CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	0.9727	0.9527	-0.0200	-2.1%	0.9587
High	0.9741	0.9636	-0.0105	-1.1%	0.9798
Low	0.9498	0.9447	-0.0051	-0.5%	0.9567
Close	0.9519	0.9626	0.0107	1.1%	0.9635
Range	0.0243	0.0189	-0.0054	-22.2%	0.0231
ATR	0.0135	0.0139	0.0004	2.8%	0.0000
Volume	49,986	94,339	44,353	88.7%	315,368

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0137	1.0070	0.9730
R3	0.9948	0.9881	0.9678
R2	0.9759	0.9759	0.9661
R1	0.9692	0.9692	0.9643	0.9726
PP	0.9570	0.9570	0.9570	0.9586
S1	0.9503	0.9503	0.9609	0.9537
S2	0.9381	0.9381	0.9591
S3	0.9192	0.9314	0.9574
S4	0.9003	0.9125	0.9522

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	0.9447	0.0351	3.6%	0.0172	1.8%	51%	False	True	70,719
10	0.9798	0.9406	0.0392	4.1%	0.0142	1.5%	56%	False	False	65,918
20	0.9798	0.9094	0.0704	7.3%	0.0141	1.5%	76%	False	False	70,412
40	0.9798	0.9010	0.0788	8.2%	0.0129	1.3%	78%	False	False	51,223
60	0.9798	0.8991	0.0807	8.4%	0.0121	1.3%	79%	False	False	34,257
80	0.9798	0.8540	0.1258	13.1%	0.0111	1.2%	86%	False	False	25,720
100	0.9798	0.8540	0.1258	13.1%	0.0107	1.1%	86%	False	False	20,598
120	0.9798	0.8456	0.1342	13.9%	0.0103	1.1%	87%	False	False	17,177

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	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0439
2.618	1.0131
1.618	0.9942
1.000	0.9825
0.618	0.9753
HIGH	0.9636
0.618	0.9564
0.500	0.9542
0.382	0.9519
LOW	0.9447
0.618	0.9330
1.000	0.9258
1.618	0.9141
2.618	0.8952
4.250	0.8644

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	0.9598	0.9615
PP	0.9570	0.9605
S1	0.9542	0.9594

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