CME Canadian Dollar Future September 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	1.0053	1.0046	-0.0007	-0.1%	1.0007
High	1.0053	1.0047	-0.0006	-0.1%	1.0075
Low	1.0035	1.0046	0.0011	0.1%	1.0007
Close	1.0038	1.0036	-0.0002	0.0%	1.0036
Range	0.0018	0.0001	-0.0017	-94.4%	0.0068
ATR	0.0039	0.0037	-0.0002	-5.5%	0.0000
Volume	13	4	-9	-69.2%	23

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0042	1.0037
R3	1.0045	1.0041	1.0036
R2	1.0044	1.0044	1.0036
R1	1.0040	1.0040	1.0036	1.0042
PP	1.0043	1.0043	1.0043	1.0044
S1	1.0039	1.0039	1.0036	1.0041
S2	1.0042	1.0042	1.0036
S3	1.0041	1.0038	1.0036
S4	1.0040	1.0037	1.0035

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0208	1.0073
R3	1.0175	1.0140	1.0055
R2	1.0107	1.0107	1.0048
R1	1.0072	1.0072	1.0042	1.0090
PP	1.0039	1.0039	1.0039	1.0048
S1	1.0004	1.0004	1.0030	1.0022
S2	0.9971	0.9971	1.0024
S3	0.9903	0.9936	1.0017
S4	0.9835	0.9868	0.9999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0075	1.0007	0.0068	0.7%	0.0004	0.0%	43%	False	False	4
10	1.0075	0.9912	0.0163	1.6%	0.0012	0.1%	76%	False	False	12
20	1.0075	0.9740	0.0335	3.3%	0.0014	0.1%	88%	False	False	14
40	1.0075	0.9676	0.0399	4.0%	0.0016	0.2%	90%	False	False	31

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

Fibonacci Retracements and Extensions
4.250	1.0051
2.618	1.0050
1.618	1.0049
1.000	1.0048
0.618	1.0048
HIGH	1.0047
0.618	1.0047
0.500	1.0047
0.382	1.0046
LOW	1.0046
0.618	1.0045
1.000	1.0045
1.618	1.0044
2.618	1.0043
4.250	1.0042

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	1.0047	1.0055
PP	1.0043	1.0049
S1	1.0040	1.0042

Download as Excel Spreadsheet

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

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