CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	0.9481	0.9509	0.0028	0.3%	0.9465
High	0.9543	0.9538	-0.0005	-0.1%	0.9543
Low	0.9448	0.9413	-0.0035	-0.4%	0.9370
Close	0.9522	0.9428	-0.0094	-1.0%	0.9428
Range	0.0095	0.0125	0.0030	31.6%	0.0173
ATR	0.0131	0.0130	0.0000	-0.3%	0.0000
Volume	97,716	61,613	-36,103	-36.9%	493,672

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9835	0.9756	0.9497
R3	0.9710	0.9631	0.9462
R2	0.9585	0.9585	0.9451
R1	0.9506	0.9506	0.9439	0.9483
PP	0.9460	0.9460	0.9460	0.9448
S1	0.9381	0.9381	0.9417	0.9358
S2	0.9335	0.9335	0.9405
S3	0.9210	0.9256	0.9394
S4	0.9085	0.9131	0.9359

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9966	0.9870	0.9523
R3	0.9793	0.9697	0.9476
R2	0.9620	0.9620	0.9460
R1	0.9524	0.9524	0.9444	0.9486
PP	0.9447	0.9447	0.9447	0.9428
S1	0.9351	0.9351	0.9412	0.9313
S2	0.9274	0.9274	0.9396
S3	0.9101	0.9178	0.9380
S4	0.8928	0.9005	0.9333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9543	0.9370	0.0173	1.8%	0.0134	1.4%	34%	False	False	98,734
10	0.9609	0.9370	0.0239	2.5%	0.0125	1.3%	24%	False	False	96,304
20	0.9609	0.9301	0.0308	3.3%	0.0128	1.4%	41%	False	False	85,386
40	0.9741	0.9212	0.0529	5.6%	0.0132	1.4%	41%	False	False	81,782
60	0.9798	0.9094	0.0704	7.5%	0.0131	1.4%	47%	False	False	76,843
80	0.9798	0.9010	0.0788	8.4%	0.0128	1.4%	53%	False	False	62,902
100	0.9798	0.8991	0.0807	8.6%	0.0122	1.3%	54%	False	False	50,374
120	0.9798	0.8540	0.1258	13.3%	0.0115	1.2%	71%	False	False	41,994

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0069
2.618	0.9865
1.618	0.9740
1.000	0.9663
0.618	0.9615
HIGH	0.9538
0.618	0.9490
0.500	0.9476
0.382	0.9461
LOW	0.9413
0.618	0.9336
1.000	0.9288
1.618	0.9211
2.618	0.9086
4.250	0.8882

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	0.9476	0.9460
PP	0.9460	0.9449
S1	0.9444	0.9439

Download as Excel Spreadsheet

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

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