CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	0.9671	0.9624	-0.0047	-0.5%	0.9587
High	0.9719	0.9729	0.0010	0.1%	0.9798
Low	0.9582	0.9594	0.0012	0.1%	0.9567
Close	0.9635	0.9721	0.0086	0.9%	0.9635
Range	0.0137	0.0135	-0.0002	-1.5%	0.0231
ATR	0.0127	0.0127	0.0001	0.5%	0.0000
Volume	77,445	68,145	-9,300	-12.0%	315,368

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0086	1.0039	0.9795
R3	0.9951	0.9904	0.9758
R2	0.9816	0.9816	0.9746
R1	0.9769	0.9769	0.9733	0.9793
PP	0.9681	0.9681	0.9681	0.9693
S1	0.9634	0.9634	0.9709	0.9658
S2	0.9546	0.9546	0.9696
S3	0.9411	0.9499	0.9684
S4	0.9276	0.9364	0.9647

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0228	0.9762
R3	1.0129	0.9997	0.9699
R2	0.9898	0.9898	0.9677
R1	0.9766	0.9766	0.9656	0.9832
PP	0.9667	0.9667	0.9667	0.9700
S1	0.9535	0.9535	0.9614	0.9601
S2	0.9436	0.9436	0.9593
S3	0.9205	0.9304	0.9571
S4	0.8974	0.9073	0.9508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9798	0.9582	0.0216	2.2%	0.0124	1.3%	64%	False	False	62,326
10	0.9798	0.9331	0.0467	4.8%	0.0125	1.3%	84%	False	False	65,086
20	0.9798	0.9094	0.0704	7.2%	0.0130	1.3%	89%	False	False	68,667
40	0.9798	0.9010	0.0788	8.1%	0.0125	1.3%	90%	False	False	47,645
60	0.9798	0.8991	0.0807	8.3%	0.0118	1.2%	90%	False	False	31,857
80	0.9798	0.8540	0.1258	12.9%	0.0108	1.1%	94%	False	False	23,917
100	0.9798	0.8540	0.1258	12.9%	0.0105	1.1%	94%	False	False	19,156
120	0.9798	0.8440	0.1358	14.0%	0.0101	1.0%	94%	False	False	15,976

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0303
2.618	1.0082
1.618	0.9947
1.000	0.9864
0.618	0.9812
HIGH	0.9729
0.618	0.9677
0.500	0.9662
0.382	0.9646
LOW	0.9594
0.618	0.9511
1.000	0.9459
1.618	0.9376
2.618	0.9241
4.250	0.9020

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	0.9701	0.9711
PP	0.9681	0.9700
S1	0.9662	0.9690

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