CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	0.9506	0.9587	0.0081	0.9%	0.9255
High	0.9606	0.9693	0.0087	0.9%	0.9606
Low	0.9477	0.9567	0.0090	0.9%	0.9237
Close	0.9583	0.9667	0.0084	0.9%	0.9583
Range	0.0129	0.0126	-0.0003	-2.3%	0.0369
ATR	0.0126	0.0126	0.0000	0.0%	0.0000
Volume	72,028	71,881	-147	-0.2%	350,078

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0020	0.9970	0.9736
R3	0.9894	0.9844	0.9702
R2	0.9768	0.9768	0.9690
R1	0.9718	0.9718	0.9679	0.9743
PP	0.9642	0.9642	0.9642	0.9655
S1	0.9592	0.9592	0.9655	0.9617
S2	0.9516	0.9516	0.9644
S3	0.9390	0.9466	0.9632
S4	0.9264	0.9340	0.9598

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	0.9693	0.9331	0.0362	3.7%	0.0126	1.3%	93%	True	False	67,846
10	0.9693	0.9124	0.0569	5.9%	0.0131	1.4%	95%	True	False	71,910
20	0.9693	0.9094	0.0599	6.2%	0.0126	1.3%	96%	True	False	68,546
40	0.9693	0.9001	0.0692	7.2%	0.0123	1.3%	96%	True	False	39,889
60	0.9693	0.8991	0.0702	7.3%	0.0115	1.2%	96%	True	False	26,681
80	0.9693	0.8540	0.1153	11.9%	0.0104	1.1%	98%	True	False	20,027
100	0.9693	0.8540	0.1153	11.9%	0.0103	1.1%	98%	True	False	16,046
120	0.9693	0.8179	0.1514	15.7%	0.0097	1.0%	98%	True	False	13,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0229
2.618	1.0023
1.618	0.9897
1.000	0.9819
0.618	0.9771
HIGH	0.9693
0.618	0.9645
0.500	0.9630
0.382	0.9615
LOW	0.9567
0.618	0.9489
1.000	0.9441
1.618	0.9363
2.618	0.9237
4.250	0.9032

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	0.9655	0.9628
PP	0.9642	0.9589
S1	0.9630	0.9550

Download as Excel Spreadsheet

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

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