CME Canadian Dollar Future December 2009

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	0.9422	0.9439	0.0017	0.2%	0.9465
High	0.9462	0.9476	0.0014	0.1%	0.9543
Low	0.9378	0.9388	0.0010	0.1%	0.9370
Close	0.9437	0.9425	-0.0012	-0.1%	0.9428
Range	0.0084	0.0088	0.0004	4.8%	0.0173
ATR	0.0127	0.0124	-0.0003	-2.2%	0.0000
Volume	21,849	3,425	-18,424	-84.3%	493,672

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9694	0.9647	0.9473
R3	0.9606	0.9559	0.9449
R2	0.9518	0.9518	0.9441
R1	0.9471	0.9471	0.9433	0.9451
PP	0.9430	0.9430	0.9430	0.9419
S1	0.9383	0.9383	0.9417	0.9363
S2	0.9342	0.9342	0.9409
S3	0.9254	0.9295	0.9401
S4	0.9166	0.9207	0.9377

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	0.9377	0.0166	1.8%	0.0105	1.1%	29%	False	False	58,278
10	0.9587	0.9370	0.0217	2.3%	0.0118	1.3%	25%	False	False	78,308
20	0.9609	0.9301	0.0308	3.3%	0.0127	1.3%	40%	False	False	79,633
40	0.9741	0.9212	0.0529	5.6%	0.0130	1.4%	40%	False	False	78,774
60	0.9798	0.9094	0.0704	7.5%	0.0130	1.4%	47%	False	False	75,405
80	0.9798	0.9010	0.0788	8.4%	0.0127	1.4%	53%	False	False	63,210
100	0.9798	0.8991	0.0807	8.6%	0.0123	1.3%	54%	False	False	50,624
120	0.9798	0.8540	0.1258	13.3%	0.0115	1.2%	70%	False	False	42,203

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9850
2.618	0.9706
1.618	0.9618
1.000	0.9564
0.618	0.9530
HIGH	0.9476
0.618	0.9442
0.500	0.9432
0.382	0.9422
LOW	0.9388
0.618	0.9334
1.000	0.9300
1.618	0.9246
2.618	0.9158
4.250	0.9014

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	0.9432	0.9458
PP	0.9430	0.9447
S1	0.9427	0.9436

Download as Excel Spreadsheet

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

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