CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	0.9242	0.9193	-0.0049	-0.5%	0.9285
High	0.9263	0.9205	-0.0058	-0.6%	0.9408
Low	0.9150	0.9052	-0.0098	-1.1%	0.9203
Close	0.9177	0.9078	-0.0099	-1.1%	0.9236
Range	0.0113	0.0153	0.0040	35.4%	0.0205
ATR	0.0112	0.0115	0.0003	2.6%	0.0000
Volume	71,161	52,939	-18,222	-25.6%	318,366

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9571	0.9477	0.9162
R3	0.9418	0.9324	0.9120
R2	0.9265	0.9265	0.9106
R1	0.9171	0.9171	0.9092	0.9142
PP	0.9112	0.9112	0.9112	0.9097
S1	0.9018	0.9018	0.9064	0.8989
S2	0.8959	0.8959	0.9050
S3	0.8806	0.8865	0.9036
S4	0.8653	0.8712	0.8994

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9772	0.9349
R3	0.9692	0.9567	0.9292
R2	0.9487	0.9487	0.9274
R1	0.9362	0.9362	0.9255	0.9322
PP	0.9282	0.9282	0.9282	0.9263
S1	0.9157	0.9157	0.9217	0.9117
S2	0.9077	0.9077	0.9198
S3	0.8872	0.8952	0.9180
S4	0.8667	0.8747	0.9123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9369	0.9052	0.0317	3.5%	0.0113	1.2%	8%	False	True	61,134
10	0.9408	0.9052	0.0356	3.9%	0.0111	1.2%	7%	False	True	63,931
20	0.9408	0.8814	0.0594	6.5%	0.0113	1.2%	44%	False	False	62,924
40	0.9408	0.8530	0.0878	9.7%	0.0110	1.2%	62%	False	False	59,650
60	0.9408	0.8530	0.0878	9.7%	0.0124	1.4%	62%	False	False	45,526
80	0.9408	0.8000	0.1408	15.5%	0.0117	1.3%	77%	False	False	34,195
100	0.9408	0.7900	0.1508	16.6%	0.0110	1.2%	78%	False	False	27,369
120	0.9408	0.7700	0.1708	18.8%	0.0101	1.1%	81%	False	False	22,819

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	0.0019
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9855
2.618	0.9606
1.618	0.9453
1.000	0.9358
0.618	0.9300
HIGH	0.9205
0.618	0.9147
0.500	0.9129
0.382	0.9110
LOW	0.9052
0.618	0.8957
1.000	0.8899
1.618	0.8804
2.618	0.8651
4.250	0.8402

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	0.9129	0.9176
PP	0.9112	0.9143
S1	0.9095	0.9111

Download as Excel Spreadsheet

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

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