CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	0.9032	0.9075	0.0043	0.5%	0.9242
High	0.9090	0.9139	0.0049	0.5%	0.9266
Low	0.9003	0.8997	-0.0006	-0.1%	0.9028
Close	0.9077	0.9122	0.0045	0.5%	0.9078
Range	0.0087	0.0142	0.0055	63.2%	0.0238
ATR	0.0120	0.0121	0.0002	1.3%	0.0000
Volume	61,117	52,299	-8,818	-14.4%	341,157

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9512	0.9459	0.9200
R3	0.9370	0.9317	0.9161
R2	0.9228	0.9228	0.9148
R1	0.9175	0.9175	0.9135	0.9202
PP	0.9086	0.9086	0.9086	0.9099
S1	0.9033	0.9033	0.9109	0.9060
S2	0.8944	0.8944	0.9096
S3	0.8802	0.8891	0.9083
S4	0.8660	0.8749	0.9044

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9696	0.9209
R3	0.9600	0.9458	0.9143
R2	0.9362	0.9362	0.9122
R1	0.9220	0.9220	0.9100	0.9172
PP	0.9124	0.9124	0.9124	0.9100
S1	0.8982	0.8982	0.9056	0.8934
S2	0.8886	0.8886	0.9034
S3	0.8648	0.8744	0.9013
S4	0.8410	0.8506	0.8947

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9266	0.8987	0.0279	3.1%	0.0124	1.4%	48%	False	False	63,816
10	0.9369	0.8987	0.0382	4.2%	0.0128	1.4%	35%	False	False	63,852
20	0.9408	0.8987	0.0421	4.6%	0.0120	1.3%	32%	False	False	63,476
40	0.9408	0.8530	0.0878	9.6%	0.0112	1.2%	67%	False	False	60,654
60	0.9408	0.8530	0.0878	9.6%	0.0126	1.4%	67%	False	False	52,032
80	0.9408	0.8296	0.1112	12.2%	0.0121	1.3%	74%	False	False	39,109
100	0.9408	0.7900	0.1508	16.5%	0.0113	1.2%	81%	False	False	31,312
120	0.9408	0.7700	0.1708	18.7%	0.0106	1.2%	83%	False	False	26,106

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	0.0030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9743
2.618	0.9511
1.618	0.9369
1.000	0.9281
0.618	0.9227
HIGH	0.9139
0.618	0.9085
0.500	0.9068
0.382	0.9051
LOW	0.8997
0.618	0.8909
1.000	0.8855
1.618	0.8767
2.618	0.8625
4.250	0.8394

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	0.9104	0.9102
PP	0.9086	0.9083
S1	0.9068	0.9063

Download as Excel Spreadsheet

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

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