CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 0.8305 0.8400 0.0095 1.1% 0.8150
High 0.8354 0.8430 0.0076 0.9% 0.8300
Low 0.8305 0.8397 0.0092 1.1% 0.8025
Close 0.8351 0.8401 0.0050 0.6% 0.8302
Range 0.0049 0.0033 -0.0016 -32.7% 0.0275
ATR 0.0079 0.0079 0.0000 0.0% 0.0000
Volume 30 14 -16 -53.3% 310
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8508 0.8488 0.8419
R3 0.8475 0.8455 0.8410
R2 0.8442 0.8442 0.8407
R1 0.8422 0.8422 0.8404 0.8432
PP 0.8409 0.8409 0.8409 0.8415
S1 0.8389 0.8389 0.8398 0.8399
S2 0.8376 0.8376 0.8395
S3 0.8343 0.8356 0.8392
S4 0.8310 0.8323 0.8383
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 0.8430 0.8179 0.0251 3.0% 0.0040 0.5% 88% True False 33
10 0.8430 0.8025 0.0405 4.8% 0.0049 0.6% 93% True False 44
20 0.8430 0.8025 0.0405 4.8% 0.0048 0.6% 93% True False 36
40 0.8430 0.7725 0.0705 8.4% 0.0047 0.6% 96% True False 34
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8570
2.618 0.8516
1.618 0.8483
1.000 0.8463
0.618 0.8450
HIGH 0.8430
0.618 0.8417
0.500 0.8414
0.382 0.8410
LOW 0.8397
0.618 0.8377
1.000 0.8364
1.618 0.8344
2.618 0.8311
4.250 0.8257
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 0.8414 0.8369
PP 0.8409 0.8337
S1 0.8405 0.8305

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

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