CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	0.9562	0.9507	-0.0055	-0.6%	0.9710
High	0.9579	0.9556	-0.0023	-0.2%	0.9758
Low	0.9500	0.9430	-0.0070	-0.7%	0.9430
Close	0.9519	0.9444	-0.0075	-0.8%	0.9444
Range	0.0079	0.0126	0.0047	59.5%	0.0328
ATR	0.0103	0.0105	0.0002	1.6%	0.0000
Volume	102,303	91,003	-11,300	-11.0%	323,020

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9855	0.9775	0.9513
R3	0.9729	0.9649	0.9479
R2	0.9603	0.9603	0.9467
R1	0.9523	0.9523	0.9456	0.9500
PP	0.9477	0.9477	0.9477	0.9465
S1	0.9397	0.9397	0.9432	0.9374
S2	0.9351	0.9351	0.9421
S3	0.9225	0.9271	0.9409
S4	0.9099	0.9145	0.9375

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0528	1.0314	0.9624
R3	1.0200	0.9986	0.9534
R2	0.9872	0.9872	0.9504
R1	0.9658	0.9658	0.9474	0.9601
PP	0.9544	0.9544	0.9544	0.9516
S1	0.9330	0.9330	0.9414	0.9273
S2	0.9216	0.9216	0.9384
S3	0.8888	0.9002	0.9354
S4	0.8560	0.8674	0.9264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9778	0.9430	0.0348	3.7%	0.0110	1.2%	4%	False	True	77,398
10	0.9780	0.9430	0.0350	3.7%	0.0104	1.1%	4%	False	True	73,001
20	0.9780	0.9430	0.0350	3.7%	0.0099	1.0%	4%	False	True	60,473
40	0.9780	0.9303	0.0477	5.1%	0.0108	1.1%	30%	False	False	45,840
60	0.9780	0.9217	0.0563	6.0%	0.0110	1.2%	40%	False	False	30,695
80	0.9792	0.9100	0.0692	7.3%	0.0110	1.2%	50%	False	False	23,076
100	0.9792	0.9010	0.0782	8.3%	0.0102	1.1%	55%	False	False	18,477

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0092
2.618	0.9886
1.618	0.9760
1.000	0.9682
0.618	0.9634
HIGH	0.9556
0.618	0.9508
0.500	0.9493
0.382	0.9478
LOW	0.9430
0.618	0.9352
1.000	0.9304
1.618	0.9226
2.618	0.9100
4.250	0.8895

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	0.9493	0.9564
PP	0.9477	0.9524
S1	0.9460	0.9484

Download as Excel Spreadsheet

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

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