CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 0.8177 0.8245 0.0068 0.8% 0.8229
High 0.8288 0.8285 -0.0003 0.0% 0.8288
Low 0.8177 0.8200 0.0023 0.3% 0.8000
Close 0.8291 0.8210 -0.0081 -1.0% 0.8291
Range 0.0111 0.0085 -0.0026 -23.4% 0.0288
ATR 0.0097 0.0097 0.0000 -0.4% 0.0000
Volume 98 433 335 341.8% 972
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8487 0.8433 0.8257
R3 0.8402 0.8348 0.8233
R2 0.8317 0.8317 0.8226
R1 0.8263 0.8263 0.8218 0.8248
PP 0.8232 0.8232 0.8232 0.8224
S1 0.8178 0.8178 0.8202 0.8163
S2 0.8147 0.8147 0.8194
S3 0.8062 0.8093 0.8187
S4 0.7977 0.8008 0.8163
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% 0.0099 1.2% 73% False False 270
10 0.8394 0.8000 0.0394 4.8% 0.0098 1.2% 53% False False 184
20 0.8394 0.7900 0.0494 6.0% 0.0086 1.0% 63% False False 120
40 0.8394 0.7700 0.0694 8.5% 0.0077 0.9% 73% False False 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8646
2.618 0.8508
1.618 0.8423
1.000 0.8370
0.618 0.8338
HIGH 0.8285
0.618 0.8253
0.500 0.8243
0.382 0.8232
LOW 0.8200
0.618 0.8147
1.000 0.8115
1.618 0.8062
2.618 0.7977
4.250 0.7839
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 0.8243 0.8204
PP 0.8232 0.8197
S1 0.8221 0.8191

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

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