CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	0.9836	0.9819	-0.0017	-0.2%	0.9878
High	0.9875	0.9836	-0.0039	-0.4%	0.9939
Low	0.9783	0.9738	-0.0045	-0.5%	0.9725
Close	0.9813	0.9762	-0.0051	-0.5%	0.9817
Range	0.0092	0.0098	0.0006	6.5%	0.0214
ATR	0.0100	0.0100	0.0000	-0.2%	0.0000
Volume	78,016	97,679	19,663	25.2%	432,777

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0073	1.0015	0.9816
R3	0.9975	0.9917	0.9789
R2	0.9877	0.9877	0.9780
R1	0.9819	0.9819	0.9771	0.9799
PP	0.9779	0.9779	0.9779	0.9769
S1	0.9721	0.9721	0.9753	0.9701
S2	0.9681	0.9681	0.9744
S3	0.9583	0.9623	0.9735
S4	0.9485	0.9525	0.9708

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0469	1.0357	0.9935
R3	1.0255	1.0143	0.9876
R2	1.0041	1.0041	0.9856
R1	0.9929	0.9929	0.9837	0.9878
PP	0.9827	0.9827	0.9827	0.9802
S1	0.9715	0.9715	0.9797	0.9664
S2	0.9613	0.9613	0.9778
S3	0.9399	0.9501	0.9758
S4	0.9185	0.9287	0.9699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9875	0.9725	0.0150	1.5%	0.0087	0.9%	25%	False	False	81,634
10	1.0016	0.9725	0.0291	3.0%	0.0101	1.0%	13%	False	False	89,968
20	1.0016	0.9660	0.0356	3.6%	0.0096	1.0%	29%	False	False	87,070
40	1.0016	0.9625	0.0391	4.0%	0.0103	1.1%	35%	False	False	86,756
60	1.0016	0.9371	0.0645	6.6%	0.0103	1.0%	61%	False	False	74,912
80	1.0016	0.9352	0.0664	6.8%	0.0101	1.0%	62%	False	False	56,498
100	1.0016	0.9352	0.0664	6.8%	0.0100	1.0%	62%	False	False	45,285
120	1.0016	0.9352	0.0664	6.8%	0.0100	1.0%	62%	False	False	37,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0253
2.618	1.0093
1.618	0.9995
1.000	0.9934
0.618	0.9897
HIGH	0.9836
0.618	0.9799
0.500	0.9787
0.382	0.9775
LOW	0.9738
0.618	0.9677
1.000	0.9640
1.618	0.9579
2.618	0.9481
4.250	0.9322

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	0.9787	0.9807
PP	0.9779	0.9792
S1	0.9770	0.9777

Download as Excel Spreadsheet

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

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