CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 0.8378 0.8431 0.0053 0.6% 0.8245
High 0.8426 0.8452 0.0026 0.3% 0.8452
Low 0.8357 0.8375 0.0018 0.2% 0.8175
Close 0.8392 0.8459 0.0067 0.8% 0.8459
Range 0.0069 0.0077 0.0008 11.6% 0.0277
ATR 0.0095 0.0094 -0.0001 -1.3% 0.0000
Volume 55 264 209 380.0% 872
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.8660 0.8636 0.8501
R3 0.8583 0.8559 0.8480
R2 0.8506 0.8506 0.8473
R1 0.8482 0.8482 0.8466 0.8494
PP 0.8429 0.8429 0.8429 0.8435
S1 0.8405 0.8405 0.8452 0.8417
S2 0.8352 0.8352 0.8445
S3 0.8275 0.8328 0.8438
S4 0.8198 0.8251 0.8417
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.9193 0.9103 0.8611
R3 0.8916 0.8826 0.8535
R2 0.8639 0.8639 0.8510
R1 0.8549 0.8549 0.8484 0.8594
PP 0.8362 0.8362 0.8362 0.8385
S1 0.8272 0.8272 0.8434 0.8317
S2 0.8085 0.8085 0.8408
S3 0.7808 0.7995 0.8383
S4 0.7531 0.7718 0.8307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8452 0.8175 0.0277 3.3% 0.0065 0.8% 103% True False 174
10 0.8452 0.8000 0.0452 5.3% 0.0088 1.0% 102% True False 184
20 0.8452 0.8000 0.0452 5.3% 0.0081 1.0% 102% True False 131
40 0.8452 0.7700 0.0752 8.9% 0.0078 0.9% 101% True False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8779
2.618 0.8654
1.618 0.8577
1.000 0.8529
0.618 0.8500
HIGH 0.8452
0.618 0.8423
0.500 0.8414
0.382 0.8404
LOW 0.8375
0.618 0.8327
1.000 0.8298
1.618 0.8250
2.618 0.8173
4.250 0.8048
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 0.8444 0.8431
PP 0.8429 0.8402
S1 0.8414 0.8374

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

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