CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 0.7850 0.7779 -0.0071 -0.9% 0.8004
High 0.7850 0.7792 -0.0058 -0.7% 0.8048
Low 0.7773 0.7743 -0.0030 -0.4% 0.7874
Close 0.7788 0.7790 0.0002 0.0% 0.7896
Range 0.0077 0.0049 -0.0028 -36.4% 0.0174
ATR 0.0097 0.0094 -0.0003 -3.5% 0.0000
Volume 91 298 207 227.5% 23
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7922 0.7905 0.7817
R3 0.7873 0.7856 0.7803
R2 0.7824 0.7824 0.7799
R1 0.7807 0.7807 0.7794 0.7816
PP 0.7775 0.7775 0.7775 0.7779
S1 0.7758 0.7758 0.7786 0.7767
S2 0.7726 0.7726 0.7781
S3 0.7677 0.7709 0.7777
S4 0.7628 0.7660 0.7763
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 0.8046 0.7743 0.0303 3.9% 0.0035 0.4% 16% False True 81
10 0.8048 0.7743 0.0305 3.9% 0.0043 0.6% 15% False True 57
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8000
2.618 0.7920
1.618 0.7871
1.000 0.7841
0.618 0.7822
HIGH 0.7792
0.618 0.7773
0.500 0.7768
0.382 0.7762
LOW 0.7743
0.618 0.7713
1.000 0.7694
1.618 0.7664
2.618 0.7615
4.250 0.7535
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 0.7783 0.7831
PP 0.7775 0.7817
S1 0.7768 0.7804

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

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