CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 0.7975 0.7943 -0.0032 -0.4% 0.8128
High 0.7982 0.7960 -0.0022 -0.3% 0.8227
Low 0.7926 0.7900 -0.0026 -0.3% 0.8061
Close 0.7953 0.7960 0.0007 0.1% 0.8105
Range 0.0056 0.0060 0.0004 7.1% 0.0166
ATR 0.0095 0.0093 -0.0003 -2.6% 0.0000
Volume 100 43 -57 -57.0% 294
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8120 0.8100 0.7993
R3 0.8060 0.8040 0.7977
R2 0.8000 0.8000 0.7971
R1 0.7980 0.7980 0.7966 0.7990
PP 0.7940 0.7940 0.7940 0.7945
S1 0.7920 0.7920 0.7955 0.7930
S2 0.7880 0.7880 0.7949
S3 0.7820 0.7860 0.7944
S4 0.7760 0.7800 0.7927
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 0.8183 0.7900 0.0283 3.6% 0.0071 0.9% 21% False True 55
10 0.8227 0.7900 0.0327 4.1% 0.0080 1.0% 18% False True 59
20 0.8227 0.7700 0.0527 6.6% 0.0072 0.9% 49% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8215
2.618 0.8117
1.618 0.8057
1.000 0.8020
0.618 0.7997
HIGH 0.7960
0.618 0.7937
0.500 0.7930
0.382 0.7923
LOW 0.7900
0.618 0.7863
1.000 0.7840
1.618 0.7803
2.618 0.7743
4.250 0.7645
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 0.7950 0.7980
PP 0.7940 0.7973
S1 0.7930 0.7967

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

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