CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 0.7920 0.8101 0.0181 2.3% 0.8163
High 0.7958 0.8109 0.0151 1.9% 0.8220
Low 0.7920 0.8072 0.0152 1.9% 0.8098
Close 0.7973 0.8084 0.0111 1.4% 0.8119
Range 0.0038 0.0037 -0.0001 -2.6% 0.0122
ATR 0.0075 0.0079 0.0004 5.8% 0.0000
Volume 10 35 25 250.0% 78
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8199 0.8179 0.8104
R3 0.8162 0.8142 0.8094
R2 0.8125 0.8125 0.8091
R1 0.8105 0.8105 0.8087 0.8097
PP 0.8088 0.8088 0.8088 0.8084
S1 0.8068 0.8068 0.8081 0.8060
S2 0.8051 0.8051 0.8077
S3 0.8014 0.8031 0.8074
S4 0.7977 0.7994 0.8064
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 0.8109 0.7920 0.0189 2.3% 0.0046 0.6% 87% True False 28
10 0.8220 0.7920 0.0300 3.7% 0.0032 0.4% 55% False False 24
20 0.8220 0.7725 0.0495 6.1% 0.0047 0.6% 73% False False 34
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8266
2.618 0.8206
1.618 0.8169
1.000 0.8146
0.618 0.8132
HIGH 0.8109
0.618 0.8095
0.500 0.8091
0.382 0.8086
LOW 0.8072
0.618 0.8049
1.000 0.8035
1.618 0.8012
2.618 0.7975
4.250 0.7915
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 0.8091 0.8061
PP 0.8088 0.8038
S1 0.8086 0.8015

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

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