CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 0.8081 0.8101 0.0020 0.2% 0.8163
High 0.8123 0.8185 0.0062 0.8% 0.8394
Low 0.8035 0.8094 0.0059 0.7% 0.8163
Close 0.8105 0.8176 0.0071 0.9% 0.8247
Range 0.0088 0.0091 0.0003 3.4% 0.0231
ATR 0.0096 0.0096 0.0000 -0.4% 0.0000
Volume 279 323 44 15.8% 468
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8425 0.8391 0.8226
R3 0.8334 0.8300 0.8201
R2 0.8243 0.8243 0.8193
R1 0.8209 0.8209 0.8184 0.8226
PP 0.8152 0.8152 0.8152 0.8160
S1 0.8118 0.8118 0.8168 0.8135
S2 0.8061 0.8061 0.8159
S3 0.7970 0.8027 0.8151
S4 0.7879 0.7936 0.8126
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 0.8280 0.8000 0.0280 3.4% 0.0099 1.2% 63% False False 190
10 0.8394 0.8000 0.0394 4.8% 0.0094 1.1% 45% False False 136
20 0.8394 0.7900 0.0494 6.0% 0.0081 1.0% 56% False False 98
40 0.8394 0.7700 0.0694 8.5% 0.0073 0.9% 69% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8423
1.618 0.8332
1.000 0.8276
0.618 0.8241
HIGH 0.8185
0.618 0.8150
0.500 0.8140
0.382 0.8129
LOW 0.8094
0.618 0.8038
1.000 0.8003
1.618 0.7947
2.618 0.7856
4.250 0.7707
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 0.8164 0.8148
PP 0.8152 0.8120
S1 0.8140 0.8093

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

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