CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	0.8609	0.8694	0.0085	1.0%	0.8611
High	0.8693	0.8834	0.0141	1.6%	0.8668
Low	0.8570	0.8672	0.0102	1.2%	0.8530
Close	0.8677	0.8805	0.0128	1.5%	0.8602
Range	0.0123	0.0162	0.0039	31.7%	0.0138
ATR	0.0114	0.0117	0.0003	3.0%	0.0000
Volume	40,787	53,595	12,808	31.4%	272,472

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9256	0.9193	0.8894
R3	0.9094	0.9031	0.8850
R2	0.8932	0.8932	0.8835
R1	0.8869	0.8869	0.8820	0.8901
PP	0.8770	0.8770	0.8770	0.8786
S1	0.8707	0.8707	0.8790	0.8739
S2	0.8608	0.8608	0.8775
S3	0.8446	0.8545	0.8760
S4	0.8284	0.8383	0.8716

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9014	0.8946	0.8678
R3	0.8876	0.8808	0.8640
R2	0.8738	0.8738	0.8627
R1	0.8670	0.8670	0.8615	0.8635
PP	0.8600	0.8600	0.8600	0.8583
S1	0.8532	0.8532	0.8589	0.8497
S2	0.8462	0.8462	0.8577
S3	0.8324	0.8394	0.8564
S4	0.8186	0.8256	0.8526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8834	0.8530	0.0304	3.5%	0.0108	1.2%	90%	True	False	50,905
10	0.8834	0.8530	0.0304	3.5%	0.0106	1.2%	90%	True	False	53,887
20	0.8907	0.8530	0.0377	4.3%	0.0106	1.2%	73%	False	False	56,375
40	0.9275	0.8530	0.0745	8.5%	0.0129	1.5%	37%	False	False	36,826
60	0.9275	0.8000	0.1275	14.5%	0.0119	1.4%	63%	False	False	24,619
80	0.9275	0.7900	0.1375	15.6%	0.0109	1.2%	66%	False	False	18,481
100	0.9275	0.7700	0.1575	17.9%	0.0098	1.1%	70%	False	False	14,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9523
2.618	0.9258
1.618	0.9096
1.000	0.8996
0.618	0.8934
HIGH	0.8834
0.618	0.8772
0.500	0.8753
0.382	0.8734
LOW	0.8672
0.618	0.8572
1.000	0.8510
1.618	0.8410
2.618	0.8248
4.250	0.7984

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	0.8788	0.8770
PP	0.8770	0.8735
S1	0.8753	0.8700

Download as Excel Spreadsheet

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

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