CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	1.0045	0.9998	-0.0047	-0.5%	1.0058
High	1.0054	1.0029	-0.0025	-0.2%	1.0078
Low	0.9973	0.9932	-0.0041	-0.4%	0.9973
Close	0.9989	0.9978	-0.0011	-0.1%	0.9989
Range	0.0081	0.0097	0.0016	19.8%	0.0105
ATR	0.0078	0.0080	0.0001	1.7%	0.0000
Volume	82,881	85,314	2,433	2.9%	344,297

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0271	1.0221	1.0031
R3	1.0174	1.0124	1.0005
R2	1.0077	1.0077	0.9996
R1	1.0027	1.0027	0.9987	1.0004
PP	0.9980	0.9980	0.9980	0.9968
S1	0.9930	0.9930	0.9969	0.9907
S2	0.9883	0.9883	0.9960
S3	0.9786	0.9833	0.9951
S4	0.9689	0.9736	0.9925

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0264	1.0047
R3	1.0223	1.0159	1.0018
R2	1.0118	1.0118	1.0008
R1	1.0054	1.0054	0.9999	1.0034
PP	1.0013	1.0013	1.0013	1.0003
S1	0.9949	0.9949	0.9979	0.9929
S2	0.9908	0.9908	0.9970
S3	0.9803	0.9844	0.9960
S4	0.9698	0.9739	0.9931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0078	0.9932	0.0146	1.5%	0.0081	0.8%	32%	False	True	76,540
10	1.0153	0.9932	0.0221	2.2%	0.0081	0.8%	21%	False	True	74,406
20	1.0153	0.9932	0.0221	2.2%	0.0080	0.8%	21%	False	True	71,540
40	1.0153	0.9766	0.0387	3.9%	0.0077	0.8%	55%	False	False	58,964
60	1.0153	0.9701	0.0452	4.5%	0.0085	0.9%	61%	False	False	39,617
80	1.0153	0.9605	0.0548	5.5%	0.0087	0.9%	68%	False	False	29,788
100	1.0153	0.9600	0.0553	5.5%	0.0085	0.9%	68%	False	False	23,865
120	1.0153	0.9338	0.0815	8.2%	0.0083	0.8%	79%	False	False	19,903

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	0.0022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0441
2.618	1.0283
1.618	1.0186
1.000	1.0126
0.618	1.0089
HIGH	1.0029
0.618	0.9992
0.500	0.9981
0.382	0.9969
LOW	0.9932
0.618	0.9872
1.000	0.9835
1.618	0.9775
2.618	0.9678
4.250	0.9520

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	0.9981	0.9999
PP	0.9980	0.9992
S1	0.9979	0.9985

Download as Excel Spreadsheet

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

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