CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 29-Jan-2010

Day Change Summary
	Previous	Current
	28-Jan-2010	29-Jan-2010	Change	Change %	Previous Week
Open	0.9406	0.9355	-0.0051	-0.5%	0.9431
High	0.9406	0.9397	-0.0009	-0.1%	0.9452
Low	0.9380	0.9346	-0.0034	-0.4%	0.9346
Close	0.9385	0.9347	-0.0038	-0.4%	0.9347
Range	0.0026	0.0051	0.0025	96.2%	0.0106
ATR	0.0059	0.0058	-0.0001	-1.0%	0.0000
Volume	60	8	-52	-86.7%	138

Daily Pivots for day following 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9516	0.9483	0.9375
R3	0.9465	0.9432	0.9361
R2	0.9414	0.9414	0.9356
R1	0.9381	0.9381	0.9352	0.9372
PP	0.9363	0.9363	0.9363	0.9359
S1	0.9330	0.9330	0.9342	0.9321
S2	0.9312	0.9312	0.9338
S3	0.9261	0.9279	0.9333
S4	0.9210	0.9228	0.9319

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9700	0.9629	0.9405
R3	0.9594	0.9523	0.9376
R2	0.9488	0.9488	0.9366
R1	0.9417	0.9417	0.9357	0.9400
PP	0.9382	0.9382	0.9382	0.9373
S1	0.9311	0.9311	0.9337	0.9294
S2	0.9276	0.9276	0.9328
S3	0.9170	0.9205	0.9318
S4	0.9064	0.9099	0.9289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9452	0.9346	0.0106	1.1%	0.0040	0.4%	1%	False	True	27
10	0.9755	0.9346	0.0409	4.4%	0.0031	0.3%	0%	False	True	20
20	0.9755	0.9346	0.0409	4.4%	0.0031	0.3%	0%	False	True	19
40	0.9755	0.9338	0.0417	4.5%	0.0024	0.3%	2%	False	False	22
60	0.9755	0.9278	0.0477	5.1%	0.0021	0.2%	14%	False	False	16
80	0.9755	0.9255	0.0500	5.3%	0.0019	0.2%	18%	False	False	14
100	0.9755	0.9100	0.0655	7.0%	0.0018	0.2%	38%	False	False	16

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	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9614
2.618	0.9531
1.618	0.9480
1.000	0.9448
0.618	0.9429
HIGH	0.9397
0.618	0.9378
0.500	0.9372
0.382	0.9365
LOW	0.9346
0.618	0.9314
1.000	0.9295
1.618	0.9263
2.618	0.9212
4.250	0.9129

Fisher Pivots for day following 29-Jan-2010
Pivot	1 day	3 day
R1	0.9372	0.9376
PP	0.9363	0.9366
S1	0.9355	0.9357

Download as Excel Spreadsheet

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

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