CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	0.9512	0.9459	-0.0053	-0.6%	0.9429
High	0.9558	0.9584	0.0026	0.3%	0.9609
Low	0.9446	0.9436	-0.0010	-0.1%	0.9410
Close	0.9491	0.9441	-0.0050	-0.5%	0.9441
Range	0.0112	0.0148	0.0036	32.1%	0.0199
ATR	0.0128	0.0129	0.0001	1.1%	0.0000
Volume	80,497	91,746	11,249	14.0%	469,375

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9931	0.9834	0.9522
R3	0.9783	0.9686	0.9482
R2	0.9635	0.9635	0.9468
R1	0.9538	0.9538	0.9455	0.9513
PP	0.9487	0.9487	0.9487	0.9474
S1	0.9390	0.9390	0.9427	0.9365
S2	0.9339	0.9339	0.9414
S3	0.9191	0.9242	0.9400
S4	0.9043	0.9094	0.9360

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0084	0.9961	0.9550
R3	0.9885	0.9762	0.9496
R2	0.9686	0.9686	0.9477
R1	0.9563	0.9563	0.9459	0.9625
PP	0.9487	0.9487	0.9487	0.9517
S1	0.9364	0.9364	0.9423	0.9426
S2	0.9288	0.9288	0.9405
S3	0.9089	0.9165	0.9386
S4	0.8890	0.8966	0.9332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9609	0.9410	0.0199	2.1%	0.0116	1.2%	16%	False	False	93,875
10	0.9609	0.9301	0.0308	3.3%	0.0131	1.4%	45%	False	False	85,411
20	0.9609	0.9274	0.0335	3.5%	0.0127	1.3%	50%	False	False	78,007
40	0.9798	0.9212	0.0586	6.2%	0.0131	1.4%	39%	False	False	77,189
60	0.9798	0.9094	0.0704	7.5%	0.0128	1.4%	49%	False	False	74,150
80	0.9798	0.8991	0.0807	8.5%	0.0126	1.3%	56%	False	False	56,755
100	0.9798	0.8942	0.0856	9.1%	0.0120	1.3%	58%	False	False	45,446
120	0.9798	0.8540	0.1258	13.3%	0.0112	1.2%	72%	False	False	37,883

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	0.0022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0213
2.618	0.9971
1.618	0.9823
1.000	0.9732
0.618	0.9675
HIGH	0.9584
0.618	0.9527
0.500	0.9510
0.382	0.9493
LOW	0.9436
0.618	0.9345
1.000	0.9288
1.618	0.9197
2.618	0.9049
4.250	0.8807

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	0.9510	0.9512
PP	0.9487	0.9488
S1	0.9464	0.9465

Download as Excel Spreadsheet

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

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