CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 0.8160 0.8100 -0.0060 -0.7% 0.8163
High 0.8160 0.8100 -0.0060 -0.7% 0.8220
Low 0.8160 0.8098 -0.0062 -0.8% 0.8098
Close 0.8164 0.8119 -0.0045 -0.6% 0.8119
Range 0.0000 0.0002 0.0002 0.0122
ATR 0.0072 0.0072 0.0000 -0.6% 0.0000
Volume 25 3 -22 -88.0% 78
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8112 0.8117 0.8120
R3 0.8110 0.8115 0.8120
R2 0.8108 0.8108 0.8119
R1 0.8113 0.8113 0.8119 0.8111
PP 0.8106 0.8106 0.8106 0.8104
S1 0.8111 0.8111 0.8119 0.8109
S2 0.8104 0.8104 0.8119
S3 0.8102 0.8109 0.8118
S4 0.8100 0.8107 0.8118
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8512 0.8437 0.8186
R3 0.8390 0.8315 0.8153
R2 0.8268 0.8268 0.8141
R1 0.8193 0.8193 0.8130 0.8170
PP 0.8146 0.8146 0.8146 0.8134
S1 0.8071 0.8071 0.8108 0.8048
S2 0.8024 0.8024 0.8097
S3 0.7902 0.7949 0.8085
S4 0.7780 0.7827 0.8052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8220 0.8098 0.0122 1.5% 0.0019 0.2% 17% False True 15
10 0.8220 0.7886 0.0334 4.1% 0.0032 0.4% 70% False False 27
20 0.8220 0.7725 0.0495 6.1% 0.0047 0.6% 80% False False 41
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8109
2.618 0.8105
1.618 0.8103
1.000 0.8102
0.618 0.8101
HIGH 0.8100
0.618 0.8099
0.500 0.8099
0.382 0.8099
LOW 0.8098
0.618 0.8097
1.000 0.8096
1.618 0.8095
2.618 0.8093
4.250 0.8090
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 0.8112 0.8132
PP 0.8106 0.8127
S1 0.8099 0.8123

These figures are updated between 7pm and 10pm EST after a trading day.

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