CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 0.8108 0.8103 -0.0005 -0.1% 0.8050
High 0.8108 0.8125 0.0017 0.2% 0.8146
Low 0.8108 0.8103 -0.0005 -0.1% 0.7920
Close 0.8106 0.8103 -0.0003 0.0% 0.8159
Range 0.0000 0.0022 0.0022 0.0226
ATR 0.0076 0.0072 -0.0004 -5.1% 0.0000
Volume 67 1 -66 -98.5% 180
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8176 0.8162 0.8115
R3 0.8154 0.8140 0.8109
R2 0.8132 0.8132 0.8107
R1 0.8118 0.8118 0.8105 0.8114
PP 0.8110 0.8110 0.8110 0.8109
S1 0.8096 0.8096 0.8101 0.8092
S2 0.8088 0.8088 0.8099
S3 0.8066 0.8074 0.8097
S4 0.8044 0.8052 0.8091
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8753 0.8682 0.8283
R3 0.8527 0.8456 0.8221
R2 0.8301 0.8301 0.8200
R1 0.8230 0.8230 0.8180 0.8266
PP 0.8075 0.8075 0.8075 0.8093
S1 0.8004 0.8004 0.8138 0.8040
S2 0.7849 0.7849 0.8118
S3 0.7623 0.7778 0.8097
S4 0.7397 0.7552 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8170 0.8059 0.0111 1.4% 0.0043 0.5% 40% False False 32
10 0.8170 0.7920 0.0250 3.1% 0.0041 0.5% 73% False False 29
20 0.8220 0.7786 0.0434 5.4% 0.0046 0.6% 73% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8183
1.618 0.8161
1.000 0.8147
0.618 0.8139
HIGH 0.8125
0.618 0.8117
0.500 0.8114
0.382 0.8111
LOW 0.8103
0.618 0.8089
1.000 0.8081
1.618 0.8067
2.618 0.8045
4.250 0.8010
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 0.8114 0.8115
PP 0.8110 0.8111
S1 0.8107 0.8107

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

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