CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 0.7762 0.7910 0.0148 1.9% 0.7740
High 0.7864 0.7937 0.0073 0.9% 0.7937
Low 0.7762 0.7875 0.0113 1.5% 0.7700
Close 0.7849 0.7870 0.0021 0.3% 0.7870
Range 0.0102 0.0062 -0.0040 -39.2% 0.0237
ATR 0.0090 0.0090 0.0000 -0.2% 0.0000
Volume 102 247 145 142.2% 447
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8080 0.8037 0.7904
R3 0.8018 0.7975 0.7887
R2 0.7956 0.7956 0.7881
R1 0.7913 0.7913 0.7876 0.7904
PP 0.7894 0.7894 0.7894 0.7889
S1 0.7851 0.7851 0.7864 0.7842
S2 0.7832 0.7832 0.7859
S3 0.7770 0.7789 0.7853
S4 0.7708 0.7727 0.7836
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8547 0.8445 0.8000
R3 0.8310 0.8208 0.7935
R2 0.8073 0.8073 0.7913
R1 0.7971 0.7971 0.7892 0.8022
PP 0.7836 0.7836 0.7836 0.7861
S1 0.7734 0.7734 0.7848 0.7785
S2 0.7599 0.7599 0.7827
S3 0.7362 0.7497 0.7805
S4 0.7125 0.7260 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7937 0.7700 0.0237 3.0% 0.0068 0.9% 72% True False 89
10 0.7937 0.7700 0.0237 3.0% 0.0056 0.7% 72% True False 105
20 0.8126 0.7700 0.0426 5.4% 0.0048 0.6% 40% False False 62
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8201
2.618 0.8099
1.618 0.8037
1.000 0.7999
0.618 0.7975
HIGH 0.7937
0.618 0.7913
0.500 0.7906
0.382 0.7899
LOW 0.7875
0.618 0.7837
1.000 0.7813
1.618 0.7775
2.618 0.7713
4.250 0.7612
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 0.7906 0.7863
PP 0.7894 0.7856
S1 0.7882 0.7850

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

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