CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	0.9557	0.9512	-0.0045	-0.5%	0.9335
High	0.9587	0.9558	-0.0029	-0.3%	0.9570
Low	0.9508	0.9446	-0.0062	-0.7%	0.9301
Close	0.9512	0.9491	-0.0021	-0.2%	0.9410
Range	0.0079	0.0112	0.0033	41.8%	0.0269
ATR	0.0129	0.0128	-0.0001	-0.9%	0.0000
Volume	91,900	80,497	-11,403	-12.4%	293,683

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9834	0.9775	0.9553
R3	0.9722	0.9663	0.9522
R2	0.9610	0.9610	0.9512
R1	0.9551	0.9551	0.9501	0.9525
PP	0.9498	0.9498	0.9498	0.9485
S1	0.9439	0.9439	0.9481	0.9413
S2	0.9386	0.9386	0.9470
S3	0.9274	0.9327	0.9460
S4	0.9162	0.9215	0.9429

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0234	1.0091	0.9558
R3	0.9965	0.9822	0.9484
R2	0.9696	0.9696	0.9459
R1	0.9553	0.9553	0.9435	0.9625
PP	0.9427	0.9427	0.9427	0.9463
S1	0.9284	0.9284	0.9385	0.9356
S2	0.9158	0.9158	0.9361
S3	0.8889	0.9015	0.9336
S4	0.8620	0.8746	0.9262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9609	0.9301	0.0308	3.2%	0.0140	1.5%	62%	False	False	92,187
10	0.9609	0.9301	0.0308	3.2%	0.0129	1.4%	62%	False	False	83,326
20	0.9609	0.9274	0.0335	3.5%	0.0123	1.3%	65%	False	False	77,904
40	0.9798	0.9212	0.0586	6.2%	0.0130	1.4%	48%	False	False	76,379
60	0.9798	0.9094	0.0704	7.4%	0.0128	1.3%	56%	False	False	73,126
80	0.9798	0.8991	0.0807	8.5%	0.0126	1.3%	62%	False	False	55,612
100	0.9798	0.8940	0.0858	9.0%	0.0119	1.2%	64%	False	False	44,530
120	0.9798	0.8540	0.1258	13.3%	0.0112	1.2%	76%	False	False	37,119

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0034
2.618	0.9851
1.618	0.9739
1.000	0.9670
0.618	0.9627
HIGH	0.9558
0.618	0.9515
0.500	0.9502
0.382	0.9489
LOW	0.9446
0.618	0.9377
1.000	0.9334
1.618	0.9265
2.618	0.9153
4.250	0.8970

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	0.9502	0.9528
PP	0.9498	0.9515
S1	0.9495	0.9503

Download as Excel Spreadsheet

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

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