CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 0.8180 0.8300 0.0120 1.5% 0.8229
High 0.8224 0.8342 0.0118 1.4% 0.8288
Low 0.8175 0.8296 0.0121 1.5% 0.8000
Close 0.8215 0.8342 0.0127 1.5% 0.8291
Range 0.0049 0.0046 -0.0003 -6.1% 0.0288
ATR 0.0093 0.0096 0.0002 2.6% 0.0000
Volume 48 72 24 50.0% 972
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8465 0.8449 0.8367
R3 0.8419 0.8403 0.8355
R2 0.8373 0.8373 0.8350
R1 0.8357 0.8357 0.8346 0.8365
PP 0.8327 0.8327 0.8327 0.8331
S1 0.8311 0.8311 0.8338 0.8319
S2 0.8281 0.8281 0.8334
S3 0.8235 0.8265 0.8329
S4 0.8189 0.8219 0.8317
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 0.8342 0.8094 0.0248 3.0% 0.0076 0.9% 100% True False 194
10 0.8394 0.8000 0.0394 4.7% 0.0093 1.1% 87% False False 175
20 0.8394 0.7900 0.0494 5.9% 0.0081 1.0% 89% False False 119
40 0.8394 0.7700 0.0694 8.3% 0.0076 0.9% 93% False False 93
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 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8538
2.618 0.8462
1.618 0.8416
1.000 0.8388
0.618 0.8370
HIGH 0.8342
0.618 0.8324
0.500 0.8319
0.382 0.8314
LOW 0.8296
0.618 0.8268
1.000 0.8250
1.618 0.8222
2.618 0.8176
4.250 0.8101
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 0.8334 0.8314
PP 0.8327 0.8286
S1 0.8319 0.8259

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

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