CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	0.9287	0.9204	-0.0083	-0.9%	0.9095
High	0.9330	0.9233	-0.0097	-1.0%	0.9293
Low	0.9199	0.9089	-0.0110	-1.2%	0.8987
Close	0.9217	0.9105	-0.0112	-1.2%	0.9238
Range	0.0131	0.0144	0.0013	9.9%	0.0306
ATR	0.0121	0.0123	0.0002	1.3%	0.0000
Volume	47,350	61,242	13,892	29.3%	297,806

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9574	0.9484	0.9184
R3	0.9430	0.9340	0.9145
R2	0.9286	0.9286	0.9131
R1	0.9196	0.9196	0.9118	0.9169
PP	0.9142	0.9142	0.9142	0.9129
S1	0.9052	0.9052	0.9092	0.9025
S2	0.8998	0.8998	0.9079
S3	0.8854	0.8908	0.9065
S4	0.8710	0.8764	0.9026

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0091	0.9970	0.9406
R3	0.9785	0.9664	0.9322
R2	0.9479	0.9479	0.9294
R1	0.9358	0.9358	0.9266	0.9419
PP	0.9173	0.9173	0.9173	0.9203
S1	0.9052	0.9052	0.9210	0.9113
S2	0.8867	0.8867	0.9182
S3	0.8561	0.8746	0.9154
S4	0.8255	0.8440	0.9070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9089	0.0241	2.6%	0.0126	1.4%	7%	False	True	56,932
10	0.9330	0.8987	0.0343	3.8%	0.0125	1.4%	34%	False	False	60,374
20	0.9408	0.8987	0.0421	4.6%	0.0122	1.3%	28%	False	False	62,563
40	0.9408	0.8530	0.0878	9.6%	0.0115	1.3%	65%	False	False	60,383
60	0.9408	0.8530	0.0878	9.6%	0.0121	1.3%	65%	False	False	56,545
80	0.9408	0.8475	0.0933	10.2%	0.0124	1.4%	68%	False	False	42,658
100	0.9408	0.8000	0.1408	15.5%	0.0116	1.3%	78%	False	False	34,154
120	0.9408	0.7762	0.1646	18.1%	0.0110	1.2%	82%	False	False	28,474

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	0.0036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9845
2.618	0.9610
1.618	0.9466
1.000	0.9377
0.618	0.9322
HIGH	0.9233
0.618	0.9178
0.500	0.9161
0.382	0.9144
LOW	0.9089
0.618	0.9000
1.000	0.8945
1.618	0.8856
2.618	0.8712
4.250	0.8477

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	0.9161	0.9210
PP	0.9142	0.9175
S1	0.9124	0.9140

Download as Excel Spreadsheet

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

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