CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 0.8163 0.8220 0.0057 0.7% 0.7931
High 0.8163 0.8220 0.0057 0.7% 0.8208
Low 0.8141 0.8185 0.0044 0.5% 0.7886
Close 0.8185 0.8197 0.0012 0.1% 0.8101
Range 0.0022 0.0035 0.0013 59.1% 0.0322
ATR 0.0080 0.0077 -0.0003 -4.0% 0.0000
Volume 28 8 -20 -71.4% 194
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8306 0.8286 0.8216
R3 0.8271 0.8251 0.8207
R2 0.8236 0.8236 0.8203
R1 0.8216 0.8216 0.8200 0.8209
PP 0.8201 0.8201 0.8201 0.8197
S1 0.8181 0.8181 0.8194 0.8174
S2 0.8166 0.8166 0.8191
S3 0.8131 0.8146 0.8187
S4 0.8096 0.8111 0.8178
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 0.8220 0.7893 0.0327 4.0% 0.0045 0.6% 93% True False 21
10 0.8220 0.7786 0.0434 5.3% 0.0052 0.6% 95% True False 40
20 0.8220 0.7725 0.0495 6.0% 0.0052 0.6% 95% True False 42
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8369
2.618 0.8312
1.618 0.8277
1.000 0.8255
0.618 0.8242
HIGH 0.8220
0.618 0.8207
0.500 0.8203
0.382 0.8198
LOW 0.8185
0.618 0.8163
1.000 0.8150
1.618 0.8128
2.618 0.8093
4.250 0.8036
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 0.8203 0.8191
PP 0.8201 0.8185
S1 0.8199 0.8179

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

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