CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	0.9778	0.9710	-0.0068	-0.7%	0.9703
High	0.9778	0.9758	-0.0020	-0.2%	0.9780
Low	0.9694	0.9662	-0.0032	-0.3%	0.9601
Close	0.9706	0.9697	-0.0009	-0.1%	0.9706
Range	0.0084	0.0096	0.0012	14.3%	0.0179
ATR	0.0101	0.0100	0.0000	-0.3%	0.0000
Volume	63,974	60,613	-3,361	-5.3%	343,459

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9994	0.9941	0.9750
R3	0.9898	0.9845	0.9723
R2	0.9802	0.9802	0.9715
R1	0.9749	0.9749	0.9706	0.9728
PP	0.9706	0.9706	0.9706	0.9695
S1	0.9653	0.9653	0.9688	0.9632
S2	0.9610	0.9610	0.9679
S3	0.9514	0.9557	0.9671
S4	0.9418	0.9461	0.9644

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0233	1.0148	0.9804
R3	1.0054	0.9969	0.9755
R2	0.9875	0.9875	0.9739
R1	0.9790	0.9790	0.9722	0.9833
PP	0.9696	0.9696	0.9696	0.9717
S1	0.9611	0.9611	0.9690	0.9654
S2	0.9517	0.9517	0.9673
S3	0.9338	0.9432	0.9657
S4	0.9159	0.9253	0.9608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9780	0.9601	0.0179	1.8%	0.0096	1.0%	54%	False	False	64,678
10	0.9780	0.9594	0.0186	1.9%	0.0092	0.9%	55%	False	False	65,478
20	0.9780	0.9303	0.0477	4.9%	0.0095	1.0%	83%	False	False	59,047
40	0.9780	0.9303	0.0477	4.9%	0.0107	1.1%	83%	False	False	39,370
60	0.9780	0.9217	0.0563	5.8%	0.0110	1.1%	85%	False	False	26,348
80	0.9792	0.9100	0.0692	7.1%	0.0110	1.1%	86%	False	False	19,801
100	0.9792	0.9010	0.0782	8.1%	0.0099	1.0%	88%	False	False	15,854

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0166
2.618	1.0009
1.618	0.9913
1.000	0.9854
0.618	0.9817
HIGH	0.9758
0.618	0.9721
0.500	0.9710
0.382	0.9699
LOW	0.9662
0.618	0.9603
1.000	0.9566
1.618	0.9507
2.618	0.9411
4.250	0.9254

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	0.9710	0.9721
PP	0.9706	0.9713
S1	0.9701	0.9705

Download as Excel Spreadsheet

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

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