CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 0.7921 0.8004 0.0083 1.0% 0.8000
High 0.8024 0.8004 -0.0020 -0.2% 0.8024
Low 0.7921 0.8004 0.0083 1.0% 0.7910
Close 0.8020 0.8004 -0.0016 -0.2% 0.8020
Range 0.0103 0.0000 -0.0103 -100.0% 0.0114
ATR
Volume 67 6 -61 -91.0% 162
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 0.8004 0.8004 0.8004
R3 0.8004 0.8004 0.8004
R2 0.8004 0.8004 0.8004
R1 0.8004 0.8004 0.8004 0.8004
PP 0.8004 0.8004 0.8004 0.8004
S1 0.8004 0.8004 0.8004 0.8004
S2 0.8004 0.8004 0.8004
S3 0.8004 0.8004 0.8004
S4 0.8004 0.8004 0.8004
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 0.8327 0.8287 0.8083
R3 0.8213 0.8173 0.8051
R2 0.8099 0.8099 0.8041
R1 0.8059 0.8059 0.8030 0.8079
PP 0.7985 0.7985 0.7985 0.7995
S1 0.7945 0.7945 0.8010 0.7965
S2 0.7871 0.7871 0.7999
S3 0.7757 0.7831 0.7989
S4 0.7643 0.7717 0.7957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8024 0.7910 0.0114 1.4% 0.0057 0.7% 82% False False 33
10 0.8232 0.7910 0.0322 4.0% 0.0041 0.5% 29% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8004
2.618 0.8004
1.618 0.8004
1.000 0.8004
0.618 0.8004
HIGH 0.8004
0.618 0.8004
0.500 0.8004
0.382 0.8004
LOW 0.8004
0.618 0.8004
1.000 0.8004
1.618 0.8004
2.618 0.8004
4.250 0.8004
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 0.8004 0.7994
PP 0.8004 0.7983
S1 0.8004 0.7973

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

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