CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 0.8137 0.8163 0.0026 0.3% 0.7931
High 0.8137 0.8163 0.0026 0.3% 0.8208
Low 0.8137 0.8141 0.0004 0.0% 0.7886
Close 0.8101 0.8185 0.0084 1.0% 0.8101
Range 0.0000 0.0022 0.0022 0.0322
ATR 0.0081 0.0080 -0.0001 -1.7% 0.0000
Volume 30 28 -2 -6.7% 194
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8229 0.8229 0.8197
R3 0.8207 0.8207 0.8191
R2 0.8185 0.8185 0.8189
R1 0.8185 0.8185 0.8187 0.8185
PP 0.8163 0.8163 0.8163 0.8163
S1 0.8163 0.8163 0.8183 0.8163
S2 0.8141 0.8141 0.8181
S3 0.8119 0.8141 0.8179
S4 0.8097 0.8119 0.8173
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.9031 0.8888 0.8278
R3 0.8709 0.8566 0.8190
R2 0.8387 0.8387 0.8160
R1 0.8244 0.8244 0.8131 0.8316
PP 0.8065 0.8065 0.8065 0.8101
S1 0.7922 0.7922 0.8071 0.7994
S2 0.7743 0.7743 0.8042
S3 0.7421 0.7600 0.8012
S4 0.7099 0.7278 0.7924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8208 0.7886 0.0322 3.9% 0.0044 0.5% 93% False False 20
10 0.8208 0.7786 0.0422 5.2% 0.0054 0.7% 95% False False 42
20 0.8208 0.7725 0.0483 5.9% 0.0052 0.6% 95% False False 42
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8257
2.618 0.8221
1.618 0.8199
1.000 0.8185
0.618 0.8177
HIGH 0.8163
0.618 0.8155
0.500 0.8152
0.382 0.8149
LOW 0.8141
0.618 0.8127
1.000 0.8119
1.618 0.8105
2.618 0.8083
4.250 0.8048
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 0.8174 0.8181
PP 0.8163 0.8177
S1 0.8152 0.8173

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

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