CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	0.9323	0.9342	0.0019	0.2%	0.9215
High	0.9366	0.9369	0.0003	0.0%	0.9306
Low	0.9274	0.9260	-0.0014	-0.2%	0.9147
Close	0.9353	0.9272	-0.0081	-0.9%	0.9270
Range	0.0092	0.0109	0.0017	18.5%	0.0159
ATR	0.0113	0.0113	0.0000	-0.2%	0.0000
Volume	61,710	63,907	2,197	3.6%	305,737

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9627	0.9559	0.9332
R3	0.9518	0.9450	0.9302
R2	0.9409	0.9409	0.9292
R1	0.9341	0.9341	0.9282	0.9321
PP	0.9300	0.9300	0.9300	0.9290
S1	0.9232	0.9232	0.9262	0.9212
S2	0.9191	0.9191	0.9252
S3	0.9082	0.9123	0.9242
S4	0.8973	0.9014	0.9212

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9718	0.9653	0.9357
R3	0.9559	0.9494	0.9314
R2	0.9400	0.9400	0.9299
R1	0.9335	0.9335	0.9285	0.9368
PP	0.9241	0.9241	0.9241	0.9257
S1	0.9176	0.9176	0.9255	0.9209
S2	0.9082	0.9082	0.9241
S3	0.8923	0.9017	0.9226
S4	0.8764	0.8858	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9408	0.9210	0.0198	2.1%	0.0107	1.1%	31%	False	False	64,566
10	0.9408	0.9147	0.0261	2.8%	0.0108	1.2%	48%	False	False	63,447
20	0.9408	0.8566	0.0842	9.1%	0.0112	1.2%	84%	False	False	61,177
40	0.9408	0.8530	0.0878	9.5%	0.0113	1.2%	85%	False	False	60,485
60	0.9408	0.8475	0.0933	10.1%	0.0123	1.3%	85%	False	False	42,538
80	0.9408	0.8000	0.1408	15.2%	0.0117	1.3%	90%	False	False	31,948
100	0.9408	0.7875	0.1533	16.5%	0.0110	1.2%	91%	False	False	25,570
120	0.9408	0.7700	0.1708	18.4%	0.0099	1.1%	92%	False	False	21,320

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

Fibonacci Retracements and Extensions
4.250	0.9832
2.618	0.9654
1.618	0.9545
1.000	0.9478
0.618	0.9436
HIGH	0.9369
0.618	0.9327
0.500	0.9315
0.382	0.9302
LOW	0.9260
0.618	0.9193
1.000	0.9151
1.618	0.9084
2.618	0.8975
4.250	0.8797

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	0.9315	0.9334
PP	0.9300	0.9313
S1	0.9286	0.9293

Download as Excel Spreadsheet

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

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