CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 0.8271 0.8225 -0.0046 -0.6% 0.8112
High 0.8285 0.8329 0.0044 0.5% 0.8200
Low 0.8242 0.8225 -0.0017 -0.2% 0.8056
Close 0.8259 0.8301 0.0042 0.5% 0.8159
Range 0.0043 0.0104 0.0061 141.9% 0.0144
ATR 0.0088 0.0089 0.0001 1.3% 0.0000
Volume 58 155 97 167.2% 174
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8597 0.8553 0.8358
R3 0.8493 0.8449 0.8330
R2 0.8389 0.8389 0.8320
R1 0.8345 0.8345 0.8311 0.8367
PP 0.8285 0.8285 0.8285 0.8296
S1 0.8241 0.8241 0.8291 0.8263
S2 0.8181 0.8181 0.8282
S3 0.8077 0.8137 0.8272
S4 0.7973 0.8033 0.8244
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 0.8329 0.8086 0.0243 2.9% 0.0069 0.8% 88% True False 59
10 0.8329 0.7900 0.0429 5.2% 0.0068 0.8% 93% True False 64
20 0.8329 0.7875 0.0454 5.5% 0.0080 1.0% 94% True False 61
40 0.8329 0.7700 0.0629 7.6% 0.0064 0.8% 96% True False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8771
2.618 0.8601
1.618 0.8497
1.000 0.8433
0.618 0.8393
HIGH 0.8329
0.618 0.8289
0.500 0.8277
0.382 0.8265
LOW 0.8225
0.618 0.8161
1.000 0.8121
1.618 0.8057
2.618 0.7953
4.250 0.7783
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 0.8293 0.8283
PP 0.8285 0.8264
S1 0.8277 0.8246

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

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