CME Canadian Dollar Future September 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	0.9278	0.9287	0.0009	0.1%	0.9207
High	0.9332	0.9287	-0.0045	-0.5%	0.9370
Low	0.9265	0.9152	-0.0113	-1.2%	0.9189
Close	0.9285	0.9222	-0.0063	-0.7%	0.9285
Range	0.0067	0.0135	0.0068	101.5%	0.0181
ATR	0.0121	0.0122	0.0001	0.8%	0.0000
Volume	56,787	27,319	-29,468	-51.9%	314,868

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9625	0.9559	0.9296
R3	0.9490	0.9424	0.9259
R2	0.9355	0.9355	0.9247
R1	0.9289	0.9289	0.9234	0.9255
PP	0.9220	0.9220	0.9220	0.9203
S1	0.9154	0.9154	0.9210	0.9120
S2	0.9085	0.9085	0.9197
S3	0.8950	0.9019	0.9185
S4	0.8815	0.8884	0.9148

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9824	0.9736	0.9385
R3	0.9643	0.9555	0.9335
R2	0.9462	0.9462	0.9318
R1	0.9374	0.9374	0.9302	0.9418
PP	0.9281	0.9281	0.9281	0.9304
S1	0.9193	0.9193	0.9268	0.9237
S2	0.9100	0.9100	0.9252
S3	0.8919	0.9012	0.9235
S4	0.8738	0.8831	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9152	0.0218	2.4%	0.0110	1.2%	32%	False	True	68,437
10	0.9370	0.9006	0.0364	3.9%	0.0122	1.3%	59%	False	False	68,054
20	0.9370	0.8987	0.0383	4.2%	0.0124	1.3%	61%	False	False	63,612
40	0.9408	0.8964	0.0444	4.8%	0.0122	1.3%	58%	False	False	63,475
60	0.9408	0.8530	0.0878	9.5%	0.0117	1.3%	79%	False	False	61,667
80	0.9408	0.8530	0.0878	9.5%	0.0126	1.4%	79%	False	False	52,744
100	0.9408	0.8175	0.1233	13.4%	0.0120	1.3%	85%	False	False	42,241
120	0.9408	0.7900	0.1508	16.4%	0.0114	1.2%	88%	False	False	35,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9861
2.618	0.9640
1.618	0.9505
1.000	0.9422
0.618	0.9370
HIGH	0.9287
0.618	0.9235
0.500	0.9220
0.382	0.9204
LOW	0.9152
0.618	0.9069
1.000	0.9017
1.618	0.8934
2.618	0.8799
4.250	0.8578

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	0.9221	0.9242
PP	0.9220	0.9235
S1	0.9220	0.9229

Download as Excel Spreadsheet

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

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