CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 0.8077 0.8135 0.0058 0.7% 0.8060
High 0.8121 0.8135 0.0014 0.2% 0.8141
Low 0.8056 0.8086 0.0030 0.4% 0.7900
Close 0.8095 0.8093 -0.0002 0.0% 0.8146
Range 0.0065 0.0049 -0.0016 -24.6% 0.0241
ATR 0.0093 0.0090 -0.0003 -3.4% 0.0000
Volume 61 32 -29 -47.5% 371
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8252 0.8221 0.8120
R3 0.8203 0.8172 0.8106
R2 0.8154 0.8154 0.8102
R1 0.8123 0.8123 0.8097 0.8114
PP 0.8105 0.8105 0.8105 0.8100
S1 0.8074 0.8074 0.8089 0.8065
S2 0.8056 0.8056 0.8084
S3 0.8007 0.8025 0.8080
S4 0.7958 0.7976 0.8066
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 0.8031 0.0110 1.4% 0.0065 0.8% 56% False False 67
10 0.8183 0.7900 0.0283 3.5% 0.0068 0.8% 68% False False 61
20 0.8227 0.7762 0.0465 5.7% 0.0077 1.0% 71% False False 69
40 0.8227 0.7700 0.0527 6.5% 0.0059 0.7% 75% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0005
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8343
2.618 0.8263
1.618 0.8214
1.000 0.8184
0.618 0.8165
HIGH 0.8135
0.618 0.8116
0.500 0.8111
0.382 0.8105
LOW 0.8086
0.618 0.8056
1.000 0.8037
1.618 0.8007
2.618 0.7958
4.250 0.7878
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 0.8111 0.8096
PP 0.8105 0.8095
S1 0.8099 0.8094

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

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