CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	0.9471	0.9523	0.0052	0.5%	0.9217
High	0.9539	0.9585	0.0046	0.5%	0.9439
Low	0.9426	0.9520	0.0094	1.0%	0.9212
Close	0.9531	0.9557	0.0026	0.3%	0.9285
Range	0.0113	0.0065	-0.0048	-42.5%	0.0227
ATR	0.0136	0.0131	-0.0005	-3.7%	0.0000
Volume	68,680	67,707	-973	-1.4%	431,765

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9749	0.9718	0.9593
R3	0.9684	0.9653	0.9575
R2	0.9619	0.9619	0.9569
R1	0.9588	0.9588	0.9563	0.9604
PP	0.9554	0.9554	0.9554	0.9562
S1	0.9523	0.9523	0.9551	0.9539
S2	0.9489	0.9489	0.9545
S3	0.9424	0.9458	0.9539
S4	0.9359	0.9393	0.9521

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9993	0.9866	0.9410
R3	0.9766	0.9639	0.9347
R2	0.9539	0.9539	0.9327
R1	0.9412	0.9412	0.9306	0.9476
PP	0.9312	0.9312	0.9312	0.9344
S1	0.9185	0.9185	0.9264	0.9249
S2	0.9085	0.9085	0.9243
S3	0.8858	0.8958	0.9223
S4	0.8631	0.8731	0.9160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9585	0.9274	0.0311	3.3%	0.0116	1.2%	91%	True	False	75,884
10	0.9585	0.9212	0.0373	3.9%	0.0127	1.3%	92%	True	False	82,885
20	0.9798	0.9212	0.0586	6.1%	0.0137	1.4%	59%	False	False	78,545
40	0.9798	0.9094	0.0704	7.4%	0.0131	1.4%	66%	False	False	72,689
60	0.9798	0.9010	0.0788	8.2%	0.0127	1.3%	69%	False	False	54,470
80	0.9798	0.8991	0.0807	8.4%	0.0121	1.3%	70%	False	False	40,919
100	0.9798	0.8540	0.1258	13.2%	0.0112	1.2%	81%	False	False	32,753
120	0.9798	0.8540	0.1258	13.2%	0.0109	1.1%	81%	False	False	27,312

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	0.0025
Narrowest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	0.9861
2.618	0.9755
1.618	0.9690
1.000	0.9650
0.618	0.9625
HIGH	0.9585
0.618	0.9560
0.500	0.9553
0.382	0.9545
LOW	0.9520
0.618	0.9480
1.000	0.9455
1.618	0.9415
2.618	0.9350
4.250	0.9244

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	0.9556	0.9519
PP	0.9554	0.9482
S1	0.9553	0.9444

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