CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 0.8163 0.8271 0.0108 1.3% 0.8112
High 0.8225 0.8285 0.0060 0.7% 0.8200
Low 0.8163 0.8242 0.0079 1.0% 0.8056
Close 0.8216 0.8259 0.0043 0.5% 0.8159
Range 0.0062 0.0043 -0.0019 -30.6% 0.0144
ATR 0.0089 0.0088 -0.0001 -1.6% 0.0000
Volume 28 58 30 107.1% 174
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8391 0.8368 0.8283
R3 0.8348 0.8325 0.8271
R2 0.8305 0.8305 0.8267
R1 0.8282 0.8282 0.8263 0.8272
PP 0.8262 0.8262 0.8262 0.8257
S1 0.8239 0.8239 0.8255 0.8229
S2 0.8219 0.8219 0.8251
S3 0.8176 0.8196 0.8247
S4 0.8133 0.8153 0.8235
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8570 0.8509 0.8238
R3 0.8426 0.8365 0.8199
R2 0.8282 0.8282 0.8185
R1 0.8221 0.8221 0.8172 0.8252
PP 0.8138 0.8138 0.8138 0.8154
S1 0.8077 0.8077 0.8146 0.8108
S2 0.7994 0.7994 0.8133
S3 0.7850 0.7933 0.8119
S4 0.7706 0.7789 0.8080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8285 0.8056 0.0229 2.8% 0.0061 0.7% 89% True False 40
10 0.8285 0.7900 0.0385 4.7% 0.0064 0.8% 93% True False 58
20 0.8285 0.7870 0.0415 5.0% 0.0076 0.9% 94% True False 55
40 0.8285 0.7700 0.0585 7.1% 0.0063 0.8% 96% True False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8468
2.618 0.8398
1.618 0.8355
1.000 0.8328
0.618 0.8312
HIGH 0.8285
0.618 0.8269
0.500 0.8264
0.382 0.8258
LOW 0.8242
0.618 0.8215
1.000 0.8199
1.618 0.8172
2.618 0.8129
4.250 0.8059
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 0.8264 0.8239
PP 0.8262 0.8219
S1 0.8261 0.8199

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

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