CME Canadian Dollar Future September 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	0.9431	0.9425	-0.0006	-0.1%	0.9692
High	0.9452	0.9425	-0.0027	-0.3%	0.9692
Low	0.9430	0.9358	-0.0072	-0.8%	0.9450
Close	0.9455	0.9426	-0.0029	-0.3%	0.9441
Range	0.0022	0.0067	0.0045	204.5%	0.0242
ATR	0.0059	0.0061	0.0003	4.7%	0.0000
Volume	25	7	-18	-72.0%	46

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9604	0.9582	0.9463
R3	0.9537	0.9515	0.9444
R2	0.9470	0.9470	0.9438
R1	0.9448	0.9448	0.9432	0.9459
PP	0.9403	0.9403	0.9403	0.9409
S1	0.9381	0.9381	0.9420	0.9392
S2	0.9336	0.9336	0.9414
S3	0.9269	0.9314	0.9408
S4	0.9202	0.9247	0.9389

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0254	1.0089	0.9574
R3	1.0012	0.9847	0.9508
R2	0.9770	0.9770	0.9485
R1	0.9605	0.9605	0.9463	0.9567
PP	0.9528	0.9528	0.9528	0.9508
S1	0.9363	0.9363	0.9419	0.9325
S2	0.9286	0.9286	0.9397
S3	0.9044	0.9121	0.9374
S4	0.8802	0.8879	0.9308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9600	0.9358	0.0242	2.6%	0.0039	0.4%	28%	False	True	14
10	0.9755	0.9358	0.0397	4.2%	0.0027	0.3%	17%	False	True	12
20	0.9755	0.9358	0.0397	4.2%	0.0029	0.3%	17%	False	True	16
40	0.9755	0.9311	0.0444	4.7%	0.0027	0.3%	26%	False	False	20
60	0.9755	0.9255	0.0500	5.3%	0.0019	0.2%	34%	False	False	15
80	0.9755	0.9232	0.0523	5.5%	0.0018	0.2%	37%	False	False	13
100	0.9755	0.9100	0.0655	6.9%	0.0017	0.2%	50%	False	False	15

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	0.0001
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9710
2.618	0.9600
1.618	0.9533
1.000	0.9492
0.618	0.9466
HIGH	0.9425
0.618	0.9399
0.500	0.9392
0.382	0.9384
LOW	0.9358
0.618	0.9317
1.000	0.9291
1.618	0.9250
2.618	0.9183
4.250	0.9073

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	0.9415	0.9425
PP	0.9403	0.9424
S1	0.9392	0.9423

Download as Excel Spreadsheet

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

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