CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 0.7740 0.7886 0.0146 1.9% 0.7850
High 0.7741 0.7886 0.0145 1.9% 0.7858
Low 0.7700 0.7803 0.0103 1.3% 0.7743
Close 0.7752 0.7797 0.0045 0.6% 0.7791
Range 0.0041 0.0083 0.0042 102.4% 0.0115
ATR 0.0089 0.0092 0.0003 3.6% 0.0000
Volume 14 64 50 357.1% 605
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8078 0.8020 0.7843
R3 0.7995 0.7937 0.7820
R2 0.7912 0.7912 0.7812
R1 0.7854 0.7854 0.7805 0.7842
PP 0.7829 0.7829 0.7829 0.7822
S1 0.7771 0.7771 0.7789 0.7759
S2 0.7746 0.7746 0.7782
S3 0.7663 0.7688 0.7774
S4 0.7580 0.7605 0.7751
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 0.7886 0.7700 0.0186 2.4% 0.0042 0.5% 52% True False 58
10 0.8046 0.7700 0.0346 4.4% 0.0039 0.5% 28% False False 70
20 0.8126 0.7700 0.0426 5.5% 0.0043 0.5% 23% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8103
1.618 0.8020
1.000 0.7969
0.618 0.7937
HIGH 0.7886
0.618 0.7854
0.500 0.7845
0.382 0.7835
LOW 0.7803
0.618 0.7752
1.000 0.7720
1.618 0.7669
2.618 0.7586
4.250 0.7450
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 0.7845 0.7796
PP 0.7829 0.7794
S1 0.7813 0.7793

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

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