CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	0.9480	0.9408	-0.0072	-0.8%	0.9496
High	0.9483	0.9420	-0.0063	-0.7%	0.9591
Low	0.9353	0.9317	-0.0036	-0.4%	0.9317
Close	0.9412	0.9334	-0.0078	-0.8%	0.9334
Range	0.0130	0.0103	-0.0027	-20.8%	0.0274
ATR	0.0127	0.0125	-0.0002	-1.4%	0.0000
Volume	70,893	91,057	20,164	28.4%	374,555

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9666	0.9603	0.9391
R3	0.9563	0.9500	0.9362
R2	0.9460	0.9460	0.9353
R1	0.9397	0.9397	0.9343	0.9377
PP	0.9357	0.9357	0.9357	0.9347
S1	0.9294	0.9294	0.9325	0.9274
S2	0.9254	0.9254	0.9315
S3	0.9151	0.9191	0.9306
S4	0.9048	0.9088	0.9277

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0236	1.0059	0.9485
R3	0.9962	0.9785	0.9409
R2	0.9688	0.9688	0.9384
R1	0.9511	0.9511	0.9359	0.9463
PP	0.9414	0.9414	0.9414	0.9390
S1	0.9237	0.9237	0.9309	0.9189
S2	0.9140	0.9140	0.9284
S3	0.8866	0.8963	0.9259
S4	0.8592	0.8689	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9591	0.9317	0.0274	2.9%	0.0119	1.3%	6%	False	True	74,911
10	0.9599	0.9303	0.0296	3.2%	0.0119	1.3%	10%	False	False	73,299
20	0.9599	0.9212	0.0387	4.1%	0.0125	1.3%	32%	False	False	77,678
40	0.9798	0.9094	0.0704	7.5%	0.0130	1.4%	34%	False	False	74,399
60	0.9798	0.9010	0.0788	8.4%	0.0127	1.4%	41%	False	False	62,867
80	0.9798	0.8991	0.0807	8.6%	0.0123	1.3%	43%	False	False	47,242
100	0.9798	0.8540	0.1258	13.5%	0.0115	1.2%	63%	False	False	37,822
120	0.9798	0.8540	0.1258	13.5%	0.0108	1.2%	63%	False	False	31,535

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9858
2.618	0.9690
1.618	0.9587
1.000	0.9523
0.618	0.9484
HIGH	0.9420
0.618	0.9381
0.500	0.9369
0.382	0.9356
LOW	0.9317
0.618	0.9253
1.000	0.9214
1.618	0.9150
2.618	0.9047
4.250	0.8879

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	0.9369	0.9443
PP	0.9357	0.9407
S1	0.9346	0.9370

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