CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 0.7910 0.7870 -0.0040 -0.5% 0.7740
High 0.7924 0.7898 -0.0026 -0.3% 0.7937
Low 0.7875 0.7870 -0.0005 -0.1% 0.7700
Close 0.7906 0.7895 -0.0011 -0.1% 0.7870
Range 0.0049 0.0028 -0.0021 -42.9% 0.0237
ATR 0.0088 0.0084 -0.0004 -4.2% 0.0000
Volume 53 23 -30 -56.6% 447
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7972 0.7961 0.7910
R3 0.7944 0.7933 0.7903
R2 0.7916 0.7916 0.7900
R1 0.7905 0.7905 0.7898 0.7911
PP 0.7888 0.7888 0.7888 0.7890
S1 0.7877 0.7877 0.7892 0.7883
S2 0.7860 0.7860 0.7890
S3 0.7832 0.7849 0.7887
S4 0.7804 0.7821 0.7880
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8547 0.8445 0.8000
R3 0.8310 0.8208 0.7935
R2 0.8073 0.8073 0.7913
R1 0.7971 0.7971 0.7892 0.8022
PP 0.7836 0.7836 0.7836 0.7861
S1 0.7734 0.7734 0.7848 0.7785
S2 0.7599 0.7599 0.7827
S3 0.7362 0.7497 0.7805
S4 0.7125 0.7260 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7937 0.7762 0.0175 2.2% 0.0059 0.7% 76% False False 89
10 0.7937 0.7700 0.0237 3.0% 0.0051 0.6% 82% False False 73
20 0.8048 0.7700 0.0348 4.4% 0.0047 0.6% 56% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7971
1.618 0.7943
1.000 0.7926
0.618 0.7915
HIGH 0.7898
0.618 0.7887
0.500 0.7884
0.382 0.7881
LOW 0.7870
0.618 0.7853
1.000 0.7842
1.618 0.7825
2.618 0.7797
4.250 0.7751
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 0.7891 0.7904
PP 0.7888 0.7901
S1 0.7884 0.7898

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

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