CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 0.8250 0.8150 -0.0100 -1.2% 0.8199
High 0.8271 0.8150 -0.0121 -1.5% 0.8379
Low 0.8249 0.8105 -0.0144 -1.7% 0.8173
Close 0.8259 0.8104 -0.0155 -1.9% 0.8259
Range 0.0022 0.0045 0.0023 104.5% 0.0206
ATR 0.0071 0.0077 0.0006 8.4% 0.0000
Volume 38 21 -17 -44.7% 155
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8255 0.8224 0.8129
R3 0.8210 0.8179 0.8116
R2 0.8165 0.8165 0.8112
R1 0.8134 0.8134 0.8108 0.8127
PP 0.8120 0.8120 0.8120 0.8116
S1 0.8089 0.8089 0.8100 0.8082
S2 0.8075 0.8075 0.8096
S3 0.8030 0.8044 0.8092
S4 0.7985 0.7999 0.8079
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 0.8105 0.0274 3.4% 0.0049 0.6% 0% False True 27
10 0.8379 0.8059 0.0320 3.9% 0.0045 0.6% 14% False False 27
20 0.8379 0.7920 0.0459 5.7% 0.0041 0.5% 40% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8341
2.618 0.8268
1.618 0.8223
1.000 0.8195
0.618 0.8178
HIGH 0.8150
0.618 0.8133
0.500 0.8128
0.382 0.8122
LOW 0.8105
0.618 0.8077
1.000 0.8060
1.618 0.8032
2.618 0.7987
4.250 0.7914
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 0.8128 0.8242
PP 0.8120 0.8196
S1 0.8112 0.8150

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

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