CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	0.9250	0.9240	-0.0010	-0.1%	0.9008
High	0.9281	0.9300	0.0019	0.2%	0.9257
Low	0.9240	0.9180	-0.0060	-0.6%	0.9008
Close	0.9260	0.9241	-0.0019	-0.2%	0.9231
Range	0.0041	0.0120	0.0079	192.7%	0.0249
ATR	0.0093	0.0095	0.0002	2.1%	0.0000
Volume	79	134	55	69.6%	1,004

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9600	0.9541	0.9307
R3	0.9480	0.9421	0.9274
R2	0.9360	0.9360	0.9263
R1	0.9301	0.9301	0.9252	0.9331
PP	0.9240	0.9240	0.9240	0.9255
S1	0.9181	0.9181	0.9230	0.9211
S2	0.9120	0.9120	0.9219
S3	0.9000	0.9061	0.9208
S4	0.8880	0.8941	0.9175

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9912	0.9821	0.9368
R3	0.9663	0.9572	0.9299
R2	0.9414	0.9414	0.9277
R1	0.9323	0.9323	0.9254	0.9369
PP	0.9165	0.9165	0.9165	0.9188
S1	0.9074	0.9074	0.9208	0.9120
S2	0.8916	0.8916	0.9185
S3	0.8667	0.8825	0.9163
S4	0.8418	0.8576	0.9094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9300	0.9047	0.0253	2.7%	0.0093	1.0%	77%	True	False	194
10	0.9300	0.8848	0.0452	4.9%	0.0087	0.9%	87%	True	False	145
20	0.9300	0.8540	0.0760	8.2%	0.0082	0.9%	92%	True	False	100
40	0.9300	0.8540	0.0760	8.2%	0.0088	1.0%	92%	True	False	107
60	0.9300	0.8456	0.0844	9.1%	0.0084	0.9%	93%	True	False	95
80	0.9300	0.8025	0.1275	13.8%	0.0076	0.8%	95%	True	False	81
100	0.9300	0.7725	0.1575	17.0%	0.0070	0.8%	96%	True	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9810
2.618	0.9614
1.618	0.9494
1.000	0.9420
0.618	0.9374
HIGH	0.9300
0.618	0.9254
0.500	0.9240
0.382	0.9226
LOW	0.9180
0.618	0.9106
1.000	0.9060
1.618	0.8986
2.618	0.8866
4.250	0.8670

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	0.9241	0.9238
PP	0.9240	0.9234
S1	0.9240	0.9231

Download as Excel Spreadsheet

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

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