CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 0.8070 0.8100 0.0030 0.4% 0.8199
High 0.8133 0.8129 -0.0004 0.0% 0.8379
Low 0.8025 0.8066 0.0041 0.5% 0.8173
Close 0.8112 0.8120 0.0008 0.1% 0.8259
Range 0.0108 0.0063 -0.0045 -41.7% 0.0206
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 29 138 109 375.9% 155
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8294 0.8270 0.8155
R3 0.8231 0.8207 0.8137
R2 0.8168 0.8168 0.8132
R1 0.8144 0.8144 0.8126 0.8156
PP 0.8105 0.8105 0.8105 0.8111
S1 0.8081 0.8081 0.8114 0.8093
S2 0.8042 0.8042 0.8108
S3 0.7979 0.8018 0.8103
S4 0.7916 0.7955 0.8085
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 0.8025 0.0354 4.4% 0.0056 0.7% 27% False False 50
10 0.8379 0.8025 0.0354 4.4% 0.0051 0.6% 27% False False 35
20 0.8379 0.7920 0.0459 5.7% 0.0046 0.6% 44% False False 33
40 0.8379 0.7725 0.0654 8.1% 0.0049 0.6% 60% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8397
2.618 0.8294
1.618 0.8231
1.000 0.8192
0.618 0.8168
HIGH 0.8129
0.618 0.8105
0.500 0.8098
0.382 0.8090
LOW 0.8066
0.618 0.8027
1.000 0.8003
1.618 0.7964
2.618 0.7901
4.250 0.7798
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 0.8113 0.8109
PP 0.8105 0.8098
S1 0.8098 0.8088

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

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