CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 0.7800 0.7900 0.0100 1.3% 0.7750
High 0.7877 0.7950 0.0073 0.9% 0.7950
Low 0.7786 0.7840 0.0054 0.7% 0.7725
Close 0.7869 0.7888 0.0019 0.2% 0.7888
Range 0.0091 0.0110 0.0019 20.9% 0.0225
ATR 0.0081 0.0083 0.0002 2.5% 0.0000
Volume 27 121 94 348.1% 248
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8223 0.8165 0.7949
R3 0.8113 0.8055 0.7918
R2 0.8003 0.8003 0.7908
R1 0.7945 0.7945 0.7898 0.7919
PP 0.7893 0.7893 0.7893 0.7880
S1 0.7835 0.7835 0.7878 0.7809
S2 0.7783 0.7783 0.7868
S3 0.7673 0.7725 0.7858
S4 0.7563 0.7615 0.7828
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8529 0.8434 0.8012
R3 0.8304 0.8209 0.7950
R2 0.8079 0.8079 0.7929
R1 0.7984 0.7984 0.7909 0.8032
PP 0.7854 0.7854 0.7854 0.7878
S1 0.7759 0.7759 0.7867 0.7807
S2 0.7629 0.7629 0.7847
S3 0.7404 0.7534 0.7826
S4 0.7179 0.7309 0.7764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7950 0.7725 0.0225 2.9% 0.0071 0.9% 72% True False 49
10 0.7950 0.7725 0.0225 2.9% 0.0063 0.8% 72% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8418
2.618 0.8238
1.618 0.8128
1.000 0.8060
0.618 0.8018
HIGH 0.7950
0.618 0.7908
0.500 0.7895
0.382 0.7882
LOW 0.7840
0.618 0.7772
1.000 0.7730
1.618 0.7662
2.618 0.7552
4.250 0.7373
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 0.7895 0.7881
PP 0.7893 0.7875
S1 0.7890 0.7868

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

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