CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 0.8190 0.8305 0.0115 1.4% 0.8150
High 0.8190 0.8354 0.0164 2.0% 0.8300
Low 0.8179 0.8305 0.0126 1.5% 0.8025
Close 0.8225 0.8351 0.0126 1.5% 0.8302
Range 0.0011 0.0049 0.0038 345.5% 0.0275
ATR 0.0075 0.0079 0.0004 5.1% 0.0000
Volume 19 30 11 57.9% 310
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8484 0.8466 0.8378
R3 0.8435 0.8417 0.8364
R2 0.8386 0.8386 0.8360
R1 0.8368 0.8368 0.8355 0.8377
PP 0.8337 0.8337 0.8337 0.8341
S1 0.8319 0.8319 0.8347 0.8328
S2 0.8288 0.8288 0.8342
S3 0.8239 0.8270 0.8338
S4 0.8190 0.8221 0.8324
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 0.8354 0.8134 0.0220 2.6% 0.0044 0.5% 99% True False 40
10 0.8379 0.8025 0.0354 4.2% 0.0050 0.6% 92% False False 45
20 0.8379 0.7920 0.0459 5.5% 0.0048 0.6% 94% False False 36
40 0.8379 0.7725 0.0654 7.8% 0.0048 0.6% 96% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8562
2.618 0.8482
1.618 0.8433
1.000 0.8403
0.618 0.8384
HIGH 0.8354
0.618 0.8335
0.500 0.8330
0.382 0.8324
LOW 0.8305
0.618 0.8275
1.000 0.8256
1.618 0.8226
2.618 0.8177
4.250 0.8097
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 0.8344 0.8323
PP 0.8337 0.8295
S1 0.8330 0.8267

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

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