CME Canadian Dollar Future September 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	0.9839	0.9833	-0.0006	-0.1%	0.9865
High	0.9839	0.9877	0.0038	0.4%	0.9909
Low	0.9839	0.9833	-0.0006	-0.1%	0.9820
Close	0.9845	0.9856	0.0011	0.1%	0.9845
Range	0.0000	0.0044	0.0044		0.0089
ATR	0.0043	0.0043	0.0000	0.1%	0.0000
Volume	62	179	117	188.7%	336

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9987	0.9966	0.9880
R3	0.9943	0.9922	0.9868
R2	0.9899	0.9899	0.9864
R1	0.9878	0.9878	0.9860	0.9889
PP	0.9855	0.9855	0.9855	0.9861
S1	0.9834	0.9834	0.9852	0.9845
S2	0.9811	0.9811	0.9848
S3	0.9767	0.9790	0.9844
S4	0.9723	0.9746	0.9832

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0125	1.0074	0.9894
R3	1.0036	0.9985	0.9869
R2	0.9947	0.9947	0.9861
R1	0.9896	0.9896	0.9853	0.9877
PP	0.9858	0.9858	0.9858	0.9849
S1	0.9807	0.9807	0.9837	0.9788
S2	0.9769	0.9769	0.9829
S3	0.9680	0.9718	0.9821
S4	0.9591	0.9629	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9909	0.9820	0.0089	0.9%	0.0026	0.3%	40%	False	False	102
10	0.9909	0.9676	0.0233	2.4%	0.0020	0.2%	77%	False	False	53
20	0.9909	0.9664	0.0245	2.5%	0.0016	0.2%	78%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0064
2.618	0.9992
1.618	0.9948
1.000	0.9921
0.618	0.9904
HIGH	0.9877
0.618	0.9860
0.500	0.9855
0.382	0.9850
LOW	0.9833
0.618	0.9806
1.000	0.9789
1.618	0.9762
2.618	0.9718
4.250	0.9646

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	0.9856	0.9855
PP	0.9855	0.9854
S1	0.9855	0.9854

Download as Excel Spreadsheet

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

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