CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	0.9700	0.9665	-0.0035	-0.4%	0.9634
High	0.9700	0.9705	0.0005	0.1%	0.9705
Low	0.9663	0.9651	-0.0012	-0.1%	0.9615
Close	0.9667	0.9687	0.0020	0.2%	0.9687
Range	0.0037	0.0054	0.0017	45.9%	0.0090
ATR	0.0065	0.0064	-0.0001	-1.2%	0.0000
Volume	22	21	-1	-4.5%	82

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9843	0.9819	0.9717
R3	0.9789	0.9765	0.9702
R2	0.9735	0.9735	0.9697
R1	0.9711	0.9711	0.9692	0.9723
PP	0.9681	0.9681	0.9681	0.9687
S1	0.9657	0.9657	0.9682	0.9669
S2	0.9627	0.9627	0.9677
S3	0.9573	0.9603	0.9672
S4	0.9519	0.9549	0.9657

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9939	0.9903	0.9737
R3	0.9849	0.9813	0.9712
R2	0.9759	0.9759	0.9704
R1	0.9723	0.9723	0.9695	0.9741
PP	0.9669	0.9669	0.9669	0.9678
S1	0.9633	0.9633	0.9679	0.9651
S2	0.9579	0.9579	0.9671
S3	0.9489	0.9543	0.9662
S4	0.9399	0.9453	0.9638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9705	0.9615	0.0090	0.9%	0.0037	0.4%	80%	True	False	16
10	0.9705	0.9499	0.0206	2.1%	0.0026	0.3%	91%	True	False	20
20	0.9705	0.9338	0.0367	3.8%	0.0019	0.2%	95%	True	False	18
40	0.9705	0.9311	0.0394	4.1%	0.0021	0.2%	95%	True	False	18
60	0.9710	0.9255	0.0455	4.7%	0.0017	0.2%	95%	False	False	14
80	0.9710	0.9100	0.0610	6.3%	0.0016	0.2%	96%	False	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9935
2.618	0.9846
1.618	0.9792
1.000	0.9759
0.618	0.9738
HIGH	0.9705
0.618	0.9684
0.500	0.9678
0.382	0.9672
LOW	0.9651
0.618	0.9618
1.000	0.9597
1.618	0.9564
2.618	0.9510
4.250	0.9422

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	0.9684	0.9684
PP	0.9681	0.9680
S1	0.9678	0.9677

Download as Excel Spreadsheet

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

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