CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 0.8100 0.8050 -0.0050 -0.6% 0.8163
High 0.8100 0.8050 -0.0050 -0.6% 0.8220
Low 0.8098 0.7940 -0.0158 -2.0% 0.8098
Close 0.8119 0.7939 -0.0180 -2.2% 0.8119
Range 0.0002 0.0110 0.0108 5,400.0% 0.0122
ATR 0.0072 0.0079 0.0008 10.7% 0.0000
Volume 3 8 5 166.7% 78
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8306 0.8233 0.8000
R3 0.8196 0.8123 0.7969
R2 0.8086 0.8086 0.7959
R1 0.8013 0.8013 0.7949 0.7995
PP 0.7976 0.7976 0.7976 0.7967
S1 0.7903 0.7903 0.7929 0.7885
S2 0.7866 0.7866 0.7919
S3 0.7756 0.7793 0.7909
S4 0.7646 0.7683 0.7879
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8512 0.8437 0.8186
R3 0.8390 0.8315 0.8153
R2 0.8268 0.8268 0.8141
R1 0.8193 0.8193 0.8130 0.8170
PP 0.8146 0.8146 0.8146 0.8134
S1 0.8071 0.8071 0.8108 0.8048
S2 0.8024 0.8024 0.8097
S3 0.7902 0.7949 0.8085
S4 0.7780 0.7827 0.8052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8220 0.7940 0.0280 3.5% 0.0036 0.5% 0% False True 11
10 0.8220 0.7886 0.0334 4.2% 0.0040 0.5% 16% False False 16
20 0.8220 0.7725 0.0495 6.2% 0.0048 0.6% 43% False False 41
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 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8518
2.618 0.8338
1.618 0.8228
1.000 0.8160
0.618 0.8118
HIGH 0.8050
0.618 0.8008
0.500 0.7995
0.382 0.7982
LOW 0.7940
0.618 0.7872
1.000 0.7830
1.618 0.7762
2.618 0.7652
4.250 0.7473
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 0.7995 0.8050
PP 0.7976 0.8013
S1 0.7958 0.7976

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

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