CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	0.9759	0.9671	-0.0088	-0.9%	0.9587
High	0.9798	0.9719	-0.0079	-0.8%	0.9798
Low	0.9641	0.9582	-0.0059	-0.6%	0.9567
Close	0.9677	0.9635	-0.0042	-0.4%	0.9635
Range	0.0157	0.0137	-0.0020	-12.7%	0.0231
ATR	0.0126	0.0127	0.0001	0.6%	0.0000
Volume	63,681	77,445	13,764	21.6%	315,368

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	0.9983	0.9710
R3	0.9919	0.9846	0.9673
R2	0.9782	0.9782	0.9660
R1	0.9709	0.9709	0.9648	0.9677
PP	0.9645	0.9645	0.9645	0.9630
S1	0.9572	0.9572	0.9622	0.9540
S2	0.9508	0.9508	0.9610
S3	0.9371	0.9435	0.9597
S4	0.9234	0.9298	0.9560

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0228	0.9762
R3	1.0129	0.9997	0.9699
R2	0.9898	0.9898	0.9677
R1	0.9766	0.9766	0.9656	0.9832
PP	0.9667	0.9667	0.9667	0.9700
S1	0.9535	0.9535	0.9614	0.9601
S2	0.9436	0.9436	0.9593
S3	0.9205	0.9304	0.9571
S4	0.8974	0.9073	0.9508

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9798	0.9567	0.0231	2.4%	0.0122	1.3%	29%	False	False	63,073
10	0.9798	0.9237	0.0561	5.8%	0.0123	1.3%	71%	False	False	66,544
20	0.9798	0.9094	0.0704	7.3%	0.0131	1.4%	77%	False	False	67,790
40	0.9798	0.9010	0.0788	8.2%	0.0124	1.3%	79%	False	False	45,950
60	0.9798	0.8991	0.0807	8.4%	0.0116	1.2%	80%	False	False	30,723
80	0.9798	0.8540	0.1258	13.1%	0.0107	1.1%	87%	False	False	23,066
100	0.9798	0.8540	0.1258	13.1%	0.0104	1.1%	87%	False	False	18,476
120	0.9798	0.8420	0.1378	14.3%	0.0100	1.0%	88%	False	False	15,408

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	0.0028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0301
2.618	1.0078
1.618	0.9941
1.000	0.9856
0.618	0.9804
HIGH	0.9719
0.618	0.9667
0.500	0.9651
0.382	0.9634
LOW	0.9582
0.618	0.9497
1.000	0.9445
1.618	0.9360
2.618	0.9223
4.250	0.9000

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	0.9651	0.9690
PP	0.9645	0.9672
S1	0.9640	0.9653

Download as Excel Spreadsheet

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

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