CME Canadian Dollar Future December 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 0.8141 0.8237 0.0096 1.2% 0.8150
High 0.8185 0.8300 0.0115 1.4% 0.8300
Low 0.8134 0.8236 0.0102 1.3% 0.8025
Close 0.8189 0.8302 0.0113 1.4% 0.8302
Range 0.0051 0.0064 0.0013 25.5% 0.0275
ATR 0.0077 0.0079 0.0002 3.2% 0.0000
Volume 50 72 22 44.0% 310
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.8471 0.8451 0.8337
R3 0.8407 0.8387 0.8320
R2 0.8343 0.8343 0.8314
R1 0.8323 0.8323 0.8308 0.8333
PP 0.8279 0.8279 0.8279 0.8285
S1 0.8259 0.8259 0.8296 0.8269
S2 0.8215 0.8215 0.8290
S3 0.8151 0.8195 0.8284
S4 0.8087 0.8131 0.8267
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 0.9034 0.8943 0.8453
R3 0.8759 0.8668 0.8378
R2 0.8484 0.8484 0.8352
R1 0.8393 0.8393 0.8327 0.8439
PP 0.8209 0.8209 0.8209 0.8232
S1 0.8118 0.8118 0.8277 0.8164
S2 0.7934 0.7934 0.8252
S3 0.7659 0.7843 0.8226
S4 0.7384 0.7568 0.8151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8025 0.0275 3.3% 0.0066 0.8% 101% True False 62
10 0.8379 0.8025 0.0354 4.3% 0.0059 0.7% 78% False False 46
20 0.8379 0.7920 0.0459 5.5% 0.0050 0.6% 83% False False 37
40 0.8379 0.7725 0.0654 7.9% 0.0050 0.6% 88% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8468
1.618 0.8404
1.000 0.8364
0.618 0.8340
HIGH 0.8300
0.618 0.8276
0.500 0.8268
0.382 0.8260
LOW 0.8236
0.618 0.8196
1.000 0.8172
1.618 0.8132
2.618 0.8068
4.250 0.7964
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 0.8291 0.8262
PP 0.8279 0.8223
S1 0.8268 0.8183

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

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