CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 0.8252 0.8190 -0.0062 -0.8% 0.8150
High 0.8282 0.8190 -0.0092 -1.1% 0.8300
Low 0.8239 0.8179 -0.0060 -0.7% 0.8025
Close 0.8220 0.8225 0.0005 0.1% 0.8302
Range 0.0043 0.0011 -0.0032 -74.4% 0.0275
ATR 0.0078 0.0075 -0.0003 -3.4% 0.0000
Volume 32 19 -13 -40.6% 310
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8231 0.8239 0.8231
R3 0.8220 0.8228 0.8228
R2 0.8209 0.8209 0.8227
R1 0.8217 0.8217 0.8226 0.8213
PP 0.8198 0.8198 0.8198 0.8196
S1 0.8206 0.8206 0.8224 0.8202
S2 0.8187 0.8187 0.8223
S3 0.8176 0.8195 0.8222
S4 0.8165 0.8184 0.8219
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 0.8066 0.0234 2.8% 0.0046 0.6% 68% False False 62
10 0.8379 0.8025 0.0354 4.3% 0.0049 0.6% 56% False False 44
20 0.8379 0.7920 0.0459 5.6% 0.0048 0.6% 66% False False 39
40 0.8379 0.7725 0.0654 8.0% 0.0048 0.6% 76% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0010
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8237
2.618 0.8219
1.618 0.8208
1.000 0.8201
0.618 0.8197
HIGH 0.8190
0.618 0.8186
0.500 0.8185
0.382 0.8183
LOW 0.8179
0.618 0.8172
1.000 0.8168
1.618 0.8161
2.618 0.8150
4.250 0.8132
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 0.8212 0.8240
PP 0.8198 0.8235
S1 0.8185 0.8230

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

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