CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 0.8100 0.8141 0.0041 0.5% 0.8199
High 0.8129 0.8185 0.0056 0.7% 0.8379
Low 0.8066 0.8134 0.0068 0.8% 0.8173
Close 0.8120 0.8189 0.0069 0.8% 0.8259
Range 0.0063 0.0051 -0.0012 -19.0% 0.0206
ATR 0.0078 0.0077 -0.0001 -1.2% 0.0000
Volume 138 50 -88 -63.8% 155
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8322 0.8307 0.8217
R3 0.8271 0.8256 0.8203
R2 0.8220 0.8220 0.8198
R1 0.8205 0.8205 0.8194 0.8213
PP 0.8169 0.8169 0.8169 0.8173
S1 0.8154 0.8154 0.8184 0.8162
S2 0.8118 0.8118 0.8180
S3 0.8067 0.8103 0.8175
S4 0.8016 0.8052 0.8161
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 0.8271 0.8025 0.0246 3.0% 0.0058 0.7% 67% False False 55
10 0.8379 0.8025 0.0354 4.3% 0.0054 0.7% 46% False False 40
20 0.8379 0.7920 0.0459 5.6% 0.0047 0.6% 59% False False 34
40 0.8379 0.7725 0.0654 8.0% 0.0049 0.6% 71% False False 38
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8319
1.618 0.8268
1.000 0.8236
0.618 0.8217
HIGH 0.8185
0.618 0.8166
0.500 0.8160
0.382 0.8153
LOW 0.8134
0.618 0.8102
1.000 0.8083
1.618 0.8051
2.618 0.8000
4.250 0.7917
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 0.8179 0.8161
PP 0.8169 0.8133
S1 0.8160 0.8105

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

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