CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 0.7943 0.8031 0.0088 1.1% 0.8128
High 0.7960 0.8118 0.0158 2.0% 0.8227
Low 0.7900 0.8031 0.0131 1.7% 0.8061
Close 0.7960 0.8071 0.0111 1.4% 0.8105
Range 0.0060 0.0087 0.0027 45.0% 0.0166
ATR 0.0093 0.0097 0.0005 5.0% 0.0000
Volume 43 48 5 11.6% 294
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8334 0.8290 0.8119
R3 0.8247 0.8203 0.8095
R2 0.8160 0.8160 0.8087
R1 0.8116 0.8116 0.8079 0.8138
PP 0.8073 0.8073 0.8073 0.8085
S1 0.8029 0.8029 0.8063 0.8051
S2 0.7986 0.7986 0.8055
S3 0.7899 0.7942 0.8047
S4 0.7812 0.7855 0.8023
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 0.8118 0.7900 0.0218 2.7% 0.0078 1.0% 78% True False 51
10 0.8227 0.7900 0.0327 4.1% 0.0078 1.0% 52% False False 56
20 0.8227 0.7700 0.0527 6.5% 0.0074 0.9% 70% False False 61
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8488
2.618 0.8346
1.618 0.8259
1.000 0.8205
0.618 0.8172
HIGH 0.8118
0.618 0.8085
0.500 0.8075
0.382 0.8064
LOW 0.8031
0.618 0.7977
1.000 0.7944
1.618 0.7890
2.618 0.7803
4.250 0.7661
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 0.8075 0.8050
PP 0.8073 0.8030
S1 0.8072 0.8009

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

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