.0135	1.4%	74%	True	False	79,025
10	0.9500	0.9094	0.0406	4.3%	0.0139	1.5%	76%	True	False	74,907
20	0.9500	0.9094	0.0406	4.3%	0.0123	1.3%	76%	True	False	66,622
40	0.9500	0.8991	0.0509	5.4%	0.0122	1.3%	81%	True	False	34,845
60	0.9500	0.8940	0.0560	6.0%	0.0111	1.2%	83%	True	False	23,297
80	0.9500	0.8540	0.0960	10.2%	0.0102	1.1%	90%	True	False	17,489
100	0.9500	0.8540	0.0960	10.2%	0.0101	1.1%	90%	True	False	14,017
120	0.9500	0.8066	0.1434	15.3%	0.0095	1.0%	93%	True	False	11,689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0033
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9968
2.618	0.9788
1.618	0.9678
1.000	0.9610
0.618	0.9568
HIGH	0.9500
0.618	0.9458
0.500	0.9445
0.382	0.9432
LOW	0.9390
0.618	0.9322
1.000	0.9280
1.618	0.9212
2.618	0.9102
4.250	0.8923

Fisher Pivots for day following 07-Oct-2009
Pivot	1 day	3 day
R1	0.9445	0.9392
PP	0.9431	0.9380
S1	0.9417	0.9369

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