CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 0.8112 0.8077 -0.0035 -0.4% 0.8060
High 0.8112 0.8121 0.0009 0.1% 0.8141
Low 0.8057 0.8056 -0.0001 0.0% 0.7900
Close 0.8076 0.8095 0.0019 0.2% 0.8146
Range 0.0055 0.0065 0.0010 18.2% 0.0241
ATR 0.0095 0.0093 -0.0002 -2.3% 0.0000
Volume 59 61 2 3.4% 371
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8286 0.8255 0.8131
R3 0.8221 0.8190 0.8113
R2 0.8156 0.8156 0.8107
R1 0.8125 0.8125 0.8101 0.8141
PP 0.8091 0.8091 0.8091 0.8098
S1 0.8060 0.8060 0.8089 0.8076
S2 0.8026 0.8026 0.8083
S3 0.7961 0.7995 0.8077
S4 0.7896 0.7930 0.8059
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8785 0.8707 0.8279
R3 0.8544 0.8466 0.8212
R2 0.8303 0.8303 0.8190
R1 0.8225 0.8225 0.8168 0.8264
PP 0.8062 0.8062 0.8062 0.8082
S1 0.7984 0.7984 0.8124 0.8023
S2 0.7821 0.7821 0.8102
S3 0.7580 0.7743 0.8080
S4 0.7339 0.7502 0.8013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8141 0.7900 0.0241 3.0% 0.0068 0.8% 81% False False 69
10 0.8200 0.7900 0.0300 3.7% 0.0072 0.9% 65% False False 64
20 0.8227 0.7762 0.0465 5.7% 0.0078 1.0% 72% False False 69
40 0.8227 0.7700 0.0527 6.5% 0.0060 0.7% 75% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8397
2.618 0.8291
1.618 0.8226
1.000 0.8186
0.618 0.8161
HIGH 0.8121
0.618 0.8096
0.500 0.8089
0.382 0.8081
LOW 0.8056
0.618 0.8016
1.000 0.7991
1.618 0.7951
2.618 0.7886
4.250 0.7780
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 0.8093 0.8099
PP 0.8091 0.8097
S1 0.8089 0.8096

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

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