CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 0.7828 0.7740 -0.0088 -1.1% 0.7850
High 0.7832 0.7741 -0.0091 -1.2% 0.7858
Low 0.7828 0.7700 -0.0128 -1.6% 0.7743
Close 0.7791 0.7752 -0.0039 -0.5% 0.7791
Range 0.0004 0.0041 0.0037 925.0% 0.0115
ATR 0.0089 0.0089 0.0000 0.2% 0.0000
Volume 12 14 2 16.7% 605
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7854 0.7844 0.7775
R3 0.7813 0.7803 0.7763
R2 0.7772 0.7772 0.7760
R1 0.7762 0.7762 0.7756 0.7767
PP 0.7731 0.7731 0.7731 0.7734
S1 0.7721 0.7721 0.7748 0.7726
S2 0.7690 0.7690 0.7744
S3 0.7649 0.7680 0.7741
S4 0.7608 0.7639 0.7729
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8142 0.8082 0.7854
R3 0.8027 0.7967 0.7823
R2 0.7912 0.7912 0.7812
R1 0.7852 0.7852 0.7802 0.7825
PP 0.7797 0.7797 0.7797 0.7784
S1 0.7737 0.7737 0.7780 0.7710
S2 0.7682 0.7682 0.7770
S3 0.7567 0.7622 0.7759
S4 0.7452 0.7507 0.7728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7858 0.7700 0.0158 2.0% 0.0035 0.5% 33% False True 105
10 0.8048 0.7700 0.0348 4.5% 0.0037 0.5% 15% False True 63
20 0.8232 0.7700 0.0532 6.9% 0.0039 0.5% 10% False True 51
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7848
1.618 0.7807
1.000 0.7782
0.618 0.7766
HIGH 0.7741
0.618 0.7725
0.500 0.7721
0.382 0.7716
LOW 0.7700
0.618 0.7675
1.000 0.7659
1.618 0.7634
2.618 0.7593
4.250 0.7526
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 0.7742 0.7766
PP 0.7731 0.7761
S1 0.7721 0.7757

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

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