CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 0.8077 0.8081 0.0004 0.0% 0.8163
High 0.8121 0.8123 0.0002 0.0% 0.8394
Low 0.8000 0.8035 0.0035 0.4% 0.8163
Close 0.8096 0.8105 0.0009 0.1% 0.8247
Range 0.0121 0.0088 -0.0033 -27.3% 0.0231
ATR 0.0097 0.0096 -0.0001 -0.7% 0.0000
Volume 221 279 58 26.2% 468
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8352 0.8316 0.8153
R3 0.8264 0.8228 0.8129
R2 0.8176 0.8176 0.8121
R1 0.8140 0.8140 0.8113 0.8158
PP 0.8088 0.8088 0.8088 0.8097
S1 0.8052 0.8052 0.8097 0.8070
S2 0.8000 0.8000 0.8089
S3 0.7912 0.7964 0.8081
S4 0.7824 0.7876 0.8057
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% 0.0110 1.4% 27% False False 155
10 0.8394 0.8000 0.0394 4.9% 0.0090 1.1% 27% False False 107
20 0.8394 0.7900 0.0494 6.1% 0.0081 1.0% 41% False False 85
40 0.8394 0.7700 0.0694 8.6% 0.0071 0.9% 58% False False 78
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 False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8497
2.618 0.8353
1.618 0.8265
1.000 0.8211
0.618 0.8177
HIGH 0.8123
0.618 0.8089
0.500 0.8079
0.382 0.8069
LOW 0.8035
0.618 0.7981
1.000 0.7947
1.618 0.7893
2.618 0.7805
4.250 0.7661
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 0.8096 0.8115
PP 0.8088 0.8111
S1 0.8079 0.8108

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

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