CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	0.8970	0.8952	-0.0018	-0.2%	0.8615
High	0.8970	0.8983	0.0013	0.1%	0.9000
Low	0.8940	0.8942	0.0002	0.0%	0.8591
Close	0.8952	0.8966	0.0014	0.2%	0.8966
Range	0.0030	0.0041	0.0011	36.7%	0.0409
ATR	0.0096	0.0092	-0.0004	-4.1%	0.0000
Volume	100	70	-30	-30.0%	348

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9087	0.9067	0.8989
R3	0.9046	0.9026	0.8977
R2	0.9005	0.9005	0.8974
R1	0.8985	0.8985	0.8970	0.8995
PP	0.8964	0.8964	0.8964	0.8969
S1	0.8944	0.8944	0.8962	0.8954
S2	0.8923	0.8923	0.8958
S3	0.8882	0.8903	0.8955
S4	0.8841	0.8862	0.8943

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	0.9932	0.9191
R3	0.9670	0.9523	0.9078
R2	0.9261	0.9261	0.9041
R1	0.9114	0.9114	0.9003	0.9188
PP	0.8852	0.8852	0.8852	0.8889
S1	0.8705	0.8705	0.8929	0.8779
S2	0.8443	0.8443	0.8891
S3	0.8034	0.8296	0.8854
S4	0.7625	0.7887	0.8741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9000	0.8591	0.0409	4.6%	0.0089	1.0%	92%	False	False	69
10	0.9000	0.8540	0.0460	5.1%	0.0074	0.8%	93%	False	False	65
20	0.9000	0.8540	0.0460	5.1%	0.0075	0.8%	93%	False	False	65
40	0.9265	0.8540	0.0725	8.1%	0.0086	1.0%	59%	False	False	97
60	0.9265	0.8179	0.1086	12.1%	0.0079	0.9%	72%	False	False	80
80	0.9265	0.7920	0.1345	15.0%	0.0071	0.8%	78%	False	False	69
100	0.9265	0.7725	0.1540	17.2%	0.0067	0.7%	81%	False	False	63

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9157
2.618	0.9090
1.618	0.9049
1.000	0.9024
0.618	0.9008
HIGH	0.8983
0.618	0.8967
0.500	0.8963
0.382	0.8958
LOW	0.8942
0.618	0.8917
1.000	0.8901
1.618	0.8876
2.618	0.8835
4.250	0.8768

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	0.8965	0.8952
PP	0.8964	0.8938
S1	0.8963	0.8924

Download as Excel Spreadsheet

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

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