CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	0.9459	0.9465	0.0006	0.1%	0.9429
High	0.9584	0.9540	-0.0044	-0.5%	0.9609
Low	0.9436	0.9389	-0.0047	-0.5%	0.9410
Close	0.9441	0.9496	0.0055	0.6%	0.9441
Range	0.0148	0.0151	0.0003	2.0%	0.0199
ATR	0.0129	0.0131	0.0002	1.2%	0.0000
Volume	91,746	124,579	32,833	35.8%	469,375

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9928	0.9863	0.9579
R3	0.9777	0.9712	0.9538
R2	0.9626	0.9626	0.9524
R1	0.9561	0.9561	0.9510	0.9594
PP	0.9475	0.9475	0.9475	0.9491
S1	0.9410	0.9410	0.9482	0.9443
S2	0.9324	0.9324	0.9468
S3	0.9173	0.9259	0.9454
S4	0.9022	0.9108	0.9413

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	0.9389	0.0220	2.3%	0.0129	1.4%	49%	False	True	95,244
10	0.9609	0.9301	0.0308	3.2%	0.0136	1.4%	63%	False	False	88,763
20	0.9609	0.9301	0.0308	3.2%	0.0127	1.3%	63%	False	False	81,031
40	0.9798	0.9212	0.0586	6.2%	0.0131	1.4%	48%	False	False	78,503
60	0.9798	0.9094	0.0704	7.4%	0.0130	1.4%	57%	False	False	75,213
80	0.9798	0.8991	0.0807	8.5%	0.0126	1.3%	63%	False	False	58,303
100	0.9798	0.8991	0.0807	8.5%	0.0121	1.3%	63%	False	False	46,691
120	0.9798	0.8540	0.1258	13.2%	0.0113	1.2%	76%	False	False	38,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0182
2.618	0.9935
1.618	0.9784
1.000	0.9691
0.618	0.9633
HIGH	0.9540
0.618	0.9482
0.500	0.9465
0.382	0.9447
LOW	0.9389
0.618	0.9296
1.000	0.9238
1.618	0.9145
2.618	0.8994
4.250	0.8747

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	0.9486	0.9493
PP	0.9475	0.9490
S1	0.9465	0.9487

Download as Excel Spreadsheet

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

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