CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	0.9320	0.9273	-0.0047	-0.5%	0.9192
High	0.9320	0.9273	-0.0047	-0.5%	0.9391
Low	0.9320	0.9273	-0.0047	-0.5%	0.9192
Close	0.9345	0.9273	-0.0072	-0.8%	0.9345
Range
ATR	0.0055	0.0056	0.0001	2.2%	0.0000
Volume	10	36	26	260.0%	22

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9273	0.9273	0.9273
R3	0.9273	0.9273	0.9273
R2	0.9273	0.9273	0.9273
R1	0.9273	0.9273	0.9273	0.9273
PP	0.9273	0.9273	0.9273	0.9273
S1	0.9273	0.9273	0.9273	0.9273
S2	0.9273	0.9273	0.9273
S3	0.9273	0.9273	0.9273
S4	0.9273	0.9273	0.9273

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	0.9260	0.0131	1.4%	0.0006	0.1%	10%	False	False	11
10	0.9391	0.9192	0.0199	2.1%	0.0015	0.2%	41%	False	False	41

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	0.9273
2.618	0.9273
1.618	0.9273
1.000	0.9273
0.618	0.9273
HIGH	0.9273
0.618	0.9273
0.500	0.9273
0.382	0.9273
LOW	0.9273
0.618	0.9273
1.000	0.9273
1.618	0.9273
2.618	0.9273
4.250	0.9273

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	0.9273	0.9332
PP	0.9273	0.9312
S1	0.9273	0.9293

Download as Excel Spreadsheet

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

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