CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 0.8050 0.7984 -0.0066 -0.8% 0.8163
High 0.8050 0.7984 -0.0066 -0.8% 0.8220
Low 0.7940 0.7942 0.0002 0.0% 0.8098
Close 0.7939 0.7966 0.0027 0.3% 0.8119
Range 0.0110 0.0042 -0.0068 -61.8% 0.0122
ATR 0.0079 0.0077 -0.0002 -3.1% 0.0000
Volume 8 86 78 975.0% 78
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 0.8090 0.8070 0.7989
R3 0.8048 0.8028 0.7978
R2 0.8006 0.8006 0.7974
R1 0.7986 0.7986 0.7970 0.7975
PP 0.7964 0.7964 0.7964 0.7959
S1 0.7944 0.7944 0.7962 0.7933
S2 0.7922 0.7922 0.7958
S3 0.7880 0.7902 0.7954
S4 0.7838 0.7860 0.7943
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 0.8165 0.7940 0.0225 2.8% 0.0038 0.5% 12% False False 27
10 0.8220 0.7893 0.0327 4.1% 0.0042 0.5% 22% False False 24
20 0.8220 0.7725 0.0495 6.2% 0.0047 0.6% 49% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8163
2.618 0.8094
1.618 0.8052
1.000 0.8026
0.618 0.8010
HIGH 0.7984
0.618 0.7968
0.500 0.7963
0.382 0.7958
LOW 0.7942
0.618 0.7916
1.000 0.7900
1.618 0.7874
2.618 0.7832
4.250 0.7764
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 0.7965 0.8020
PP 0.7964 0.8002
S1 0.7963 0.7984

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

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