CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	0.8615	0.8691	0.0076	0.9%	0.8585
High	0.8684	0.8810	0.0126	1.5%	0.8657
Low	0.8591	0.8680	0.0089	1.0%	0.8540
Close	0.8680	0.8808	0.0128	1.5%	0.8604
Range	0.0093	0.0130	0.0037	39.8%	0.0117
ATR	0.0088	0.0091	0.0003	3.4%	0.0000
Volume	47	59	12	25.5%	305

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9156	0.9112	0.8880
R3	0.9026	0.8982	0.8844
R2	0.8896	0.8896	0.8832
R1	0.8852	0.8852	0.8820	0.8874
PP	0.8766	0.8766	0.8766	0.8777
S1	0.8722	0.8722	0.8796	0.8744
S2	0.8636	0.8636	0.8784
S3	0.8506	0.8592	0.8772
S4	0.8376	0.8462	0.8737

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.8951	0.8895	0.8668
R3	0.8834	0.8778	0.8636
R2	0.8717	0.8717	0.8625
R1	0.8661	0.8661	0.8615	0.8689
PP	0.8600	0.8600	0.8600	0.8615
S1	0.8544	0.8544	0.8593	0.8572
S2	0.8483	0.8483	0.8583
S3	0.8366	0.8427	0.8572
S4	0.8249	0.8310	0.8540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8810	0.8540	0.0270	3.1%	0.0081	0.9%	99%	True	False	63
10	0.8810	0.8540	0.0270	3.1%	0.0077	0.9%	99%	True	False	56
20	0.8890	0.8540	0.0350	4.0%	0.0074	0.8%	77%	False	False	63
40	0.9265	0.8540	0.0725	8.2%	0.0085	1.0%	37%	False	False	94
60	0.9265	0.8025	0.1240	14.1%	0.0079	0.9%	63%	False	False	79
80	0.9265	0.7920	0.1345	15.3%	0.0069	0.8%	66%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9363
2.618	0.9150
1.618	0.9020
1.000	0.8940
0.618	0.8890
HIGH	0.8810
0.618	0.8760
0.500	0.8745
0.382	0.8730
LOW	0.8680
0.618	0.8600
1.000	0.8550
1.618	0.8470
2.618	0.8340
4.250	0.8128

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	0.8787	0.8770
PP	0.8766	0.8731
S1	0.8745	0.8693

Download as Excel Spreadsheet

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

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