CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 0.7982 0.7972 -0.0010 -0.1% 0.8000
High 0.8048 0.7972 -0.0076 -0.9% 0.8024
Low 0.7982 0.7972 -0.0010 -0.1% 0.7910
Close 0.8068 0.8006 -0.0062 -0.8% 0.8020
Range 0.0066 0.0000 -0.0066 -100.0% 0.0114
ATR
Volume 0 5 5 162
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 0.7983 0.7995 0.8006
R3 0.7983 0.7995 0.8006
R2 0.7983 0.7983 0.8006
R1 0.7995 0.7995 0.8006 0.7989
PP 0.7983 0.7983 0.7983 0.7981
S1 0.7995 0.7995 0.8006 0.7989
S2 0.7983 0.7983 0.8006
S3 0.7983 0.7995 0.8006
S4 0.7983 0.7995 0.8006
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 0.8048 0.7921 0.0127 1.6% 0.0042 0.5% 67% False False 18
10 0.8126 0.7910 0.0216 2.7% 0.0038 0.5% 44% False False 22
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7972
2.618 0.7972
1.618 0.7972
1.000 0.7972
0.618 0.7972
HIGH 0.7972
0.618 0.7972
0.500 0.7972
0.382 0.7972
LOW 0.7972
0.618 0.7972
1.000 0.7972
1.618 0.7972
2.618 0.7972
4.250 0.7972
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 0.7995 0.8010
PP 0.7983 0.8009
S1 0.7972 0.8007

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

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