CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 09-Oct-2009

Day Change Summary
	Previous	Current
	08-Oct-2009	09-Oct-2009	Change	Change %	Previous Week
Open	0.9424	0.9506	0.0082	0.9%	0.9255
High	0.9520	0.9606	0.0086	0.9%	0.9606
Low	0.9406	0.9477	0.0071	0.8%	0.9237
Close	0.9510	0.9583	0.0073	0.8%	0.9583
Range	0.0114	0.0129	0.0015	13.2%	0.0369
ATR	0.0125	0.0126	0.0000	0.2%	0.0000
Volume	59,314	72,028	12,714	21.4%	350,078

Daily Pivots for day following 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9942	0.9892	0.9654
R3	0.9813	0.9763	0.9618
R2	0.9684	0.9684	0.9607
R1	0.9634	0.9634	0.9595	0.9659
PP	0.9555	0.9555	0.9555	0.9568
S1	0.9505	0.9505	0.9571	0.9530
S2	0.9426	0.9426	0.9559
S3	0.9297	0.9376	0.9548
S4	0.9168	0.9247	0.9512

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0582	1.0452	0.9786
R3	1.0213	1.0083	0.9684
R2	0.9844	0.9844	0.9651
R1	0.9714	0.9714	0.9617	0.9779
PP	0.9475	0.9475	0.9475	0.9508
S1	0.9345	0.9345	0.9549	0.9410
S2	0.9106	0.9106	0.9515
S3	0.8737	0.8976	0.9482
S4	0.8368	0.8607	0.9380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9606	0.9237	0.0369	3.9%	0.0124	1.3%	94%	True	False	70,015
10	0.9606	0.9094	0.0512	5.3%	0.0132	1.4%	96%	True	False	72,347
20	0.9606	0.9094	0.0512	5.3%	0.0127	1.3%	96%	True	False	68,633
40	0.9606	0.8991	0.0615	6.4%	0.0121	1.3%	96%	True	False	38,103
60	0.9606	0.8991	0.0615	6.4%	0.0114	1.2%	96%	True	False	25,484
80	0.9606	0.8540	0.1066	11.1%	0.0104	1.1%	98%	True	False	19,129
100	0.9606	0.8540	0.1066	11.1%	0.0103	1.1%	98%	True	False	15,329
120	0.9606	0.8179	0.1427	14.9%	0.0096	1.0%	98%	True	False	12,782

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	0.0030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0154
2.618	0.9944
1.618	0.9815
1.000	0.9735
0.618	0.9686
HIGH	0.9606
0.618	0.9557
0.500	0.9542
0.382	0.9526
LOW	0.9477
0.618	0.9397
1.000	0.9348
1.618	0.9268
2.618	0.9139
4.250	0.8929

Fisher Pivots for day following 09-Oct-2009
Pivot	1 day	3 day
R1	0.9569	0.9555
PP	0.9555	0.9526
S1	0.9542	0.9498

Download as Excel Spreadsheet

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

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