CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	0.9230	0.9174	-0.0056	-0.6%	0.9300
High	0.9250	0.9174	-0.0076	-0.8%	0.9405
Low	0.9159	0.9056	-0.0103	-1.1%	0.9214
Close	0.9179	0.9080	-0.0099	-1.1%	0.9238
Range	0.0091	0.0118	0.0027	29.7%	0.0191
ATR	0.0094	0.0096	0.0002	2.2%	0.0000
Volume	194	102	-92	-47.4%	1,251

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9457	0.9387	0.9145
R3	0.9339	0.9269	0.9112
R2	0.9221	0.9221	0.9102
R1	0.9151	0.9151	0.9091	0.9127
PP	0.9103	0.9103	0.9103	0.9092
S1	0.9033	0.9033	0.9069	0.9009
S2	0.8985	0.8985	0.9058
S3	0.8867	0.8915	0.9048
S4	0.8749	0.8797	0.9015

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9859	0.9739	0.9343
R3	0.9668	0.9548	0.9291
R2	0.9477	0.9477	0.9273
R1	0.9357	0.9357	0.9256	0.9322
PP	0.9286	0.9286	0.9286	0.9268
S1	0.9166	0.9166	0.9220	0.9131
S2	0.9095	0.9095	0.9203
S3	0.8904	0.8975	0.9185
S4	0.8713	0.8784	0.9133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9365	0.9056	0.0309	3.4%	0.0093	1.0%	8%	False	True	227
10	0.9405	0.9056	0.0349	3.8%	0.0093	1.0%	7%	False	True	249
20	0.9405	0.8848	0.0557	6.1%	0.0090	1.0%	42%	False	False	197
40	0.9405	0.8540	0.0865	9.5%	0.0082	0.9%	62%	False	False	130
60	0.9405	0.8540	0.0865	9.5%	0.0086	1.0%	62%	False	False	128
80	0.9405	0.8025	0.1380	15.2%	0.0082	0.9%	76%	False	False	109
100	0.9405	0.7920	0.1485	16.4%	0.0073	0.8%	78%	False	False	92

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9676
2.618	0.9483
1.618	0.9365
1.000	0.9292
0.618	0.9247
HIGH	0.9174
0.618	0.9129
0.500	0.9115
0.382	0.9101
LOW	0.9056
0.618	0.8983
1.000	0.8938
1.618	0.8865
2.618	0.8747
4.250	0.8555

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	0.9115	0.9184
PP	0.9103	0.9149
S1	0.9092	0.9115

Download as Excel Spreadsheet

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

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