CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 0.8194 0.8199 0.0005 0.1% 0.8170
High 0.8194 0.8228 0.0034 0.4% 0.8194
Low 0.8178 0.8173 -0.0005 -0.1% 0.8059
Close 0.8170 0.8227 0.0057 0.7% 0.8170
Range 0.0016 0.0055 0.0039 243.8% 0.0135
ATR 0.0074 0.0072 -0.0001 -1.5% 0.0000
Volume 10 41 31 310.0% 96
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8374 0.8356 0.8257
R3 0.8319 0.8301 0.8242
R2 0.8264 0.8264 0.8237
R1 0.8246 0.8246 0.8232 0.8255
PP 0.8209 0.8209 0.8209 0.8214
S1 0.8191 0.8191 0.8222 0.8200
S2 0.8154 0.8154 0.8217
S3 0.8099 0.8136 0.8212
S4 0.8044 0.8081 0.8197
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8546 0.8493 0.8244
R3 0.8411 0.8358 0.8207
R2 0.8276 0.8276 0.8195
R1 0.8223 0.8223 0.8182 0.8238
PP 0.8141 0.8141 0.8141 0.8148
S1 0.8088 0.8088 0.8158 0.8103
S2 0.8006 0.8006 0.8145
S3 0.7871 0.7953 0.8133
S4 0.7736 0.7818 0.8096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8228 0.8059 0.0169 2.1% 0.0041 0.5% 99% True False 27
10 0.8228 0.7920 0.0308 3.7% 0.0047 0.6% 100% True False 31
20 0.8228 0.7886 0.0342 4.2% 0.0040 0.5% 100% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8462
2.618 0.8372
1.618 0.8317
1.000 0.8283
0.618 0.8262
HIGH 0.8228
0.618 0.8207
0.500 0.8201
0.382 0.8194
LOW 0.8173
0.618 0.8139
1.000 0.8118
1.618 0.8084
2.618 0.8029
4.250 0.7939
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 0.8218 0.8207
PP 0.8209 0.8186
S1 0.8201 0.8166

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

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