CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 0.7910 0.7910 0.0000 0.0% 0.7740
High 0.7937 0.7924 -0.0013 -0.2% 0.7937
Low 0.7875 0.7875 0.0000 0.0% 0.7700
Close 0.7870 0.7906 0.0036 0.5% 0.7870
Range 0.0062 0.0049 -0.0013 -21.0% 0.0237
ATR 0.0090 0.0088 -0.0003 -2.9% 0.0000
Volume 247 53 -194 -78.5% 447
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8049 0.8026 0.7933
R3 0.8000 0.7977 0.7919
R2 0.7951 0.7951 0.7915
R1 0.7928 0.7928 0.7910 0.7915
PP 0.7902 0.7902 0.7902 0.7895
S1 0.7879 0.7879 0.7902 0.7866
S2 0.7853 0.7853 0.7897
S3 0.7804 0.7830 0.7893
S4 0.7755 0.7781 0.7879
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 0.7762 0.0175 2.2% 0.0070 0.9% 82% False False 97
10 0.7937 0.7700 0.0237 3.0% 0.0053 0.7% 87% False False 101
20 0.8048 0.7700 0.0348 4.4% 0.0050 0.6% 59% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.8052
1.618 0.8003
1.000 0.7973
0.618 0.7954
HIGH 0.7924
0.618 0.7905
0.500 0.7900
0.382 0.7894
LOW 0.7875
0.618 0.7845
1.000 0.7826
1.618 0.7796
2.618 0.7747
4.250 0.7667
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 0.7904 0.7887
PP 0.7902 0.7868
S1 0.7900 0.7850

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

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