CME Canadian Dollar Future September 2011

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

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	1.0105	1.0117	0.0012	0.1%	1.0092
High	1.0109	1.0128	0.0019	0.2%	1.0128
Low	1.0101	1.0090	-0.0011	-0.1%	1.0045
Close	1.0100	1.0080	-0.0020	-0.2%	1.0080
Range	0.0008	0.0038	0.0030	375.0%	0.0083
ATR	0.0039	0.0039	0.0000	-0.2%	0.0000
Volume	3	16	13	433.3%	65

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0213	1.0185	1.0101
R3	1.0175	1.0147	1.0090
R2	1.0137	1.0137	1.0087
R1	1.0109	1.0109	1.0083	1.0104
PP	1.0099	1.0099	1.0099	1.0097
S1	1.0071	1.0071	1.0077	1.0066
S2	1.0061	1.0061	1.0073
S3	1.0023	1.0033	1.0070
S4	0.9985	0.9995	1.0059

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0333	1.0290	1.0126
R3	1.0250	1.0207	1.0103
R2	1.0167	1.0167	1.0095
R1	1.0124	1.0124	1.0088	1.0104
PP	1.0084	1.0084	1.0084	1.0075
S1	1.0041	1.0041	1.0072	1.0021
S2	1.0001	1.0001	1.0065
S3	0.9918	0.9958	1.0057
S4	0.9835	0.9875	1.0034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0128	1.0045	0.0083	0.8%	0.0024	0.2%	42%	True	False	13
10	1.0128	0.9981	0.0147	1.5%	0.0026	0.3%	67%	True	False	20
20	1.0128	0.9908	0.0220	2.2%	0.0021	0.2%	78%	True	False	24
40	1.0128	0.9798	0.0330	3.3%	0.0019	0.2%	85%	True	False	22
60	1.0128	0.9676	0.0452	4.5%	0.0019	0.2%	89%	True	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0290
2.618	1.0227
1.618	1.0189
1.000	1.0166
0.618	1.0151
HIGH	1.0128
0.618	1.0113
0.500	1.0109
0.382	1.0105
LOW	1.0090
0.618	1.0067
1.000	1.0052
1.618	1.0029
2.618	0.9991
4.250	0.9929

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	1.0109	1.0103
PP	1.0099	1.0095
S1	1.0090	1.0088

Download as Excel Spreadsheet

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

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