CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 0.8135 0.8112 -0.0023 -0.3% 0.8060
High 0.8135 0.8200 0.0065 0.8% 0.8141
Low 0.8086 0.8112 0.0026 0.3% 0.7900
Close 0.8093 0.8159 0.0066 0.8% 0.8146
Range 0.0049 0.0088 0.0039 79.6% 0.0241
ATR 0.0090 0.0091 0.0001 1.4% 0.0000
Volume 32 22 -10 -31.3% 371
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8421 0.8378 0.8207
R3 0.8333 0.8290 0.8183
R2 0.8245 0.8245 0.8175
R1 0.8202 0.8202 0.8167 0.8224
PP 0.8157 0.8157 0.8157 0.8168
S1 0.8114 0.8114 0.8151 0.8136
S2 0.8069 0.8069 0.8143
S3 0.7981 0.8026 0.8135
S4 0.7893 0.7938 0.8111
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 0.8200 0.8056 0.0144 1.8% 0.0066 0.8% 72% True False 62
10 0.8200 0.7900 0.0300 3.7% 0.0072 0.9% 86% True False 56
20 0.8227 0.7870 0.0357 4.4% 0.0077 0.9% 81% False False 65
40 0.8227 0.7700 0.0527 6.5% 0.0061 0.8% 87% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8574
2.618 0.8430
1.618 0.8342
1.000 0.8288
0.618 0.8254
HIGH 0.8200
0.618 0.8166
0.500 0.8156
0.382 0.8146
LOW 0.8112
0.618 0.8058
1.000 0.8024
1.618 0.7970
2.618 0.7882
4.250 0.7738
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 0.8158 0.8149
PP 0.8157 0.8138
S1 0.8156 0.8128

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

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