CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 0.7870 0.7948 0.0078 1.0% 0.7740
High 0.7898 0.8050 0.0152 1.9% 0.7937
Low 0.7870 0.7875 0.0005 0.1% 0.7700
Close 0.7895 0.8024 0.0129 1.6% 0.7870
Range 0.0028 0.0175 0.0147 525.0% 0.0237
ATR 0.0084 0.0090 0.0007 7.8% 0.0000
Volume 23 46 23 100.0% 447
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8508 0.8441 0.8120
R3 0.8333 0.8266 0.8072
R2 0.8158 0.8158 0.8056
R1 0.8091 0.8091 0.8040 0.8125
PP 0.7983 0.7983 0.7983 0.8000
S1 0.7916 0.7916 0.8008 0.7950
S2 0.7808 0.7808 0.7992
S3 0.7633 0.7741 0.7976
S4 0.7458 0.7566 0.7928
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 0.8050 0.7762 0.0288 3.6% 0.0083 1.0% 91% True False 94
10 0.8050 0.7700 0.0350 4.4% 0.0064 0.8% 93% True False 59
20 0.8050 0.7700 0.0350 4.4% 0.0053 0.7% 93% True False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8794
2.618 0.8508
1.618 0.8333
1.000 0.8225
0.618 0.8158
HIGH 0.8050
0.618 0.7983
0.500 0.7963
0.382 0.7942
LOW 0.7875
0.618 0.7767
1.000 0.7700
1.618 0.7592
2.618 0.7417
4.250 0.7131
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 0.8004 0.8003
PP 0.7983 0.7981
S1 0.7963 0.7960

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

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