CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 0.7886 0.7830 -0.0056 -0.7% 0.7850
High 0.7886 0.7850 -0.0036 -0.5% 0.7858
Low 0.7803 0.7796 -0.0007 -0.1% 0.7743
Close 0.7797 0.7791 -0.0006 -0.1% 0.7791
Range 0.0083 0.0054 -0.0029 -34.9% 0.0115
ATR 0.0092 0.0089 -0.0003 -3.0% 0.0000
Volume 64 20 -44 -68.8% 605
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7974 0.7937 0.7821
R3 0.7920 0.7883 0.7806
R2 0.7866 0.7866 0.7801
R1 0.7829 0.7829 0.7796 0.7821
PP 0.7812 0.7812 0.7812 0.7808
S1 0.7775 0.7775 0.7786 0.7767
S2 0.7758 0.7758 0.7781
S3 0.7704 0.7721 0.7776
S4 0.7650 0.7667 0.7761
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 0.7886 0.7700 0.0186 2.4% 0.0044 0.6% 49% False False 25
10 0.8046 0.7700 0.0346 4.4% 0.0044 0.6% 26% False False 71
20 0.8126 0.7700 0.0426 5.5% 0.0041 0.5% 21% False False 47
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8080
2.618 0.7991
1.618 0.7937
1.000 0.7904
0.618 0.7883
HIGH 0.7850
0.618 0.7829
0.500 0.7823
0.382 0.7817
LOW 0.7796
0.618 0.7763
1.000 0.7742
1.618 0.7709
2.618 0.7655
4.250 0.7567
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 0.7823 0.7793
PP 0.7812 0.7792
S1 0.7802 0.7792

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

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