CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 0.8103 0.8170 0.0067 0.8% 0.8050
High 0.8146 0.8170 0.0024 0.3% 0.8146
Low 0.8103 0.8059 -0.0044 -0.5% 0.7920
Close 0.8159 0.8087 -0.0072 -0.9% 0.8159
Range 0.0043 0.0111 0.0068 158.1% 0.0226
ATR 0.0078 0.0080 0.0002 3.0% 0.0000
Volume 41 18 -23 -56.1% 180
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8438 0.8374 0.8148
R3 0.8327 0.8263 0.8118
R2 0.8216 0.8216 0.8107
R1 0.8152 0.8152 0.8097 0.8129
PP 0.8105 0.8105 0.8105 0.8094
S1 0.8041 0.8041 0.8077 0.8018
S2 0.7994 0.7994 0.8067
S3 0.7883 0.7930 0.8056
S4 0.7772 0.7819 0.8026
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 0.8170 0.7920 0.0250 3.1% 0.0054 0.7% 67% True False 38
10 0.8220 0.7920 0.0300 3.7% 0.0045 0.6% 56% False False 24
20 0.8220 0.7786 0.0434 5.4% 0.0050 0.6% 69% False False 33
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 0.0001
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8642
2.618 0.8461
1.618 0.8350
1.000 0.8281
0.618 0.8239
HIGH 0.8170
0.618 0.8128
0.500 0.8115
0.382 0.8101
LOW 0.8059
0.618 0.7990
1.000 0.7948
1.618 0.7879
2.618 0.7768
4.250 0.7587
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 0.8115 0.8115
PP 0.8105 0.8105
S1 0.8096 0.8096

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

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