CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 0.7984 0.7920 -0.0064 -0.8% 0.8163
High 0.7984 0.7958 -0.0026 -0.3% 0.8220
Low 0.7942 0.7920 -0.0022 -0.3% 0.8098
Close 0.7966 0.7973 0.0007 0.1% 0.8119
Range 0.0042 0.0038 -0.0004 -9.5% 0.0122
ATR 0.0077 0.0075 -0.0002 -2.9% 0.0000
Volume 86 10 -76 -88.4% 78
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8064 0.8057 0.7994
R3 0.8026 0.8019 0.7983
R2 0.7988 0.7988 0.7980
R1 0.7981 0.7981 0.7976 0.7985
PP 0.7950 0.7950 0.7950 0.7952
S1 0.7943 0.7943 0.7970 0.7947
S2 0.7912 0.7912 0.7966
S3 0.7874 0.7905 0.7963
S4 0.7836 0.7867 0.7952
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8512 0.8437 0.8186
R3 0.8390 0.8315 0.8153
R2 0.8268 0.8268 0.8141
R1 0.8193 0.8193 0.8130 0.8170
PP 0.8146 0.8146 0.8146 0.8134
S1 0.8071 0.8071 0.8108 0.8048
S2 0.8024 0.8024 0.8097
S3 0.7902 0.7949 0.8085
S4 0.7780 0.7827 0.8052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8160 0.7920 0.0240 3.0% 0.0038 0.5% 22% False True 26
10 0.8220 0.7920 0.0300 3.8% 0.0035 0.4% 18% False True 23
20 0.8220 0.7725 0.0495 6.2% 0.0047 0.6% 50% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8120
2.618 0.8057
1.618 0.8019
1.000 0.7996
0.618 0.7981
HIGH 0.7958
0.618 0.7943
0.500 0.7939
0.382 0.7935
LOW 0.7920
0.618 0.7897
1.000 0.7882
1.618 0.7859
2.618 0.7821
4.250 0.7759
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 0.7962 0.7985
PP 0.7950 0.7981
S1 0.7939 0.7977

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

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