CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	0.9496	0.9546	0.0050	0.5%	0.9315
High	0.9591	0.9557	-0.0034	-0.4%	0.9599
Low	0.9492	0.9416	-0.0076	-0.8%	0.9303
Close	0.9554	0.9503	-0.0051	-0.5%	0.9508
Range	0.0099	0.0141	0.0042	42.4%	0.0296
ATR	0.0126	0.0127	0.0001	0.8%	0.0000
Volume	63,889	69,187	5,298	8.3%	358,442

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9915	0.9850	0.9581
R3	0.9774	0.9709	0.9542
R2	0.9633	0.9633	0.9529
R1	0.9568	0.9568	0.9516	0.9530
PP	0.9492	0.9492	0.9492	0.9473
S1	0.9427	0.9427	0.9490	0.9389
S2	0.9351	0.9351	0.9477
S3	0.9210	0.9286	0.9464
S4	0.9069	0.9145	0.9425

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0358	1.0229	0.9671
R3	1.0062	0.9933	0.9589
R2	0.9766	0.9766	0.9562
R1	0.9637	0.9637	0.9535	0.9702
PP	0.9470	0.9470	0.9470	0.9502
S1	0.9341	0.9341	0.9481	0.9406
S2	0.9174	0.9174	0.9454
S3	0.8878	0.9045	0.9427
S4	0.8582	0.8749	0.9345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9599	0.9416	0.0183	1.9%	0.0107	1.1%	48%	False	True	66,717
10	0.9599	0.9274	0.0325	3.4%	0.0113	1.2%	70%	False	False	73,237
20	0.9636	0.9212	0.0424	4.5%	0.0127	1.3%	69%	False	False	78,876
40	0.9798	0.9094	0.0704	7.4%	0.0132	1.4%	58%	False	False	73,569
60	0.9798	0.9010	0.0788	8.3%	0.0128	1.3%	63%	False	False	58,883
80	0.9798	0.8991	0.0807	8.5%	0.0122	1.3%	63%	False	False	44,235
100	0.9798	0.8540	0.1258	13.2%	0.0114	1.2%	77%	False	False	35,408
120	0.9798	0.8540	0.1258	13.2%	0.0110	1.2%	77%	False	False	29,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	0.9926
1.618	0.9785
1.000	0.9698
0.618	0.9644
HIGH	0.9557
0.618	0.9503
0.500	0.9487
0.382	0.9470
LOW	0.9416
0.618	0.9329
1.000	0.9275
1.618	0.9188
2.618	0.9047
4.250	0.8817

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	0.9498	0.9504
PP	0.9492	0.9503
S1	0.9487	0.9503

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