CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 0.8115 0.8060 -0.0055 -0.7% 0.8128
High 0.8115 0.8060 -0.0055 -0.7% 0.8227
Low 0.8061 0.7926 -0.0135 -1.7% 0.8061
Close 0.8105 0.7926 -0.0179 -2.2% 0.8105
Range 0.0054 0.0134 0.0080 148.1% 0.0166
ATR 0.0092 0.0098 0.0006 6.8% 0.0000
Volume 23 44 21 91.3% 294
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8373 0.8283 0.8000
R3 0.8239 0.8149 0.7963
R2 0.8105 0.8105 0.7951
R1 0.8015 0.8015 0.7938 0.7993
PP 0.7971 0.7971 0.7971 0.7960
S1 0.7881 0.7881 0.7914 0.7859
S2 0.7837 0.7837 0.7901
S3 0.7703 0.7747 0.7889
S4 0.7569 0.7613 0.7852
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8629 0.8533 0.8196
R3 0.8463 0.8367 0.8151
R2 0.8297 0.8297 0.8135
R1 0.8201 0.8201 0.8120 0.8166
PP 0.8131 0.8131 0.8131 0.8114
S1 0.8035 0.8035 0.8090 0.8000
S2 0.7965 0.7965 0.8075
S3 0.7799 0.7869 0.8059
S4 0.7633 0.7703 0.8014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8227 0.7926 0.0301 3.8% 0.0083 1.0% 0% False True 52
10 0.8227 0.7870 0.0357 4.5% 0.0089 1.1% 16% False False 51
20 0.8227 0.7700 0.0527 6.6% 0.0071 0.9% 43% False False 76
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 0.0020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8630
2.618 0.8411
1.618 0.8277
1.000 0.8194
0.618 0.8143
HIGH 0.8060
0.618 0.8009
0.500 0.7993
0.382 0.7977
LOW 0.7926
0.618 0.7843
1.000 0.7792
1.618 0.7709
2.618 0.7575
4.250 0.7357
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 0.7993 0.8055
PP 0.7971 0.8012
S1 0.7948 0.7969

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

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