CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 0.8101 0.8177 0.0076 0.9% 0.8229
High 0.8185 0.8288 0.0103 1.3% 0.8288
Low 0.8094 0.8177 0.0083 1.0% 0.8000
Close 0.8176 0.8291 0.0115 1.4% 0.8291
Range 0.0091 0.0111 0.0020 22.0% 0.0288
ATR 0.0096 0.0097 0.0001 1.2% 0.0000
Volume 323 98 -225 -69.7% 972
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8585 0.8549 0.8352
R3 0.8474 0.8438 0.8322
R2 0.8363 0.8363 0.8311
R1 0.8327 0.8327 0.8301 0.8345
PP 0.8252 0.8252 0.8252 0.8261
S1 0.8216 0.8216 0.8281 0.8234
S2 0.8141 0.8141 0.8271
S3 0.8030 0.8105 0.8260
S4 0.7919 0.7994 0.8230
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.9057 0.8962 0.8449
R3 0.8769 0.8674 0.8370
R2 0.8481 0.8481 0.8344
R1 0.8386 0.8386 0.8317 0.8434
PP 0.8193 0.8193 0.8193 0.8217
S1 0.8098 0.8098 0.8265 0.8146
S2 0.7905 0.7905 0.8238
S3 0.7617 0.7810 0.8212
S4 0.7329 0.7522 0.8133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8288 0.8000 0.0288 3.5% 0.0111 1.3% 101% True False 194
10 0.8394 0.8000 0.0394 4.8% 0.0096 1.2% 74% False False 144
20 0.8394 0.7900 0.0494 6.0% 0.0084 1.0% 79% False False 100
40 0.8394 0.7700 0.0694 8.4% 0.0076 0.9% 85% False False 89
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8760
2.618 0.8579
1.618 0.8468
1.000 0.8399
0.618 0.8357
HIGH 0.8288
0.618 0.8246
0.500 0.8233
0.382 0.8219
LOW 0.8177
0.618 0.8108
1.000 0.8066
1.618 0.7997
2.618 0.7886
4.250 0.7705
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 0.8272 0.8248
PP 0.8252 0.8205
S1 0.8233 0.8162

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

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