CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	0.8672	0.8698	0.0026	0.3%	0.8932
High	0.8728	0.8762	0.0034	0.4%	0.8949
Low	0.8636	0.8638	0.0002	0.0%	0.8738
Close	0.8688	0.8684	-0.0004	0.0%	0.8819
Range	0.0092	0.0124	0.0032	34.8%	0.0211
ATR	0.0139	0.0137	-0.0001	-0.7%	0.0000
Volume	61,525	73,003	11,478	18.7%	314,599

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9067	0.8999	0.8752
R3	0.8943	0.8875	0.8718
R2	0.8819	0.8819	0.8707
R1	0.8751	0.8751	0.8695	0.8723
PP	0.8695	0.8695	0.8695	0.8681
S1	0.8627	0.8627	0.8673	0.8599
S2	0.8571	0.8571	0.8661
S3	0.8447	0.8503	0.8650
S4	0.8323	0.8379	0.8616

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9468	0.9355	0.8935
R3	0.9257	0.9144	0.8877
R2	0.9046	0.9046	0.8858
R1	0.8933	0.8933	0.8838	0.8884
PP	0.8835	0.8835	0.8835	0.8811
S1	0.8722	0.8722	0.8800	0.8673
S2	0.8624	0.8624	0.8780
S3	0.8413	0.8511	0.8761
S4	0.8202	0.8300	0.8703

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8907	0.8636	0.0271	3.1%	0.0116	1.3%	18%	False	False	60,950
10	0.9140	0.8636	0.0504	5.8%	0.0131	1.5%	10%	False	False	62,556
20	0.9275	0.8636	0.0639	7.4%	0.0152	1.8%	8%	False	False	34,787
40	0.9275	0.8296	0.0979	11.3%	0.0130	1.5%	40%	False	False	17,565
60	0.9275	0.7900	0.1375	15.8%	0.0113	1.3%	57%	False	False	11,750
80	0.9275	0.7700	0.1575	18.1%	0.0103	1.2%	62%	False	False	8,832

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	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9289
2.618	0.9087
1.618	0.8963
1.000	0.8886
0.618	0.8839
HIGH	0.8762
0.618	0.8715
0.500	0.8700
0.382	0.8685
LOW	0.8638
0.618	0.8561
1.000	0.8514
1.618	0.8437
2.618	0.8313
4.250	0.8111

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	0.8700	0.8732
PP	0.8695	0.8716
S1	0.8689	0.8700

Download as Excel Spreadsheet

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

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