CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	0.8681	0.8645	-0.0036	-0.4%	0.8820
High	0.8694	0.8692	-0.0002	0.0%	0.8828
Low	0.8624	0.8592	-0.0032	-0.4%	0.8596
Close	0.8650	0.8610	-0.0040	-0.5%	0.8681
Range	0.0070	0.0100	0.0030	42.9%	0.0232
ATR	0.0127	0.0125	-0.0002	-1.5%	0.0000
Volume	52,911	44,725	-8,186	-15.5%	315,720

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8931	0.8871	0.8665
R3	0.8831	0.8771	0.8638
R2	0.8731	0.8731	0.8628
R1	0.8671	0.8671	0.8619	0.8651
PP	0.8631	0.8631	0.8631	0.8622
S1	0.8571	0.8571	0.8601	0.8551
S2	0.8531	0.8531	0.8592
S3	0.8431	0.8471	0.8583
S4	0.8331	0.8371	0.8555

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	0.8762	0.8592	0.0170	2.0%	0.0094	1.1%	11%	False	True	61,450
10	0.8907	0.8592	0.0315	3.7%	0.0106	1.2%	6%	False	True	58,864
20	0.9267	0.8592	0.0675	7.8%	0.0139	1.6%	3%	False	True	46,212
40	0.9275	0.8475	0.0800	9.3%	0.0131	1.5%	17%	False	False	23,404
60	0.9275	0.8000	0.1275	14.8%	0.0115	1.3%	48%	False	False	15,649
80	0.9275	0.7700	0.1575	18.3%	0.0105	1.2%	58%	False	False	11,753

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9117
2.618	0.8954
1.618	0.8854
1.000	0.8792
0.618	0.8754
HIGH	0.8692
0.618	0.8654
0.500	0.8642
0.382	0.8630
LOW	0.8592
0.618	0.8530
1.000	0.8492
1.618	0.8430
2.618	0.8330
4.250	0.8167

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	0.8642	0.8667
PP	0.8631	0.8648
S1	0.8621	0.8629

Download as Excel Spreadsheet

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

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