CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 0.8135 0.8080 -0.0055 -0.7% 0.7910
High 0.8205 0.8131 -0.0074 -0.9% 0.8205
Low 0.8091 0.8064 -0.0027 -0.3% 0.7870
Close 0.8096 0.8086 -0.0010 -0.1% 0.8086
Range 0.0114 0.0067 -0.0047 -41.2% 0.0335
ATR 0.0097 0.0095 -0.0002 -2.2% 0.0000
Volume 70 40 -30 -42.9% 232
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8295 0.8257 0.8123
R3 0.8228 0.8190 0.8104
R2 0.8161 0.8161 0.8098
R1 0.8123 0.8123 0.8092 0.8142
PP 0.8094 0.8094 0.8094 0.8103
S1 0.8056 0.8056 0.8080 0.8075
S2 0.8027 0.8027 0.8074
S3 0.7960 0.7989 0.8068
S4 0.7893 0.7922 0.8049
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.9059 0.8907 0.8270
R3 0.8724 0.8572 0.8178
R2 0.8389 0.8389 0.8147
R1 0.8237 0.8237 0.8117 0.8313
PP 0.8054 0.8054 0.8054 0.8092
S1 0.7902 0.7902 0.8055 0.7978
S2 0.7719 0.7719 0.8025
S3 0.7384 0.7567 0.7994
S4 0.7049 0.7232 0.7902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8205 0.7870 0.0335 4.1% 0.0087 1.1% 64% False False 46
10 0.8205 0.7700 0.0505 6.2% 0.0078 1.0% 76% False False 67
20 0.8205 0.7700 0.0505 6.2% 0.0055 0.7% 76% False False 65
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8416
2.618 0.8306
1.618 0.8239
1.000 0.8198
0.618 0.8172
HIGH 0.8131
0.618 0.8105
0.500 0.8098
0.382 0.8090
LOW 0.8064
0.618 0.8023
1.000 0.7997
1.618 0.7956
2.618 0.7889
4.250 0.7779
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 0.8098 0.8071
PP 0.8094 0.8055
S1 0.8090 0.8040

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

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