CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 0.7888 0.7873 -0.0015 -0.2% 0.7874
High 0.7890 0.7873 -0.0017 -0.2% 0.7875
Low 0.7830 0.7835 0.0005 0.1% 0.7750
Close 0.7815 0.7810 -0.0005 -0.1% 0.7808
Range 0.0060 0.0038 -0.0022 -36.7% 0.0125
ATR
Volume 25 28 3 12.0% 313
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.7953 0.7920 0.7831
R3 0.7915 0.7882 0.7820
R2 0.7877 0.7877 0.7817
R1 0.7844 0.7844 0.7813 0.7842
PP 0.7839 0.7839 0.7839 0.7838
S1 0.7806 0.7806 0.7807 0.7804
S2 0.7801 0.7801 0.7803
S3 0.7763 0.7768 0.7800
S4 0.7725 0.7730 0.7789
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8186 0.8122 0.7877
R3 0.8061 0.7997 0.7842
R2 0.7936 0.7936 0.7831
R1 0.7872 0.7872 0.7819 0.7842
PP 0.7811 0.7811 0.7811 0.7796
S1 0.7747 0.7747 0.7797 0.7717
S2 0.7686 0.7686 0.7785
S3 0.7561 0.7622 0.7774
S4 0.7436 0.7497 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7890 0.7725 0.0165 2.1% 0.0047 0.6% 52% False False 28
10 0.8076 0.7725 0.0351 4.5% 0.0051 0.7% 24% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8035
2.618 0.7972
1.618 0.7934
1.000 0.7911
0.618 0.7896
HIGH 0.7873
0.618 0.7858
0.500 0.7854
0.382 0.7850
LOW 0.7835
0.618 0.7812
1.000 0.7797
1.618 0.7774
2.618 0.7736
4.250 0.7674
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 0.7854 0.7809
PP 0.7839 0.7808
S1 0.7825 0.7808

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

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