CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	0.9602	0.9629	0.0027	0.3%	0.9538
High	0.9675	0.9697	0.0022	0.2%	0.9650
Low	0.9594	0.9606	0.0012	0.1%	0.9452
Close	0.9619	0.9682	0.0063	0.7%	0.9562
Range	0.0081	0.0091	0.0010	12.3%	0.0198
ATR	0.0107	0.0106	-0.0001	-1.1%	0.0000
Volume	65,261	58,103	-7,158	-11.0%	150,311

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9935	0.9899	0.9732
R3	0.9844	0.9808	0.9707
R2	0.9753	0.9753	0.9699
R1	0.9717	0.9717	0.9690	0.9735
PP	0.9662	0.9662	0.9662	0.9671
S1	0.9626	0.9626	0.9674	0.9644
S2	0.9571	0.9571	0.9665
S3	0.9480	0.9535	0.9657
S4	0.9389	0.9444	0.9632

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0149	1.0053	0.9671
R3	0.9951	0.9855	0.9616
R2	0.9753	0.9753	0.9598
R1	0.9657	0.9657	0.9580	0.9705
PP	0.9555	0.9555	0.9555	0.9579
S1	0.9459	0.9459	0.9544	0.9507
S2	0.9357	0.9357	0.9526
S3	0.9159	0.9261	0.9508
S4	0.8961	0.9063	0.9453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9697	0.9452	0.0245	2.5%	0.0110	1.1%	94%	True	False	51,427
10	0.9697	0.9402	0.0295	3.0%	0.0095	1.0%	95%	True	False	48,472
20	0.9697	0.9303	0.0394	4.1%	0.0104	1.1%	96%	True	False	51,345
40	0.9697	0.9280	0.0417	4.3%	0.0112	1.2%	96%	True	False	26,137
60	0.9792	0.9217	0.0575	5.9%	0.0113	1.2%	81%	False	False	17,527
80	0.9792	0.9100	0.0692	7.1%	0.0108	1.1%	84%	False	False	13,163

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0084
2.618	0.9935
1.618	0.9844
1.000	0.9788
0.618	0.9753
HIGH	0.9697
0.618	0.9662
0.500	0.9652
0.382	0.9641
LOW	0.9606
0.618	0.9550
1.000	0.9515
1.618	0.9459
2.618	0.9368
4.250	0.9219

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	0.9672	0.9656
PP	0.9662	0.9629
S1	0.9652	0.9603

Download as Excel Spreadsheet

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

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