CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	0.9318	0.9350	0.0032	0.3%	0.9325
High	0.9356	0.9410	0.0054	0.6%	0.9444
Low	0.9318	0.9350	0.0032	0.3%	0.9288
Close	0.9353	0.9418	0.0065	0.7%	0.9315
Range	0.0038	0.0060	0.0022	57.9%	0.0156
ATR	0.0056	0.0056	0.0000	0.5%	0.0000
Volume	31	4	-27	-87.1%	134

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9573	0.9555	0.9451
R3	0.9513	0.9495	0.9435
R2	0.9453	0.9453	0.9429
R1	0.9435	0.9435	0.9424	0.9444
PP	0.9393	0.9393	0.9393	0.9397
S1	0.9375	0.9375	0.9413	0.9384
S2	0.9333	0.9333	0.9407
S3	0.9273	0.9315	0.9402
S4	0.9213	0.9255	0.9385

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9817	0.9722	0.9401
R3	0.9661	0.9566	0.9358
R2	0.9505	0.9505	0.9344
R1	0.9410	0.9410	0.9329	0.9380
PP	0.9349	0.9349	0.9349	0.9334
S1	0.9254	0.9254	0.9301	0.9224
S2	0.9193	0.9193	0.9286
S3	0.9037	0.9098	0.9272
S4	0.8881	0.8942	0.9229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9410	0.9288	0.0122	1.3%	0.0051	0.5%	107%	True	False	20
10	0.9444	0.9288	0.0156	1.7%	0.0040	0.4%	83%	False	False	25
20	0.9755	0.9288	0.0467	5.0%	0.0034	0.4%	28%	False	False	20
40	0.9755	0.9288	0.0467	5.0%	0.0029	0.3%	28%	False	False	19
60	0.9755	0.9288	0.0467	5.0%	0.0026	0.3%	28%	False	False	19
80	0.9755	0.9255	0.0500	5.3%	0.0022	0.2%	33%	False	False	16
100	0.9755	0.9100	0.0655	7.0%	0.0020	0.2%	49%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0001
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9665
2.618	0.9567
1.618	0.9507
1.000	0.9470
0.618	0.9447
HIGH	0.9410
0.618	0.9387
0.500	0.9380
0.382	0.9373
LOW	0.9350
0.618	0.9313
1.000	0.9290
1.618	0.9253
2.618	0.9193
4.250	0.9095

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	0.9405	0.9400
PP	0.9393	0.9382
S1	0.9380	0.9364

Download as Excel Spreadsheet

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

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