CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 0.8220 0.8165 -0.0055 -0.7% 0.7931
High 0.8220 0.8165 -0.0055 -0.7% 0.8208
Low 0.8185 0.8130 -0.0055 -0.7% 0.7886
Close 0.8197 0.8138 -0.0059 -0.7% 0.8101
Range 0.0035 0.0035 0.0000 0.0% 0.0322
ATR 0.0077 0.0076 -0.0001 -0.9% 0.0000
Volume 8 14 6 75.0% 194
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8249 0.8229 0.8157
R3 0.8214 0.8194 0.8148
R2 0.8179 0.8179 0.8144
R1 0.8159 0.8159 0.8141 0.8152
PP 0.8144 0.8144 0.8144 0.8141
S1 0.8124 0.8124 0.8135 0.8117
S2 0.8109 0.8109 0.8132
S3 0.8074 0.8089 0.8128
S4 0.8039 0.8054 0.8119
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 0.8220 0.8130 0.0090 1.1% 0.0031 0.4% 9% False True 20
10 0.8220 0.7786 0.0434 5.3% 0.0052 0.6% 81% False False 39
20 0.8220 0.7725 0.0495 6.1% 0.0051 0.6% 83% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Fibonacci Retracements and Extensions
4.250 0.8314
2.618 0.8257
1.618 0.8222
1.000 0.8200
0.618 0.8187
HIGH 0.8165
0.618 0.8152
0.500 0.8148
0.382 0.8143
LOW 0.8130
0.618 0.8108
1.000 0.8095
1.618 0.8073
2.618 0.8038
4.250 0.7981
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 0.8148 0.8175
PP 0.8144 0.8163
S1 0.8141 0.8150

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

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