CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 0.8101 0.8103 0.0002 0.0% 0.8050
High 0.8109 0.8146 0.0037 0.5% 0.8146
Low 0.8072 0.8103 0.0031 0.4% 0.7920
Close 0.8084 0.8159 0.0075 0.9% 0.8159
Range 0.0037 0.0043 0.0006 16.2% 0.0226
ATR 0.0079 0.0078 -0.0001 -1.6% 0.0000
Volume 35 41 6 17.1% 180
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8265 0.8255 0.8183
R3 0.8222 0.8212 0.8171
R2 0.8179 0.8179 0.8167
R1 0.8169 0.8169 0.8163 0.8174
PP 0.8136 0.8136 0.8136 0.8139
S1 0.8126 0.8126 0.8155 0.8131
S2 0.8093 0.8093 0.8151
S3 0.8050 0.8083 0.8147
S4 0.8007 0.8040 0.8135
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8753 0.8682 0.8283
R3 0.8527 0.8456 0.8221
R2 0.8301 0.8301 0.8200
R1 0.8230 0.8230 0.8180 0.8266
PP 0.8075 0.8075 0.8075 0.8093
S1 0.8004 0.8004 0.8138 0.8040
S2 0.7849 0.7849 0.8118
S3 0.7623 0.7778 0.8097
S4 0.7397 0.7552 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8146 0.7920 0.0226 2.8% 0.0054 0.7% 106% True False 36
10 0.8220 0.7920 0.0300 3.7% 0.0036 0.4% 80% False False 25
20 0.8220 0.7725 0.0495 6.1% 0.0047 0.6% 88% False False 35
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8329
2.618 0.8259
1.618 0.8216
1.000 0.8189
0.618 0.8173
HIGH 0.8146
0.618 0.8130
0.500 0.8125
0.382 0.8119
LOW 0.8103
0.618 0.8076
1.000 0.8060
1.618 0.8033
2.618 0.7990
4.250 0.7920
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 0.8148 0.8117
PP 0.8136 0.8075
S1 0.8125 0.8033

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

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