CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	0.9231	0.9300	0.0069	0.7%	0.9250
High	0.9284	0.9396	0.0112	1.2%	0.9300
Low	0.9231	0.9280	0.0049	0.5%	0.9150
Close	0.9273	0.9373	0.0100	1.1%	0.9273
Range	0.0053	0.0116	0.0063	118.9%	0.0150
ATR	0.0093	0.0095	0.0002	2.4%	0.0000
Volume	561	263	-298	-53.1%	1,157

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9698	0.9651	0.9437
R3	0.9582	0.9535	0.9405
R2	0.9466	0.9466	0.9394
R1	0.9419	0.9419	0.9384	0.9443
PP	0.9350	0.9350	0.9350	0.9361
S1	0.9303	0.9303	0.9362	0.9327
S2	0.9234	0.9234	0.9352
S3	0.9118	0.9187	0.9341
S4	0.9002	0.9071	0.9309

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9632	0.9356
R3	0.9541	0.9482	0.9314
R2	0.9391	0.9391	0.9301
R1	0.9332	0.9332	0.9287	0.9362
PP	0.9241	0.9241	0.9241	0.9256
S1	0.9182	0.9182	0.9259	0.9212
S2	0.9091	0.9091	0.9246
S3	0.8941	0.9032	0.9232
S4	0.8791	0.8882	0.9191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9396	0.9150	0.0246	2.6%	0.0095	1.0%	91%	True	False	268
10	0.9396	0.9009	0.0387	4.1%	0.0093	1.0%	94%	True	False	236
20	0.9396	0.8540	0.0856	9.1%	0.0085	0.9%	97%	True	False	152
40	0.9396	0.8540	0.0856	9.1%	0.0080	0.9%	97%	True	False	121
60	0.9396	0.8456	0.0940	10.0%	0.0086	0.9%	98%	True	False	112
80	0.9396	0.8025	0.1371	14.6%	0.0078	0.8%	98%	True	False	95
100	0.9396	0.7840	0.1556	16.6%	0.0071	0.8%	99%	True	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9700
1.618	0.9584
1.000	0.9512
0.618	0.9468
HIGH	0.9396
0.618	0.9352
0.500	0.9338
0.382	0.9324
LOW	0.9280
0.618	0.9208
1.000	0.9164
1.618	0.9092
2.618	0.8976
4.250	0.8787

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	0.9361	0.9344
PP	0.9350	0.9316
S1	0.9338	0.9287

Download as Excel Spreadsheet

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

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