CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 0.7826 0.7828 0.0002 0.0% 0.7850
High 0.7826 0.7832 0.0006 0.1% 0.7858
Low 0.7787 0.7828 0.0041 0.5% 0.7743
Close 0.7783 0.7791 0.0008 0.1% 0.7791
Range 0.0039 0.0004 -0.0035 -89.7% 0.0115
ATR 0.0092 0.0089 -0.0003 -3.3% 0.0000
Volume 18 12 -6 -33.3% 605
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7829 0.7814 0.7793
R3 0.7825 0.7810 0.7792
R2 0.7821 0.7821 0.7792
R1 0.7806 0.7806 0.7791 0.7812
PP 0.7817 0.7817 0.7817 0.7820
S1 0.7802 0.7802 0.7791 0.7808
S2 0.7813 0.7813 0.7790
S3 0.7809 0.7798 0.7790
S4 0.7805 0.7794 0.7789
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8142 0.8082 0.7854
R3 0.8027 0.7967 0.7823
R2 0.7912 0.7912 0.7812
R1 0.7852 0.7852 0.7802 0.7825
PP 0.7797 0.7797 0.7797 0.7784
S1 0.7737 0.7737 0.7780 0.7710
S2 0.7682 0.7682 0.7770
S3 0.7567 0.7622 0.7759
S4 0.7452 0.7507 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7743 0.0115 1.5% 0.0043 0.5% 42% False False 121
10 0.8048 0.7743 0.0305 3.9% 0.0033 0.4% 16% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7849
2.618 0.7842
1.618 0.7838
1.000 0.7836
0.618 0.7834
HIGH 0.7832
0.618 0.7830
0.500 0.7830
0.382 0.7830
LOW 0.7828
0.618 0.7826
1.000 0.7824
1.618 0.7822
2.618 0.7818
4.250 0.7811
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 0.7830 0.7823
PP 0.7817 0.7812
S1 0.7804 0.7802

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

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