CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 0.8297 0.8379 0.0082 1.0% 0.8170
High 0.8336 0.8379 0.0043 0.5% 0.8194
Low 0.8297 0.8337 0.0040 0.5% 0.8059
Close 0.8313 0.8289 -0.0024 -0.3% 0.8170
Range 0.0039 0.0042 0.0003 7.7% 0.0135
ATR 0.0074 0.0073 -0.0001 -0.7% 0.0000
Volume 15 27 12 80.0% 96
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8461 0.8417 0.8312
R3 0.8419 0.8375 0.8301
R2 0.8377 0.8377 0.8297
R1 0.8333 0.8333 0.8293 0.8334
PP 0.8335 0.8335 0.8335 0.8336
S1 0.8291 0.8291 0.8285 0.8292
S2 0.8293 0.8293 0.8281
S3 0.8251 0.8249 0.8277
S4 0.8209 0.8207 0.8266
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 0.8379 0.8173 0.0206 2.5% 0.0050 0.6% 56% True False 25
10 0.8379 0.8059 0.0320 3.9% 0.0046 0.6% 72% True False 28
20 0.8379 0.7920 0.0459 5.5% 0.0040 0.5% 80% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8558
2.618 0.8489
1.618 0.8447
1.000 0.8421
0.618 0.8405
HIGH 0.8379
0.618 0.8363
0.500 0.8358
0.382 0.8353
LOW 0.8337
0.618 0.8311
1.000 0.8295
1.618 0.8269
2.618 0.8227
4.250 0.8159
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 0.8358 0.8290
PP 0.8335 0.8289
S1 0.8312 0.8289

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

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