CME Canadian Dollar Future September 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	1.0046	1.0028	-0.0018	-0.2%	1.0007
High	1.0047	1.0031	-0.0016	-0.2%	1.0075
Low	1.0046	1.0007	-0.0039	-0.4%	1.0007
Close	1.0036	1.0008	-0.0028	-0.3%	1.0036
Range	0.0001	0.0024	0.0023	2,300.0%	0.0068
ATR	0.0037	0.0037	-0.0001	-1.6%	0.0000
Volume	4	4	0	0.0%	23

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0087	1.0072	1.0021
R3	1.0063	1.0048	1.0015
R2	1.0039	1.0039	1.0012
R1	1.0024	1.0024	1.0010	1.0020
PP	1.0015	1.0015	1.0015	1.0013
S1	1.0000	1.0000	1.0006	0.9996
S2	0.9991	0.9991	1.0004
S3	0.9967	0.9976	1.0001
S4	0.9943	0.9952	0.9995

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%	0.0009	0.1%	1%	False	True	4
10	1.0075	0.9912	0.0163	1.6%	0.0012	0.1%	59%	False	False	12
20	1.0075	0.9740	0.0335	3.3%	0.0014	0.1%	80%	False	False	14
40	1.0075	0.9676	0.0399	4.0%	0.0016	0.2%	83%	False	False	31

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	0.0001
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0133
2.618	1.0094
1.618	1.0070
1.000	1.0055
0.618	1.0046
HIGH	1.0031
0.618	1.0022
0.500	1.0019
0.382	1.0016
LOW	1.0007
0.618	0.9992
1.000	0.9983
1.618	0.9968
2.618	0.9944
4.250	0.9905

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	1.0019	1.0030
PP	1.0015	1.0023
S1	1.0012	1.0015

Download as Excel Spreadsheet

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

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