CME Canadian Dollar Future December 2009

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

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	0.9523	0.9575	0.0052	0.5%	0.9217
High	0.9585	0.9599	0.0014	0.1%	0.9439
Low	0.9520	0.9455	-0.0065	-0.7%	0.9212
Close	0.9557	0.9480	-0.0077	-0.8%	0.9285
Range	0.0065	0.0144	0.0079	121.5%	0.0227
ATR	0.0131	0.0132	0.0001	0.7%	0.0000
Volume	67,707	56,367	-11,340	-16.7%	431,765

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9943	0.9856	0.9559
R3	0.9799	0.9712	0.9520
R2	0.9655	0.9655	0.9506
R1	0.9568	0.9568	0.9493	0.9540
PP	0.9511	0.9511	0.9511	0.9497
S1	0.9424	0.9424	0.9467	0.9396
S2	0.9367	0.9367	0.9454
S3	0.9223	0.9280	0.9440
S4	0.9079	0.9136	0.9401

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	0.9599	0.9274	0.0325	3.4%	0.0132	1.4%	63%	True	False	69,221
10	0.9599	0.9212	0.0387	4.1%	0.0127	1.3%	69%	True	False	79,293
20	0.9741	0.9212	0.0529	5.6%	0.0137	1.4%	51%	False	False	78,179
40	0.9798	0.9094	0.0704	7.4%	0.0133	1.4%	55%	False	False	72,572
60	0.9798	0.9010	0.0788	8.3%	0.0128	1.3%	60%	False	False	55,407
80	0.9798	0.8991	0.0807	8.5%	0.0121	1.3%	61%	False	False	41,621
100	0.9798	0.8540	0.1258	13.3%	0.0112	1.2%	75%	False	False	33,316
120	0.9798	0.8540	0.1258	13.3%	0.0110	1.2%	75%	False	False	27,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0211
2.618	0.9976
1.618	0.9832
1.000	0.9743
0.618	0.9688
HIGH	0.9599
0.618	0.9544
0.500	0.9527
0.382	0.9510
LOW	0.9455
0.618	0.9366
1.000	0.9311
1.618	0.9222
2.618	0.9078
4.250	0.8843

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	0.9527	0.9513
PP	0.9511	0.9502
S1	0.9496	0.9491

Download as Excel Spreadsheet

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

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