CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	0.9315	0.9471	0.0156	1.7%	0.9217
High	0.9486	0.9539	0.0053	0.6%	0.9439
Low	0.9303	0.9426	0.0123	1.3%	0.9212
Close	0.9485	0.9531	0.0046	0.5%	0.9285
Range	0.0183	0.0113	-0.0070	-38.3%	0.0227
ATR	0.0138	0.0136	-0.0002	-1.3%	0.0000
Volume	89,249	68,680	-20,569	-23.0%	431,765

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9838	0.9797	0.9593
R3	0.9725	0.9684	0.9562
R2	0.9612	0.9612	0.9552
R1	0.9571	0.9571	0.9541	0.9592
PP	0.9499	0.9499	0.9499	0.9509
S1	0.9458	0.9458	0.9521	0.9479
S2	0.9386	0.9386	0.9510
S3	0.9273	0.9345	0.9500
S4	0.9160	0.9232	0.9469

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	0.9539	0.9274	0.0265	2.8%	0.0120	1.3%	97%	True	False	79,757
10	0.9539	0.9212	0.0327	3.4%	0.0136	1.4%	98%	True	False	84,103
20	0.9798	0.9212	0.0586	6.1%	0.0139	1.5%	54%	False	False	78,518
40	0.9798	0.9094	0.0704	7.4%	0.0132	1.4%	62%	False	False	72,738
60	0.9798	0.9001	0.0797	8.4%	0.0128	1.3%	66%	False	False	53,349
80	0.9798	0.8991	0.0807	8.5%	0.0121	1.3%	67%	False	False	40,077
100	0.9798	0.8540	0.1258	13.2%	0.0112	1.2%	79%	False	False	32,076
120	0.9798	0.8540	0.1258	13.2%	0.0109	1.1%	79%	False	False	26,750

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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0019
2.618	0.9835
1.618	0.9722
1.000	0.9652
0.618	0.9609
HIGH	0.9539
0.618	0.9496
0.500	0.9483
0.382	0.9469
LOW	0.9426
0.618	0.9356
1.000	0.9313
1.618	0.9243
2.618	0.9130
4.250	0.8946

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	0.9515	0.9490
PP	0.9499	0.9448
S1	0.9483	0.9407

Download as Excel Spreadsheet

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

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