CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 0.8237 0.8252 0.0015 0.2% 0.8150
High 0.8300 0.8282 -0.0018 -0.2% 0.8300
Low 0.8236 0.8239 0.0003 0.0% 0.8025
Close 0.8302 0.8220 -0.0082 -1.0% 0.8302
Range 0.0064 0.0043 -0.0021 -32.8% 0.0275
ATR 0.0079 0.0078 -0.0001 -1.5% 0.0000
Volume 72 32 -40 -55.6% 310
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8376 0.8341 0.8244
R3 0.8333 0.8298 0.8232
R2 0.8290 0.8290 0.8228
R1 0.8255 0.8255 0.8224 0.8251
PP 0.8247 0.8247 0.8247 0.8245
S1 0.8212 0.8212 0.8216 0.8208
S2 0.8204 0.8204 0.8212
S3 0.8161 0.8169 0.8208
S4 0.8118 0.8126 0.8196
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.9034 0.8943 0.8453
R3 0.8759 0.8668 0.8378
R2 0.8484 0.8484 0.8352
R1 0.8393 0.8393 0.8327 0.8439
PP 0.8209 0.8209 0.8209 0.8232
S1 0.8118 0.8118 0.8277 0.8164
S2 0.7934 0.7934 0.8252
S3 0.7659 0.7843 0.8226
S4 0.7384 0.7568 0.8151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8025 0.0275 3.3% 0.0066 0.8% 71% False False 64
10 0.8379 0.8025 0.0354 4.3% 0.0058 0.7% 55% False False 45
20 0.8379 0.7920 0.0459 5.6% 0.0052 0.6% 65% False False 38
40 0.8379 0.7725 0.0654 8.0% 0.0050 0.6% 76% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8465
2.618 0.8395
1.618 0.8352
1.000 0.8325
0.618 0.8309
HIGH 0.8282
0.618 0.8266
0.500 0.8261
0.382 0.8255
LOW 0.8239
0.618 0.8212
1.000 0.8196
1.618 0.8169
2.618 0.8126
4.250 0.8056
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 0.8261 0.8219
PP 0.8247 0.8218
S1 0.8234 0.8217

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

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