CME Canadian Dollar Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 0.8245 0.8180 -0.0065 -0.8% 0.8229
High 0.8285 0.8224 -0.0061 -0.7% 0.8288
Low 0.8200 0.8175 -0.0025 -0.3% 0.8000
Close 0.8210 0.8215 0.0005 0.1% 0.8291
Range 0.0085 0.0049 -0.0036 -42.4% 0.0288
ATR 0.0097 0.0093 -0.0003 -3.5% 0.0000
Volume 433 48 -385 -88.9% 972
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8352 0.8332 0.8242
R3 0.8303 0.8283 0.8228
R2 0.8254 0.8254 0.8224
R1 0.8234 0.8234 0.8219 0.8244
PP 0.8205 0.8205 0.8205 0.8210
S1 0.8185 0.8185 0.8211 0.8195
S2 0.8156 0.8156 0.8206
S3 0.8107 0.8136 0.8202
S4 0.8058 0.8087 0.8188
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.9057 0.8962 0.8449
R3 0.8769 0.8674 0.8370
R2 0.8481 0.8481 0.8344
R1 0.8386 0.8386 0.8317 0.8434
PP 0.8193 0.8193 0.8193 0.8217
S1 0.8098 0.8098 0.8265 0.8146
S2 0.7905 0.7905 0.8238
S3 0.7617 0.7810 0.8212
S4 0.7329 0.7522 0.8133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8288 0.8035 0.0253 3.1% 0.0085 1.0% 71% False False 236
10 0.8394 0.8000 0.0394 4.8% 0.0099 1.2% 55% False False 183
20 0.8394 0.7900 0.0494 6.0% 0.0081 1.0% 64% False False 121
40 0.8394 0.7700 0.0694 8.4% 0.0076 0.9% 74% False False 98
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 True
Bull Hook False
Stretch 0.0019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8352
1.618 0.8303
1.000 0.8273
0.618 0.8254
HIGH 0.8224
0.618 0.8205
0.500 0.8200
0.382 0.8194
LOW 0.8175
0.618 0.8145
1.000 0.8126
1.618 0.8096
2.618 0.8047
4.250 0.7967
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 0.8210 0.8232
PP 0.8205 0.8226
S1 0.8200 0.8221

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

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