CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 0.8080 0.8128 0.0048 0.6% 0.7910
High 0.8131 0.8199 0.0068 0.8% 0.8205
Low 0.8064 0.8108 0.0044 0.5% 0.7870
Close 0.8086 0.8170 0.0084 1.0% 0.8086
Range 0.0067 0.0091 0.0024 35.8% 0.0335
ATR 0.0095 0.0096 0.0001 1.4% 0.0000
Volume 40 77 37 92.5% 232
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8432 0.8392 0.8220
R3 0.8341 0.8301 0.8195
R2 0.8250 0.8250 0.8187
R1 0.8210 0.8210 0.8178 0.8230
PP 0.8159 0.8159 0.8159 0.8169
S1 0.8119 0.8119 0.8162 0.8139
S2 0.8068 0.8068 0.8153
S3 0.7977 0.8028 0.8145
S4 0.7886 0.7937 0.8120
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% 0.0095 1.2% 90% False False 51
10 0.8205 0.7762 0.0443 5.4% 0.0083 1.0% 92% False False 74
20 0.8205 0.7700 0.0505 6.2% 0.0060 0.7% 93% False False 68
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8586
2.618 0.8437
1.618 0.8346
1.000 0.8290
0.618 0.8255
HIGH 0.8199
0.618 0.8164
0.500 0.8154
0.382 0.8143
LOW 0.8108
0.618 0.8052
1.000 0.8017
1.618 0.7961
2.618 0.7870
4.250 0.7721
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 0.8165 0.8158
PP 0.8159 0.8146
S1 0.8154 0.8135

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

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