CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	0.9264	0.9266	0.0002	0.0%	0.9166
High	0.9308	0.9289	-0.0019	-0.2%	0.9241
Low	0.9229	0.9192	-0.0037	-0.4%	0.9010
Close	0.9251	0.9271	0.0020	0.2%	0.9211
Range	0.0079	0.0097	0.0018	22.8%	0.0231
ATR	0.0118	0.0116	-0.0001	-1.3%	0.0000
Volume	34,077	30,348	-3,729	-10.9%	11,607

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9542	0.9503	0.9324
R3	0.9445	0.9406	0.9298
R2	0.9348	0.9348	0.9289
R1	0.9309	0.9309	0.9280	0.9329
PP	0.9251	0.9251	0.9251	0.9260
S1	0.9212	0.9212	0.9262	0.9232
S2	0.9154	0.9154	0.9253
S3	0.9057	0.9115	0.9244
S4	0.8960	0.9018	0.9218

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9847	0.9760	0.9338
R3	0.9616	0.9529	0.9275
R2	0.9385	0.9385	0.9253
R1	0.9298	0.9298	0.9232	0.9342
PP	0.9154	0.9154	0.9154	0.9176
S1	0.9067	0.9067	0.9190	0.9111
S2	0.8923	0.8923	0.9169
S3	0.8692	0.8836	0.9147
S4	0.8461	0.8605	0.9084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9063	0.0307	3.3%	0.0128	1.4%	68%	False	False	15,489
10	0.9370	0.9010	0.0360	3.9%	0.0122	1.3%	73%	False	False	8,669
20	0.9370	0.8991	0.0379	4.1%	0.0120	1.3%	74%	False	False	4,573
40	0.9405	0.8942	0.0463	5.0%	0.0107	1.2%	71%	False	False	2,391
60	0.9405	0.8540	0.0865	9.3%	0.0096	1.0%	85%	False	False	1,616
80	0.9405	0.8540	0.0865	9.3%	0.0097	1.0%	85%	False	False	1,244
100	0.9405	0.8134	0.1271	13.7%	0.0090	1.0%	89%	False	False	1,004
120	0.9405	0.7920	0.1485	16.0%	0.0083	0.9%	91%	False	False	842

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9701
2.618	0.9543
1.618	0.9446
1.000	0.9386
0.618	0.9349
HIGH	0.9289
0.618	0.9252
0.500	0.9241
0.382	0.9229
LOW	0.9192
0.618	0.9132
1.000	0.9095
1.618	0.9035
2.618	0.8938
4.250	0.8780

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	0.9261	0.9281
PP	0.9251	0.9278
S1	0.9241	0.9274

Download as Excel Spreadsheet

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

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