CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 0.8400 0.8420 0.0020 0.2% 0.8252
High 0.8430 0.8470 0.0040 0.5% 0.8470
Low 0.8397 0.8420 0.0023 0.3% 0.8179
Close 0.8401 0.8468 0.0067 0.8% 0.8468
Range 0.0033 0.0050 0.0017 51.5% 0.0291
ATR 0.0079 0.0079 -0.0001 -0.9% 0.0000
Volume 14 39 25 178.6% 134
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.8603 0.8585 0.8496
R3 0.8553 0.8535 0.8482
R2 0.8503 0.8503 0.8477
R1 0.8485 0.8485 0.8473 0.8494
PP 0.8453 0.8453 0.8453 0.8457
S1 0.8435 0.8435 0.8463 0.8444
S2 0.8403 0.8403 0.8459
S3 0.8353 0.8385 0.8454
S4 0.8303 0.8335 0.8441
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 0.9245 0.9148 0.8628
R3 0.8954 0.8857 0.8548
R2 0.8663 0.8663 0.8521
R1 0.8566 0.8566 0.8495 0.8615
PP 0.8372 0.8372 0.8372 0.8397
S1 0.8275 0.8275 0.8441 0.8324
S2 0.8081 0.8081 0.8415
S3 0.7790 0.7984 0.8388
S4 0.7499 0.7693 0.8308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8179 0.0291 3.4% 0.0037 0.4% 99% True False 26
10 0.8470 0.8025 0.0445 5.3% 0.0052 0.6% 100% True False 44
20 0.8470 0.8025 0.0445 5.3% 0.0048 0.6% 100% True False 36
40 0.8470 0.7725 0.0745 8.8% 0.0048 0.6% 100% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8683
2.618 0.8601
1.618 0.8551
1.000 0.8520
0.618 0.8501
HIGH 0.8470
0.618 0.8451
0.500 0.8445
0.382 0.8439
LOW 0.8420
0.618 0.8389
1.000 0.8370
1.618 0.8339
2.618 0.8289
4.250 0.8208
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 0.8460 0.8441
PP 0.8453 0.8414
S1 0.8445 0.8388

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

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