CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 0.8180 0.8137 -0.0043 -0.5% 0.7931
High 0.8208 0.8137 -0.0071 -0.9% 0.8208
Low 0.8146 0.8137 -0.0009 -0.1% 0.7886
Close 0.8111 0.8101 -0.0010 -0.1% 0.8101
Range 0.0062 0.0000 -0.0062 -100.0% 0.0322
ATR 0.0086 0.0081 -0.0004 -5.0% 0.0000
Volume 24 30 6 25.0% 194
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8125 0.8113 0.8101
R3 0.8125 0.8113 0.8101
R2 0.8125 0.8125 0.8101
R1 0.8113 0.8113 0.8101 0.8119
PP 0.8125 0.8125 0.8125 0.8128
S1 0.8113 0.8113 0.8101 0.8119
S2 0.8125 0.8125 0.8101
S3 0.8125 0.8113 0.8101
S4 0.8125 0.8113 0.8101
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.9031 0.8888 0.8278
R3 0.8709 0.8566 0.8190
R2 0.8387 0.8387 0.8160
R1 0.8244 0.8244 0.8131 0.8316
PP 0.8065 0.8065 0.8065 0.8101
S1 0.7922 0.7922 0.8071 0.7994
S2 0.7743 0.7743 0.8042
S3 0.7421 0.7600 0.8012
S4 0.7099 0.7278 0.7924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8208 0.7886 0.0322 4.0% 0.0044 0.5% 67% False False 38
10 0.8208 0.7725 0.0483 6.0% 0.0058 0.7% 78% False False 44
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 0.0016
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8137
2.618 0.8137
1.618 0.8137
1.000 0.8137
0.618 0.8137
HIGH 0.8137
0.618 0.8137
0.500 0.8137
0.382 0.8137
LOW 0.8137
0.618 0.8137
1.000 0.8137
1.618 0.8137
2.618 0.8137
4.250 0.8137
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 0.8137 0.8084
PP 0.8125 0.8067
S1 0.8113 0.8051

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

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