CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 0.8379 0.8250 -0.0129 -1.5% 0.8199
High 0.8379 0.8271 -0.0108 -1.3% 0.8379
Low 0.8337 0.8249 -0.0088 -1.1% 0.8173
Close 0.8289 0.8259 -0.0030 -0.4% 0.8259
Range 0.0042 0.0022 -0.0020 -47.6% 0.0206
ATR 0.0073 0.0071 -0.0002 -3.2% 0.0000
Volume 27 38 11 40.7% 155
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8326 0.8314 0.8271
R3 0.8304 0.8292 0.8265
R2 0.8282 0.8282 0.8263
R1 0.8270 0.8270 0.8261 0.8276
PP 0.8260 0.8260 0.8260 0.8263
S1 0.8248 0.8248 0.8257 0.8254
S2 0.8238 0.8238 0.8255
S3 0.8216 0.8226 0.8253
S4 0.8194 0.8204 0.8247
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8888 0.8780 0.8372
R3 0.8682 0.8574 0.8316
R2 0.8476 0.8476 0.8297
R1 0.8368 0.8368 0.8278 0.8422
PP 0.8270 0.8270 0.8270 0.8298
S1 0.8162 0.8162 0.8240 0.8216
S2 0.8064 0.8064 0.8221
S3 0.7858 0.7956 0.8202
S4 0.7652 0.7750 0.8146
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% 0.0051 0.6% 42% False False 31
10 0.8379 0.8059 0.0320 3.9% 0.0045 0.5% 63% False False 29
20 0.8379 0.7920 0.0459 5.6% 0.0038 0.5% 74% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8365
2.618 0.8329
1.618 0.8307
1.000 0.8293
0.618 0.8285
HIGH 0.8271
0.618 0.8263
0.500 0.8260
0.382 0.8257
LOW 0.8249
0.618 0.8235
1.000 0.8227
1.618 0.8213
2.618 0.8191
4.250 0.8156
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 0.8260 0.8314
PP 0.8260 0.8296
S1 0.8259 0.8277

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

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