CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	0.9408	0.9335	-0.0073	-0.8%	0.9496
High	0.9420	0.9488	0.0068	0.7%	0.9591
Low	0.9317	0.9334	0.0017	0.2%	0.9317
Close	0.9334	0.9475	0.0141	1.5%	0.9334
Range	0.0103	0.0154	0.0051	49.5%	0.0274
ATR	0.0125	0.0128	0.0002	1.6%	0.0000
Volume	91,057	70,150	-20,907	-23.0%	374,555

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9839	0.9560
R3	0.9740	0.9685	0.9517
R2	0.9586	0.9586	0.9503
R1	0.9531	0.9531	0.9489	0.9559
PP	0.9432	0.9432	0.9432	0.9446
S1	0.9377	0.9377	0.9461	0.9405
S2	0.9278	0.9278	0.9447
S3	0.9124	0.9223	0.9433
S4	0.8970	0.9069	0.9390

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0236	1.0059	0.9485
R3	0.9962	0.9785	0.9409
R2	0.9688	0.9688	0.9384
R1	0.9511	0.9511	0.9359	0.9463
PP	0.9414	0.9414	0.9414	0.9390
S1	0.9237	0.9237	0.9309	0.9189
S2	0.9140	0.9140	0.9284
S3	0.8866	0.8963	0.9259
S4	0.8592	0.8689	0.9183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9569	0.9317	0.0252	2.7%	0.0130	1.4%	63%	False	False	76,163
10	0.9599	0.9317	0.0282	3.0%	0.0116	1.2%	56%	False	False	71,389
20	0.9599	0.9212	0.0387	4.1%	0.0124	1.3%	68%	False	False	78,376
40	0.9798	0.9124	0.0674	7.1%	0.0131	1.4%	52%	False	False	74,247
60	0.9798	0.9010	0.0788	8.3%	0.0127	1.3%	59%	False	False	64,028
80	0.9798	0.8991	0.0807	8.5%	0.0124	1.3%	60%	False	False	48,115
100	0.9798	0.8540	0.1258	13.3%	0.0116	1.2%	74%	False	False	38,523
120	0.9798	0.8540	0.1258	13.3%	0.0109	1.2%	74%	False	False	32,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0143
2.618	0.9891
1.618	0.9737
1.000	0.9642
0.618	0.9583
HIGH	0.9488
0.618	0.9429
0.500	0.9411
0.382	0.9393
LOW	0.9334
0.618	0.9239
1.000	0.9180
1.618	0.9085
2.618	0.8931
4.250	0.8680

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	0.9454	0.9451
PP	0.9432	0.9427
S1	0.9411	0.9403

Download as Excel Spreadsheet

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

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