CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 0.8128 0.8172 0.0044 0.5% 0.7910
High 0.8199 0.8227 0.0028 0.3% 0.8205
Low 0.8108 0.8137 0.0029 0.4% 0.7870
Close 0.8170 0.8182 0.0012 0.1% 0.8086
Range 0.0091 0.0090 -0.0001 -1.1% 0.0335
ATR 0.0096 0.0096 0.0000 -0.4% 0.0000
Volume 77 65 -12 -15.6% 232
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8452 0.8407 0.8232
R3 0.8362 0.8317 0.8207
R2 0.8272 0.8272 0.8199
R1 0.8227 0.8227 0.8190 0.8250
PP 0.8182 0.8182 0.8182 0.8193
S1 0.8137 0.8137 0.8174 0.8160
S2 0.8092 0.8092 0.8166
S3 0.8002 0.8047 0.8157
S4 0.7912 0.7957 0.8133
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.9059 0.8907 0.8270
R3 0.8724 0.8572 0.8178
R2 0.8389 0.8389 0.8147
R1 0.8237 0.8237 0.8117 0.8313
PP 0.8054 0.8054 0.8054 0.8092
S1 0.7902 0.7902 0.8055 0.7978
S2 0.7719 0.7719 0.8025
S3 0.7384 0.7567 0.7994
S4 0.7049 0.7232 0.7902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8227 0.7875 0.0352 4.3% 0.0107 1.3% 87% True False 59
10 0.8227 0.7762 0.0465 5.7% 0.0083 1.0% 90% True False 74
20 0.8227 0.7700 0.0527 6.4% 0.0061 0.7% 91% True False 72
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8610
2.618 0.8463
1.618 0.8373
1.000 0.8317
0.618 0.8283
HIGH 0.8227
0.618 0.8193
0.500 0.8182
0.382 0.8171
LOW 0.8137
0.618 0.8081
1.000 0.8047
1.618 0.7991
2.618 0.7901
4.250 0.7755
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 0.8182 0.8170
PP 0.8182 0.8158
S1 0.8182 0.8146

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

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