CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	0.8899	0.8826	-0.0073	-0.8%	0.8927
High	0.8899	0.8860	-0.0039	-0.4%	0.9138
Low	0.8820	0.8756	-0.0064	-0.7%	0.8908
Close	0.8823	0.8856	0.0033	0.4%	0.8954
Range	0.0079	0.0104	0.0025	31.6%	0.0230
ATR	0.0123	0.0121	-0.0001	-1.1%	0.0000
Volume	101	50	-51	-50.5%	891

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9136	0.9100	0.8913
R3	0.9032	0.8996	0.8885
R2	0.8928	0.8928	0.8875
R1	0.8892	0.8892	0.8866	0.8910
PP	0.8824	0.8824	0.8824	0.8833
S1	0.8788	0.8788	0.8846	0.8806
S2	0.8720	0.8720	0.8837
S3	0.8616	0.8684	0.8827
S4	0.8512	0.8580	0.8799

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	0.8756	0.0382	4.3%	0.0096	1.1%	26%	False	True	118
10	0.9165	0.8756	0.0409	4.6%	0.0103	1.2%	24%	False	True	154
20	0.9265	0.8717	0.0548	6.2%	0.0098	1.1%	25%	False	False	126
40	0.9265	0.8066	0.1199	13.5%	0.0081	0.9%	66%	False	False	88
60	0.9265	0.7920	0.1345	15.2%	0.0069	0.8%	70%	False	False	67
80	0.9265	0.7725	0.1540	17.4%	0.0065	0.7%	73%	False	False	61

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9302
2.618	0.9132
1.618	0.9028
1.000	0.8964
0.618	0.8924
HIGH	0.8860
0.618	0.8820
0.500	0.8808
0.382	0.8796
LOW	0.8756
0.618	0.8692
1.000	0.8652
1.618	0.8588
2.618	0.8484
4.250	0.8314

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	0.8840	0.8847
PP	0.8824	0.8837
S1	0.8808	0.8828

Download as Excel Spreadsheet

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

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