CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 25-Oct-2010

Day Change Summary
	Previous	Current
	22-Oct-2010	25-Oct-2010	Change	Change %	Previous Week
Open	0.9707	0.9714	0.0007	0.1%	0.9847
High	0.9746	0.9809	0.0063	0.6%	0.9847
Low	0.9675	0.9714	0.0039	0.4%	0.9605
Close	0.9699	0.9783	0.0084	0.9%	0.9699
Range	0.0071	0.0095	0.0024	33.8%	0.0242
ATR	0.0100	0.0101	0.0001	0.7%	0.0000
Volume	288	123	-165	-57.3%	2,052

Daily Pivots for day following 25-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0054	1.0013	0.9835
R3	0.9959	0.9918	0.9809
R2	0.9864	0.9864	0.9800
R1	0.9823	0.9823	0.9792	0.9844
PP	0.9769	0.9769	0.9769	0.9779
S1	0.9728	0.9728	0.9774	0.9749
S2	0.9674	0.9674	0.9766
S3	0.9579	0.9633	0.9757
S4	0.9484	0.9538	0.9731

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0443	1.0313	0.9832
R3	1.0201	1.0071	0.9766
R2	0.9959	0.9959	0.9743
R1	0.9829	0.9829	0.9721	0.9773
PP	0.9717	0.9717	0.9717	0.9689
S1	0.9587	0.9587	0.9677	0.9531
S2	0.9475	0.9475	0.9655
S3	0.9233	0.9345	0.9632
S4	0.8991	0.9103	0.9566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9809	0.9605	0.0204	2.1%	0.0122	1.3%	87%	True	False	386
10	0.9975	0.9605	0.0370	3.8%	0.0106	1.1%	48%	False	False	292
20	0.9975	0.9605	0.0370	3.8%	0.0097	1.0%	48%	False	False	243
40	0.9975	0.9338	0.0637	6.5%	0.0086	0.9%	70%	False	False	190
60	0.9975	0.9338	0.0637	6.5%	0.0076	0.8%	70%	False	False	149
80	0.9975	0.9338	0.0637	6.5%	0.0066	0.7%	70%	False	False	117
100	0.9975	0.9338	0.0637	6.5%	0.0056	0.6%	70%	False	False	96

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0213
2.618	1.0058
1.618	0.9963
1.000	0.9904
0.618	0.9868
HIGH	0.9809
0.618	0.9773
0.500	0.9762
0.382	0.9750
LOW	0.9714
0.618	0.9655
1.000	0.9619
1.618	0.9560
2.618	0.9465
4.250	0.9310

Fisher Pivots for day following 25-Oct-2010
Pivot	1 day	3 day
R1	0.9776	0.9769
PP	0.9769	0.9754
S1	0.9762	0.9740

Download as Excel Spreadsheet

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

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