CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 0.8103 0.8194 0.0091 1.1% 0.8050
High 0.8125 0.8194 0.0069 0.8% 0.8146
Low 0.8103 0.8178 0.0075 0.9% 0.7920
Close 0.8103 0.8170 0.0067 0.8% 0.8159
Range 0.0022 0.0016 -0.0006 -27.3% 0.0226
ATR 0.0072 0.0074 0.0001 1.9% 0.0000
Volume 1 10 9 900.0% 180
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8229 0.8215 0.8179
R3 0.8213 0.8199 0.8174
R2 0.8197 0.8197 0.8173
R1 0.8183 0.8183 0.8171 0.8182
PP 0.8181 0.8181 0.8181 0.8180
S1 0.8167 0.8167 0.8169 0.8166
S2 0.8165 0.8165 0.8167
S3 0.8149 0.8151 0.8166
S4 0.8133 0.8135 0.8161
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 0.8194 0.8059 0.0135 1.7% 0.0038 0.5% 82% True False 27
10 0.8194 0.7920 0.0274 3.4% 0.0042 0.5% 91% True False 27
20 0.8220 0.7840 0.0380 4.7% 0.0042 0.5% 87% 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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8262
2.618 0.8236
1.618 0.8220
1.000 0.8210
0.618 0.8204
HIGH 0.8194
0.618 0.8188
0.500 0.8186
0.382 0.8184
LOW 0.8178
0.618 0.8168
1.000 0.8162
1.618 0.8152
2.618 0.8136
4.250 0.8110
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 0.8186 0.8163
PP 0.8181 0.8156
S1 0.8175 0.8149

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

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