CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	0.8949	0.8971	0.0022	0.2%	0.8609
High	0.8989	0.9076	0.0087	1.0%	0.8999
Low	0.8931	0.8964	0.0033	0.4%	0.8570
Close	0.8963	0.9035	0.0072	0.8%	0.8963
Range	0.0058	0.0112	0.0054	93.1%	0.0429
ATR	0.0115	0.0115	0.0000	-0.1%	0.0000
Volume	61,172	50,841	-10,331	-16.9%	303,158

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9361	0.9310	0.9097
R3	0.9249	0.9198	0.9066
R2	0.9137	0.9137	0.9056
R1	0.9086	0.9086	0.9045	0.9112
PP	0.9025	0.9025	0.9025	0.9038
S1	0.8974	0.8974	0.9025	0.9000
S2	0.8913	0.8913	0.9014
S3	0.8801	0.8862	0.9004
S4	0.8689	0.8750	0.8973

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	0.9976	0.9199
R3	0.9702	0.9547	0.9081
R2	0.9273	0.9273	0.9042
R1	0.9118	0.9118	0.9002	0.9196
PP	0.8844	0.8844	0.8844	0.8883
S1	0.8689	0.8689	0.8924	0.8767
S2	0.8415	0.8415	0.8884
S3	0.7986	0.8260	0.8845
S4	0.7557	0.7831	0.8727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9076	0.8672	0.0404	4.5%	0.0120	1.3%	90%	True	False	62,642
10	0.9076	0.8530	0.0546	6.0%	0.0108	1.2%	92%	True	False	57,165
20	0.9076	0.8530	0.0546	6.0%	0.0103	1.1%	92%	True	False	58,363
40	0.9275	0.8530	0.0745	8.2%	0.0128	1.4%	68%	False	False	43,265
60	0.9275	0.8175	0.1100	12.2%	0.0119	1.3%	78%	False	False	28,930
80	0.9275	0.7900	0.1375	15.2%	0.0110	1.2%	83%	False	False	21,723
100	0.9275	0.7700	0.1575	17.4%	0.0102	1.1%	85%	False	False	17,394

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9552
2.618	0.9369
1.618	0.9257
1.000	0.9188
0.618	0.9145
HIGH	0.9076
0.618	0.9033
0.500	0.9020
0.382	0.9007
LOW	0.8964
0.618	0.8895
1.000	0.8852
1.618	0.8783
2.618	0.8671
4.250	0.8488

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	0.9030	0.9021
PP	0.9025	0.9007
S1	0.9020	0.8994

Download as Excel Spreadsheet

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

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