CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	0.9008	0.9040	0.0032	0.4%	0.8615
High	0.9075	0.9122	0.0047	0.5%	0.9000
Low	0.9008	0.9009	0.0001	0.0%	0.8591
Close	0.9038	0.9034	-0.0004	0.0%	0.8966
Range	0.0067	0.0113	0.0046	68.7%	0.0409
ATR	0.0093	0.0094	0.0001	1.5%	0.0000
Volume	59	186	127	215.3%	348

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9394	0.9327	0.9096
R3	0.9281	0.9214	0.9065
R2	0.9168	0.9168	0.9055
R1	0.9101	0.9101	0.9044	0.9078
PP	0.9055	0.9055	0.9055	0.9044
S1	0.8988	0.8988	0.9024	0.8965
S2	0.8942	0.8942	0.9013
S3	0.8829	0.8875	0.9003
S4	0.8716	0.8762	0.8972

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	0.9932	0.9191
R3	0.9670	0.9523	0.9078
R2	0.9261	0.9261	0.9041
R1	0.9114	0.9114	0.9003	0.9188
PP	0.8852	0.8852	0.8852	0.8889
S1	0.8705	0.8705	0.8929	0.8779
S2	0.8443	0.8443	0.8891
S3	0.8034	0.8296	0.8854
S4	0.7625	0.7887	0.8741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9122	0.8848	0.0274	3.0%	0.0081	0.9%	68%	True	False	97
10	0.9122	0.8540	0.0582	6.4%	0.0081	0.9%	85%	True	False	80
20	0.9122	0.8540	0.0582	6.4%	0.0075	0.8%	85%	True	False	72
40	0.9265	0.8540	0.0725	8.0%	0.0086	1.0%	68%	False	False	95
60	0.9265	0.8179	0.1086	12.0%	0.0080	0.9%	79%	False	False	82
80	0.9265	0.7920	0.1345	14.9%	0.0073	0.8%	83%	False	False	71
100	0.9265	0.7725	0.1540	17.0%	0.0068	0.8%	85%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9602
2.618	0.9418
1.618	0.9305
1.000	0.9235
0.618	0.9192
HIGH	0.9122
0.618	0.9079
0.500	0.9066
0.382	0.9052
LOW	0.9009
0.618	0.8939
1.000	0.8896
1.618	0.8826
2.618	0.8713
4.250	0.8529

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	0.9066	0.9033
PP	0.9055	0.9033
S1	0.9045	0.9032

Download as Excel Spreadsheet

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

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