CME Canadian Dollar Future September 2009

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

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	0.8654	0.8659	0.0005	0.1%	0.8820
High	0.8680	0.8742	0.0062	0.7%	0.8828
Low	0.8596	0.8651	0.0055	0.6%	0.8596
Close	0.8642	0.8681	0.0039	0.5%	0.8681
Range	0.0084	0.0091	0.0007	8.3%	0.0232
ATR	0.0134	0.0132	-0.0002	-1.8%	0.0000
Volume	65,959	70,653	4,694	7.1%	315,720

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8964	0.8914	0.8731
R3	0.8873	0.8823	0.8706
R2	0.8782	0.8782	0.8698
R1	0.8732	0.8732	0.8689	0.8757
PP	0.8691	0.8691	0.8691	0.8704
S1	0.8641	0.8641	0.8673	0.8666
S2	0.8600	0.8600	0.8664
S3	0.8509	0.8550	0.8656
S4	0.8418	0.8459	0.8631

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9398	0.9271	0.8809
R3	0.9166	0.9039	0.8745
R2	0.8934	0.8934	0.8724
R1	0.8807	0.8807	0.8702	0.8755
PP	0.8702	0.8702	0.8702	0.8675
S1	0.8575	0.8575	0.8660	0.8523
S2	0.8470	0.8470	0.8638
S3	0.8238	0.8343	0.8617
S4	0.8006	0.8111	0.8553

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8828	0.8596	0.0232	2.7%	0.0112	1.3%	37%	False	False	63,144
10	0.8949	0.8596	0.0353	4.1%	0.0117	1.3%	24%	False	False	63,031
20	0.9275	0.8596	0.0679	7.8%	0.0145	1.7%	13%	False	False	41,522
40	0.9275	0.8375	0.0900	10.4%	0.0131	1.5%	34%	False	False	20,977
60	0.9275	0.8000	0.1275	14.7%	0.0114	1.3%	53%	False	False	14,025
80	0.9275	0.7700	0.1575	18.1%	0.0104	1.2%	62%	False	False	10,533

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9129
2.618	0.8980
1.618	0.8889
1.000	0.8833
0.618	0.8798
HIGH	0.8742
0.618	0.8707
0.500	0.8697
0.382	0.8686
LOW	0.8651
0.618	0.8595
1.000	0.8560
1.618	0.8504
2.618	0.8413
4.250	0.8264

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	0.8697	0.8680
PP	0.8691	0.8680
S1	0.8686	0.8679

Download as Excel Spreadsheet

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

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