CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 0.8229 0.8077 -0.0152 -1.8% 0.8163
High 0.8229 0.8121 -0.0108 -1.3% 0.8394
Low 0.8085 0.8000 -0.0085 -1.1% 0.8163
Close 0.8092 0.8096 0.0004 0.0% 0.8247
Range 0.0144 0.0121 -0.0023 -16.0% 0.0231
ATR 0.0095 0.0097 0.0002 2.0% 0.0000
Volume 51 221 170 333.3% 468
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8435 0.8387 0.8163
R3 0.8314 0.8266 0.8129
R2 0.8193 0.8193 0.8118
R1 0.8145 0.8145 0.8107 0.8169
PP 0.8072 0.8072 0.8072 0.8085
S1 0.8024 0.8024 0.8085 0.8048
S2 0.7951 0.7951 0.8074
S3 0.7830 0.7903 0.8063
S4 0.7709 0.7782 0.8029
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8961 0.8835 0.8374
R3 0.8730 0.8604 0.8311
R2 0.8499 0.8499 0.8289
R1 0.8373 0.8373 0.8268 0.8436
PP 0.8268 0.8268 0.8268 0.8300
S1 0.8142 0.8142 0.8226 0.8205
S2 0.8037 0.8037 0.8205
S3 0.7806 0.7911 0.8183
S4 0.7575 0.7680 0.8120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8394 0.8000 0.0394 4.9% 0.0113 1.4% 24% False True 130
10 0.8394 0.8000 0.0394 4.9% 0.0087 1.1% 24% False True 85
20 0.8394 0.7900 0.0494 6.1% 0.0081 1.0% 40% False False 75
40 0.8394 0.7700 0.0694 8.6% 0.0070 0.9% 57% False False 72
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8635
2.618 0.8438
1.618 0.8317
1.000 0.8242
0.618 0.8196
HIGH 0.8121
0.618 0.8075
0.500 0.8061
0.382 0.8046
LOW 0.8000
0.618 0.7925
1.000 0.7879
1.618 0.7804
2.618 0.7683
4.250 0.7486
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 0.8084 0.8140
PP 0.8072 0.8125
S1 0.8061 0.8111

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

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