CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 0.8199 0.8200 0.0001 0.0% 0.8170
High 0.8228 0.8298 0.0070 0.9% 0.8194
Low 0.8173 0.8200 0.0027 0.3% 0.8059
Close 0.8227 0.8271 0.0044 0.5% 0.8170
Range 0.0055 0.0098 0.0043 78.2% 0.0135
ATR 0.0072 0.0074 0.0002 2.5% 0.0000
Volume 41 34 -7 -17.1% 96
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8550 0.8509 0.8325
R3 0.8452 0.8411 0.8298
R2 0.8354 0.8354 0.8289
R1 0.8313 0.8313 0.8280 0.8334
PP 0.8256 0.8256 0.8256 0.8267
S1 0.8215 0.8215 0.8262 0.8236
S2 0.8158 0.8158 0.8253
S3 0.8060 0.8117 0.8244
S4 0.7962 0.8019 0.8217
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 0.8298 0.8103 0.0195 2.4% 0.0038 0.5% 86% True False 30
10 0.8298 0.7920 0.0378 4.6% 0.0046 0.6% 93% True False 34
20 0.8298 0.7886 0.0412 5.0% 0.0043 0.5% 93% True False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8715
2.618 0.8555
1.618 0.8457
1.000 0.8396
0.618 0.8359
HIGH 0.8298
0.618 0.8261
0.500 0.8249
0.382 0.8237
LOW 0.8200
0.618 0.8139
1.000 0.8102
1.618 0.8041
2.618 0.7943
4.250 0.7784
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 0.8264 0.8259
PP 0.8256 0.8247
S1 0.8249 0.8236

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

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