CME Canadian Dollar Future September 2010

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

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	0.9708	0.9675	-0.0033	-0.3%	0.9347
High	0.9708	0.9701	-0.0007	-0.1%	0.9568
Low	0.9708	0.9675	-0.0033	-0.3%	0.9347
Close	0.9711	0.9660	-0.0051	-0.5%	0.9562
Range	0.0000	0.0026	0.0026		0.0221
ATR	0.0070	0.0067	-0.0002	-3.5%	0.0000
Volume	20	1	-19	-95.0%	11

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9757	0.9734	0.9674
R3	0.9731	0.9708	0.9667
R2	0.9705	0.9705	0.9665
R1	0.9682	0.9682	0.9662	0.9681
PP	0.9679	0.9679	0.9679	0.9678
S1	0.9656	0.9656	0.9658	0.9655
S2	0.9653	0.9653	0.9655
S3	0.9627	0.9630	0.9653
S4	0.9601	0.9604	0.9646

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0155	1.0080	0.9684
R3	0.9934	0.9859	0.9623
R2	0.9713	0.9713	0.9603
R1	0.9638	0.9638	0.9582	0.9676
PP	0.9492	0.9492	0.9492	0.9511
S1	0.9417	0.9417	0.9542	0.9455
S2	0.9271	0.9271	0.9521
S3	0.9050	0.9196	0.9501
S4	0.8829	0.8975	0.9440

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9708	0.9538	0.0170	1.8%	0.0011	0.1%	72%	False	False	5
10	0.9708	0.9232	0.0476	4.9%	0.0012	0.1%	90%	False	False	4
20	0.9708	0.9100	0.0608	6.3%	0.0013	0.1%	92%	False	False	7

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9812
2.618	0.9769
1.618	0.9743
1.000	0.9727
0.618	0.9717
HIGH	0.9701
0.618	0.9691
0.500	0.9688
0.382	0.9685
LOW	0.9675
0.618	0.9659
1.000	0.9649
1.618	0.9633
2.618	0.9607
4.250	0.9565

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	0.9688	0.9692
PP	0.9679	0.9681
S1	0.9669	0.9671

Download as Excel Spreadsheet

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

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