CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	0.9050	0.8850	-0.0200	-2.2%	0.8927
High	0.9050	0.8870	-0.0180	-2.0%	0.9138
Low	0.8908	0.8804	-0.0104	-1.2%	0.8908
Close	0.8954	0.8832	-0.0122	-1.4%	0.8954
Range	0.0142	0.0066	-0.0076	-53.5%	0.0230
ATR	0.0124	0.0126	0.0002	1.5%	0.0000
Volume	104	174	70	67.3%	891

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9033	0.8999	0.8868
R3	0.8967	0.8933	0.8850
R2	0.8901	0.8901	0.8844
R1	0.8867	0.8867	0.8838	0.8851
PP	0.8835	0.8835	0.8835	0.8828
S1	0.8801	0.8801	0.8826	0.8785
S2	0.8769	0.8769	0.8820
S3	0.8703	0.8735	0.8814
S4	0.8637	0.8669	0.8796

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9690	0.9552	0.9081
R3	0.9460	0.9322	0.9017
R2	0.9230	0.9230	0.8996
R1	0.9092	0.9092	0.8975	0.9161
PP	0.9000	0.9000	0.9000	0.9035
S1	0.8862	0.8862	0.8933	0.8931
S2	0.8770	0.8770	0.8912
S3	0.8540	0.8632	0.8891
S4	0.8310	0.8402	0.8828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9138	0.8804	0.0334	3.8%	0.0085	1.0%	8%	False	True	162
10	0.9265	0.8804	0.0461	5.2%	0.0113	1.3%	6%	False	True	150
20	0.9265	0.8456	0.0809	9.2%	0.0100	1.1%	46%	False	False	120
40	0.9265	0.8025	0.1240	14.0%	0.0080	0.9%	65%	False	False	86
60	0.9265	0.7920	0.1345	15.2%	0.0066	0.8%	68%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9151
2.618	0.9043
1.618	0.8977
1.000	0.8936
0.618	0.8911
HIGH	0.8870
0.618	0.8845
0.500	0.8837
0.382	0.8829
LOW	0.8804
0.618	0.8763
1.000	0.8738
1.618	0.8697
2.618	0.8631
4.250	0.8524

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	0.8837	0.8971
PP	0.8835	0.8925
S1	0.8834	0.8878

Download as Excel Spreadsheet

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

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