CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 0.8200 0.8297 0.0097 1.2% 0.8170
High 0.8298 0.8336 0.0038 0.5% 0.8194
Low 0.8200 0.8297 0.0097 1.2% 0.8059
Close 0.8271 0.8313 0.0042 0.5% 0.8170
Range 0.0098 0.0039 -0.0059 -60.2% 0.0135
ATR 0.0074 0.0074 -0.0001 -0.9% 0.0000
Volume 34 15 -19 -55.9% 96
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8432 0.8412 0.8334
R3 0.8393 0.8373 0.8324
R2 0.8354 0.8354 0.8320
R1 0.8334 0.8334 0.8317 0.8344
PP 0.8315 0.8315 0.8315 0.8321
S1 0.8295 0.8295 0.8309 0.8305
S2 0.8276 0.8276 0.8306
S3 0.8237 0.8256 0.8302
S4 0.8198 0.8217 0.8292
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 0.8336 0.8103 0.0233 2.8% 0.0046 0.6% 90% True False 20
10 0.8336 0.7920 0.0416 5.0% 0.0046 0.6% 94% True False 27
20 0.8336 0.7893 0.0443 5.3% 0.0044 0.5% 95% True False 25
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8502
2.618 0.8438
1.618 0.8399
1.000 0.8375
0.618 0.8360
HIGH 0.8336
0.618 0.8321
0.500 0.8317
0.382 0.8312
LOW 0.8297
0.618 0.8273
1.000 0.8258
1.618 0.8234
2.618 0.8195
4.250 0.8131
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 0.8317 0.8294
PP 0.8315 0.8274
S1 0.8314 0.8255

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

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