CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 0.7900 0.7850 -0.0050 -0.6% 0.8004
High 0.7919 0.7850 -0.0069 -0.9% 0.8048
Low 0.7874 0.7773 -0.0101 -1.3% 0.7874
Close 0.7896 0.7788 -0.0108 -1.4% 0.7896
Range 0.0045 0.0077 0.0032 71.1% 0.0174
ATR 0.0095 0.0097 0.0002 2.1% 0.0000
Volume 8 91 83 1,037.5% 23
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8035 0.7988 0.7830
R3 0.7958 0.7911 0.7809
R2 0.7881 0.7881 0.7802
R1 0.7834 0.7834 0.7795 0.7819
PP 0.7804 0.7804 0.7804 0.7796
S1 0.7757 0.7757 0.7781 0.7742
S2 0.7727 0.7727 0.7774
S3 0.7650 0.7680 0.7767
S4 0.7573 0.7603 0.7746
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 0.8461 0.8353 0.7992
R3 0.8287 0.8179 0.7944
R2 0.8113 0.8113 0.7928
R1 0.8005 0.8005 0.7912 0.7972
PP 0.7939 0.7939 0.7939 0.7923
S1 0.7831 0.7831 0.7880 0.7798
S2 0.7765 0.7765 0.7864
S3 0.7591 0.7657 0.7848
S4 0.7417 0.7483 0.7800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7773 0.0275 3.5% 0.0038 0.5% 5% False True 21
10 0.8048 0.7773 0.0275 3.5% 0.0047 0.6% 5% False True 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8177
2.618 0.8052
1.618 0.7975
1.000 0.7927
0.618 0.7898
HIGH 0.7850
0.618 0.7821
0.500 0.7812
0.382 0.7802
LOW 0.7773
0.618 0.7725
1.000 0.7696
1.618 0.7648
2.618 0.7571
4.250 0.7446
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 0.7812 0.7910
PP 0.7804 0.7869
S1 0.7796 0.7829

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

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