CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	0.9693	0.9759	0.0066	0.7%	0.9255
High	0.9772	0.9798	0.0026	0.3%	0.9606
Low	0.9683	0.9641	-0.0042	-0.4%	0.9237
Close	0.9730	0.9677	-0.0053	-0.5%	0.9583
Range	0.0089	0.0157	0.0068	76.4%	0.0369
ATR	0.0123	0.0126	0.0002	1.9%	0.0000
Volume	67,175	63,681	-3,494	-5.2%	350,078

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0176	1.0084	0.9763
R3	1.0019	0.9927	0.9720
R2	0.9862	0.9862	0.9706
R1	0.9770	0.9770	0.9691	0.9738
PP	0.9705	0.9705	0.9705	0.9689
S1	0.9613	0.9613	0.9663	0.9581
S2	0.9548	0.9548	0.9648
S3	0.9391	0.9456	0.9634
S4	0.9234	0.9299	0.9591

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	0.9798	0.9477	0.0321	3.3%	0.0121	1.2%	62%	True	False	61,990
10	0.9798	0.9124	0.0674	7.0%	0.0124	1.3%	82%	True	False	66,282
20	0.9798	0.9094	0.0704	7.3%	0.0129	1.3%	83%	True	False	66,966
40	0.9798	0.9010	0.0788	8.1%	0.0124	1.3%	85%	True	False	44,021
60	0.9798	0.8991	0.0807	8.3%	0.0115	1.2%	85%	True	False	29,435
80	0.9798	0.8540	0.1258	13.0%	0.0106	1.1%	90%	True	False	22,100
100	0.9798	0.8540	0.1258	13.0%	0.0105	1.1%	90%	True	False	17,702
120	0.9798	0.8397	0.1401	14.5%	0.0099	1.0%	91%	True	False	14,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0465
2.618	1.0209
1.618	1.0052
1.000	0.9955
0.618	0.9895
HIGH	0.9798
0.618	0.9738
0.500	0.9720
0.382	0.9701
LOW	0.9641
0.618	0.9544
1.000	0.9484
1.618	0.9387
2.618	0.9230
4.250	0.8974

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	0.9720	0.9719
PP	0.9705	0.9705
S1	0.9691	0.9691

Download as Excel Spreadsheet

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

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