CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 0.8300 0.8378 0.0078 0.9% 0.8229
High 0.8342 0.8426 0.0084 1.0% 0.8288
Low 0.8296 0.8357 0.0061 0.7% 0.8000
Close 0.8342 0.8392 0.0050 0.6% 0.8291
Range 0.0046 0.0069 0.0023 50.0% 0.0288
ATR 0.0096 0.0095 -0.0001 -0.9% 0.0000
Volume 72 55 -17 -23.6% 972
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8599 0.8564 0.8430
R3 0.8530 0.8495 0.8411
R2 0.8461 0.8461 0.8405
R1 0.8426 0.8426 0.8398 0.8444
PP 0.8392 0.8392 0.8392 0.8400
S1 0.8357 0.8357 0.8386 0.8375
S2 0.8323 0.8323 0.8379
S3 0.8254 0.8288 0.8373
S4 0.8185 0.8219 0.8354
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 0.8426 0.8175 0.0251 3.0% 0.0072 0.9% 86% True False 141
10 0.8426 0.8000 0.0426 5.1% 0.0086 1.0% 92% True False 165
20 0.8426 0.8000 0.0426 5.1% 0.0081 1.0% 92% True False 120
40 0.8426 0.7700 0.0726 8.7% 0.0077 0.9% 95% True 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 0.8719
2.618 0.8607
1.618 0.8538
1.000 0.8495
0.618 0.8469
HIGH 0.8426
0.618 0.8400
0.500 0.8392
0.382 0.8383
LOW 0.8357
0.618 0.8314
1.000 0.8288
1.618 0.8245
2.618 0.8176
4.250 0.8064
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 0.8392 0.8362
PP 0.8392 0.8331
S1 0.8392 0.8301

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

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