CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 31-Aug-2009

Day Change Summary
	Previous	Current
	28-Aug-2009	31-Aug-2009	Change	Change %	Previous Week
Open	0.9195	0.9151	-0.0044	-0.5%	0.9261
High	0.9267	0.9171	-0.0096	-1.0%	0.9330
Low	0.9142	0.9013	-0.0129	-1.4%	0.9072
Close	0.9149	0.9135	-0.0014	-0.2%	0.9149
Range	0.0125	0.0158	0.0033	26.4%	0.0258
ATR	0.0126	0.0128	0.0002	1.8%	0.0000
Volume	64,361	60,106	-4,255	-6.6%	293,910

Daily Pivots for day following 31-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9516	0.9222
R3	0.9422	0.9358	0.9178
R2	0.9264	0.9264	0.9164
R1	0.9200	0.9200	0.9149	0.9153
PP	0.9106	0.9106	0.9106	0.9083
S1	0.9042	0.9042	0.9121	0.8995
S2	0.8948	0.8948	0.9106
S3	0.8790	0.8884	0.9092
S4	0.8632	0.8726	0.9048

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9958	0.9811	0.9291
R3	0.9700	0.9553	0.9220
R2	0.9442	0.9442	0.9196
R1	0.9295	0.9295	0.9173	0.9240
PP	0.9184	0.9184	0.9184	0.9156
S1	0.9037	0.9037	0.9125	0.8982
S2	0.8926	0.8926	0.9102
S3	0.8668	0.8779	0.9078
S4	0.8410	0.8521	0.9007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9013	0.0317	3.5%	0.0144	1.6%	38%	False	True	59,649
10	0.9330	0.8997	0.0333	3.6%	0.0130	1.4%	41%	False	False	58,773
20	0.9408	0.8987	0.0421	4.6%	0.0128	1.4%	35%	False	False	61,761
40	0.9408	0.8530	0.0878	9.6%	0.0120	1.3%	69%	False	False	60,985
60	0.9408	0.8530	0.0878	9.6%	0.0120	1.3%	69%	False	False	59,334
80	0.9408	0.8475	0.0933	10.2%	0.0125	1.4%	71%	False	False	45,020
100	0.9408	0.8000	0.1408	15.4%	0.0118	1.3%	81%	False	False	36,050
120	0.9408	0.7870	0.1538	16.8%	0.0111	1.2%	82%	False	False	30,052

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	0.0040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9843
2.618	0.9585
1.618	0.9427
1.000	0.9329
0.618	0.9269
HIGH	0.9171
0.618	0.9111
0.500	0.9092
0.382	0.9073
LOW	0.9013
0.618	0.8915
1.000	0.8855
1.618	0.8757
2.618	0.8599
4.250	0.8342

Fisher Pivots for day following 31-Aug-2009
Pivot	1 day	3 day
R1	0.9121	0.9140
PP	0.9106	0.9138
S1	0.9092	0.9137

Download as Excel Spreadsheet

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

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