CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	0.9035	0.9225	0.0190	2.1%	0.8885
High	0.9180	0.9252	0.0072	0.8%	0.9180
Low	0.9035	0.9170	0.0135	1.5%	0.8860
Close	0.9154	0.9194	0.0040	0.4%	0.9154
Range	0.0145	0.0082	-0.0063	-43.4%	0.0320
ATR	0.0097	0.0097	0.0000	0.1%	0.0000
Volume	79	121	42	53.2%	517

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9451	0.9405	0.9239
R3	0.9369	0.9323	0.9217
R2	0.9287	0.9287	0.9209
R1	0.9241	0.9241	0.9202	0.9223
PP	0.9205	0.9205	0.9205	0.9197
S1	0.9159	0.9159	0.9186	0.9141
S2	0.9123	0.9123	0.9179
S3	0.9041	0.9077	0.9171
S4	0.8959	0.8995	0.9149

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0025	0.9909	0.9330
R3	0.9705	0.9589	0.9242
R2	0.9385	0.9385	0.9213
R1	0.9269	0.9269	0.9183	0.9327
PP	0.9065	0.9065	0.9065	0.9094
S1	0.8949	0.8949	0.9125	0.9007
S2	0.8745	0.8745	0.9095
S3	0.8425	0.8629	0.9066
S4	0.8105	0.8309	0.8978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9252	0.8860	0.0392	4.3%	0.0089	1.0%	85%	True	False	127
10	0.9252	0.8456	0.0796	8.7%	0.0087	0.9%	93%	True	False	91
20	0.9252	0.8440	0.0812	8.8%	0.0078	0.9%	93%	True	False	74
40	0.9252	0.8025	0.1227	13.3%	0.0063	0.7%	95%	True	False	55
60	0.9252	0.7725	0.1527	16.6%	0.0058	0.6%	96%	True	False	48

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9601
2.618	0.9467
1.618	0.9385
1.000	0.9334
0.618	0.9303
HIGH	0.9252
0.618	0.9221
0.500	0.9211
0.382	0.9201
LOW	0.9170
0.618	0.9119
1.000	0.9088
1.618	0.9037
2.618	0.8955
4.250	0.8822

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	0.9211	0.9159
PP	0.9205	0.9124
S1	0.9200	0.9090

Download as Excel Spreadsheet

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

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