CME Canadian Dollar Future September 2009


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 0.8060 0.7975 -0.0085 -1.1% 0.8128
High 0.8060 0.7982 -0.0078 -1.0% 0.8227
Low 0.7926 0.7926 0.0000 0.0% 0.8061
Close 0.7926 0.7953 0.0027 0.3% 0.8105
Range 0.0134 0.0056 -0.0078 -58.2% 0.0166
ATR 0.0098 0.0095 -0.0003 -3.1% 0.0000
Volume 44 100 56 127.3% 294
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8122 0.8093 0.7984
R3 0.8066 0.8037 0.7968
R2 0.8010 0.8010 0.7963
R1 0.7981 0.7981 0.7958 0.7968
PP 0.7954 0.7954 0.7954 0.7947
S1 0.7925 0.7925 0.7948 0.7912
S2 0.7898 0.7898 0.7943
S3 0.7842 0.7869 0.7938
S4 0.7786 0.7813 0.7922
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 0.8200 0.7926 0.0274 3.4% 0.0076 1.0% 10% False True 59
10 0.8227 0.7875 0.0352 4.4% 0.0092 1.2% 22% False False 59
20 0.8227 0.7700 0.0527 6.6% 0.0071 0.9% 48% False False 66
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8220
2.618 0.8129
1.618 0.8073
1.000 0.8038
0.618 0.8017
HIGH 0.7982
0.618 0.7961
0.500 0.7954
0.382 0.7947
LOW 0.7926
0.618 0.7891
1.000 0.7870
1.618 0.7835
2.618 0.7779
4.250 0.7688
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 0.7954 0.8021
PP 0.7954 0.7998
S1 0.7953 0.7976

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

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