CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 0.8225 0.8339 0.0114 1.4% 0.8112
High 0.8329 0.8394 0.0065 0.8% 0.8200
Low 0.8225 0.8251 0.0026 0.3% 0.8056
Close 0.8301 0.8278 -0.0023 -0.3% 0.8159
Range 0.0104 0.0143 0.0039 37.5% 0.0144
ATR 0.0089 0.0093 0.0004 4.4% 0.0000
Volume 155 148 -7 -4.5% 174
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8737 0.8650 0.8357
R3 0.8594 0.8507 0.8317
R2 0.8451 0.8451 0.8304
R1 0.8364 0.8364 0.8291 0.8336
PP 0.8308 0.8308 0.8308 0.8294
S1 0.8221 0.8221 0.8265 0.8193
S2 0.8165 0.8165 0.8252
S3 0.8022 0.8078 0.8239
S4 0.7879 0.7935 0.8199
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 0.8394 0.8112 0.0282 3.4% 0.0088 1.1% 59% True False 82
10 0.8394 0.8031 0.0363 4.4% 0.0077 0.9% 68% True False 74
20 0.8394 0.7900 0.0494 6.0% 0.0078 0.9% 77% True False 66
40 0.8394 0.7700 0.0694 8.4% 0.0066 0.8% 83% True False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9002
2.618 0.8768
1.618 0.8625
1.000 0.8537
0.618 0.8482
HIGH 0.8394
0.618 0.8339
0.500 0.8323
0.382 0.8306
LOW 0.8251
0.618 0.8163
1.000 0.8108
1.618 0.8020
2.618 0.7877
4.250 0.7643
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 0.8323 0.8310
PP 0.8308 0.8299
S1 0.8293 0.8289

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

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