CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	0.9468	0.9475	0.0007	0.1%	0.9702
High	0.9490	0.9475	-0.0015	-0.2%	0.9755
Low	0.9425	0.9355	-0.0070	-0.7%	0.9430
Close	0.9458	0.9429	-0.0029	-0.3%	0.9444
Range	0.0065	0.0120	0.0055	84.6%	0.0325
ATR	0.0087	0.0090	0.0002	2.7%	0.0000
Volume	635	152	-483	-76.1%	902

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9724	0.9495
R3	0.9660	0.9604	0.9462
R2	0.9540	0.9540	0.9451
R1	0.9484	0.9484	0.9440	0.9452
PP	0.9420	0.9420	0.9420	0.9404
S1	0.9364	0.9364	0.9418	0.9332
S2	0.9300	0.9300	0.9407
S3	0.9180	0.9244	0.9396
S4	0.9060	0.9124	0.9363

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0518	1.0306	0.9623
R3	1.0193	0.9981	0.9533
R2	0.9868	0.9868	0.9504
R1	0.9656	0.9656	0.9474	0.9600
PP	0.9543	0.9543	0.9543	0.9515
S1	0.9331	0.9331	0.9414	0.9275
S2	0.9218	0.9218	0.9384
S3	0.8893	0.9006	0.9355
S4	0.8568	0.8681	0.9265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9691	0.9355	0.0336	3.6%	0.0107	1.1%	22%	False	True	324
10	0.9775	0.9355	0.0420	4.5%	0.0098	1.0%	18%	False	True	245
20	0.9775	0.9355	0.0420	4.5%	0.0085	0.9%	18%	False	True	233
40	0.9775	0.9307	0.0468	5.0%	0.0074	0.8%	26%	False	False	157

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9985
2.618	0.9789
1.618	0.9669
1.000	0.9595
0.618	0.9549
HIGH	0.9475
0.618	0.9429
0.500	0.9415
0.382	0.9401
LOW	0.9355
0.618	0.9281
1.000	0.9235
1.618	0.9161
2.618	0.9041
4.250	0.8845

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	0.9424	0.9454
PP	0.9420	0.9445
S1	0.9415	0.9437

Download as Excel Spreadsheet

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

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