CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	0.9415	0.9379	-0.0036	-0.4%	0.9217
High	0.9429	0.9427	-0.0002	0.0%	0.9439
Low	0.9362	0.9274	-0.0088	-0.9%	0.9212
Close	0.9392	0.9285	-0.0107	-1.1%	0.9285
Range	0.0067	0.0153	0.0086	128.4%	0.0227
ATR	0.0131	0.0133	0.0002	1.2%	0.0000
Volume	89,684	64,103	-25,581	-28.5%	431,765

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9788	0.9689	0.9369
R3	0.9635	0.9536	0.9327
R2	0.9482	0.9482	0.9313
R1	0.9383	0.9383	0.9299	0.9356
PP	0.9329	0.9329	0.9329	0.9315
S1	0.9230	0.9230	0.9271	0.9203
S2	0.9176	0.9176	0.9257
S3	0.9023	0.9077	0.9243
S4	0.8870	0.8924	0.9201

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9993	0.9866	0.9410
R3	0.9766	0.9639	0.9347
R2	0.9539	0.9539	0.9327
R1	0.9412	0.9412	0.9306	0.9476
PP	0.9312	0.9312	0.9312	0.9344
S1	0.9185	0.9185	0.9264	0.9249
S2	0.9085	0.9085	0.9243
S3	0.8858	0.8958	0.9223
S4	0.8631	0.8731	0.9160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9439	0.9212	0.0227	2.4%	0.0119	1.3%	32%	False	False	86,353
10	0.9523	0.9212	0.0311	3.3%	0.0132	1.4%	23%	False	False	82,057
20	0.9798	0.9212	0.0586	6.3%	0.0135	1.5%	12%	False	False	75,975
40	0.9798	0.9094	0.0704	7.6%	0.0131	1.4%	27%	False	False	72,304
60	0.9798	0.8991	0.0807	8.7%	0.0126	1.4%	36%	False	False	50,727
80	0.9798	0.8991	0.0807	8.7%	0.0119	1.3%	36%	False	False	38,106
100	0.9798	0.8540	0.1258	13.5%	0.0110	1.2%	59%	False	False	30,498
120	0.9798	0.8540	0.1258	13.5%	0.0108	1.2%	59%	False	False	25,437

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	0.9828
1.618	0.9675
1.000	0.9580
0.618	0.9522
HIGH	0.9427
0.618	0.9369
0.500	0.9351
0.382	0.9332
LOW	0.9274
0.618	0.9179
1.000	0.9121
1.618	0.9026
2.618	0.8873
4.250	0.8624

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	0.9351	0.9357
PP	0.9329	0.9333
S1	0.9307	0.9309

Download as Excel Spreadsheet

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

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