CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 0.7873 0.7800 -0.0073 -0.9% 0.7874
High 0.7873 0.7877 0.0004 0.1% 0.7875
Low 0.7835 0.7786 -0.0049 -0.6% 0.7750
Close 0.7810 0.7869 0.0059 0.8% 0.7808
Range 0.0038 0.0091 0.0053 139.5% 0.0125
ATR 0.0000 0.0081 0.0081 0.0000
Volume 28 27 -1 -3.6% 313
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8117 0.8084 0.7919
R3 0.8026 0.7993 0.7894
R2 0.7935 0.7935 0.7886
R1 0.7902 0.7902 0.7877 0.7919
PP 0.7844 0.7844 0.7844 0.7852
S1 0.7811 0.7811 0.7861 0.7828
S2 0.7753 0.7753 0.7852
S3 0.7662 0.7720 0.7844
S4 0.7571 0.7629 0.7819
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8186 0.8122 0.7877
R3 0.8061 0.7997 0.7842
R2 0.7936 0.7936 0.7831
R1 0.7872 0.7872 0.7819 0.7842
PP 0.7811 0.7811 0.7811 0.7796
S1 0.7747 0.7747 0.7797 0.7717
S2 0.7686 0.7686 0.7785
S3 0.7561 0.7622 0.7774
S4 0.7436 0.7497 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7890 0.7725 0.0165 2.1% 0.0057 0.7% 87% False False 30
10 0.7921 0.7725 0.0196 2.5% 0.0057 0.7% 73% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8264
2.618 0.8115
1.618 0.8024
1.000 0.7968
0.618 0.7933
HIGH 0.7877
0.618 0.7842
0.500 0.7832
0.382 0.7821
LOW 0.7786
0.618 0.7730
1.000 0.7695
1.618 0.7639
2.618 0.7548
4.250 0.7399
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 0.7857 0.7859
PP 0.7844 0.7848
S1 0.7832 0.7838

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

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