CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	0.9665	0.9740	0.0075	0.8%	0.9634
High	0.9705	0.9740	0.0035	0.4%	0.9705
Low	0.9651	0.9681	0.0030	0.3%	0.9615
Close	0.9687	0.9674	-0.0013	-0.1%	0.9687
Range	0.0054	0.0059	0.0005	9.3%	0.0090
ATR	0.0064	0.0063	0.0000	-0.5%	0.0000
Volume	21	23	2	9.5%	82

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9834	0.9706
R3	0.9816	0.9775	0.9690
R2	0.9757	0.9757	0.9685
R1	0.9716	0.9716	0.9679	0.9707
PP	0.9698	0.9698	0.9698	0.9694
S1	0.9657	0.9657	0.9669	0.9648
S2	0.9639	0.9639	0.9663
S3	0.9580	0.9598	0.9658
S4	0.9521	0.9539	0.9642

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	0.9740	0.9615	0.0125	1.3%	0.0046	0.5%	47%	True	False	20
10	0.9740	0.9499	0.0241	2.5%	0.0031	0.3%	73%	True	False	19
20	0.9740	0.9338	0.0402	4.2%	0.0022	0.2%	84%	True	False	17
40	0.9740	0.9311	0.0429	4.4%	0.0022	0.2%	85%	True	False	18
60	0.9740	0.9255	0.0485	5.0%	0.0018	0.2%	86%	True	False	15
80	0.9740	0.9100	0.0640	6.6%	0.0016	0.2%	90%	True	False	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9991
2.618	0.9894
1.618	0.9835
1.000	0.9799
0.618	0.9776
HIGH	0.9740
0.618	0.9717
0.500	0.9711
0.382	0.9704
LOW	0.9681
0.618	0.9645
1.000	0.9622
1.618	0.9586
2.618	0.9527
4.250	0.9430

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	0.9711	0.9696
PP	0.9698	0.9688
S1	0.9686	0.9681

Download as Excel Spreadsheet

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

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