CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	0.9391	0.9320	-0.0071	-0.8%	0.9192
High	0.9391	0.9320	-0.0071	-0.8%	0.9391
Low	0.9391	0.9320	-0.0071	-0.8%	0.9192
Close	0.9391	0.9345	-0.0046	-0.5%	0.9345
Range
ATR	0.0054	0.0055	0.0001	2.3%	0.0000
Volume	5	10	5	100.0%	22

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9328	0.9337	0.9345
R3	0.9328	0.9337	0.9345
R2	0.9328	0.9328	0.9345
R1	0.9337	0.9337	0.9345	0.9333
PP	0.9328	0.9328	0.9328	0.9326
S1	0.9337	0.9337	0.9345	0.9333
S2	0.9328	0.9328	0.9345
S3	0.9328	0.9337	0.9345
S4	0.9328	0.9337	0.9345

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9825	0.9454
R3	0.9707	0.9626	0.9400
R2	0.9508	0.9508	0.9381
R1	0.9427	0.9427	0.9363	0.9468
PP	0.9309	0.9309	0.9309	0.9330
S1	0.9228	0.9228	0.9327	0.9269
S2	0.9110	0.9110	0.9309
S3	0.8911	0.9029	0.9290
S4	0.8712	0.8830	0.9236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9391	0.9192	0.0199	2.1%	0.0014	0.2%	77%	False	False	4
10	0.9391	0.9192	0.0199	2.1%	0.0015	0.2%	77%	False	False	38

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.9320
2.618	0.9320
1.618	0.9320
1.000	0.9320
0.618	0.9320
HIGH	0.9320
0.618	0.9320
0.500	0.9320
0.382	0.9320
LOW	0.9320
0.618	0.9320
1.000	0.9320
1.618	0.9320
2.618	0.9320
4.250	0.9320

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	0.9337	0.9356
PP	0.9328	0.9352
S1	0.9320	0.9349

Download as Excel Spreadsheet

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

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