CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	0.9882	0.9902	0.0020	0.2%	0.9944
High	0.9953	0.9952	-0.0001	0.0%	0.9967
Low	0.9873	0.9871	-0.0002	0.0%	0.9840
Close	0.9906	0.9929	0.0023	0.2%	0.9893
Range	0.0080	0.0081	0.0001	1.3%	0.0127
ATR	0.0090	0.0090	-0.0001	-0.7%	0.0000
Volume	70,381	69,015	-1,366	-1.9%	156,411

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0160	1.0126	0.9974
R3	1.0079	1.0045	0.9951
R2	0.9998	0.9998	0.9944
R1	0.9964	0.9964	0.9936	0.9981
PP	0.9917	0.9917	0.9917	0.9926
S1	0.9883	0.9883	0.9922	0.9900
S2	0.9836	0.9836	0.9914
S3	0.9755	0.9802	0.9907
S4	0.9674	0.9721	0.9884

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0214	0.9963
R3	1.0154	1.0087	0.9928
R2	1.0027	1.0027	0.9916
R1	0.9960	0.9960	0.9905	0.9930
PP	0.9900	0.9900	0.9900	0.9885
S1	0.9833	0.9833	0.9881	0.9803
S2	0.9773	0.9773	0.9870
S3	0.9646	0.9706	0.9858
S4	0.9519	0.9579	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9953	0.9840	0.0113	1.1%	0.0065	0.7%	79%	False	False	52,633
10	0.9975	0.9716	0.0259	2.6%	0.0086	0.9%	82%	False	False	30,734
20	0.9975	0.9701	0.0274	2.8%	0.0093	0.9%	83%	False	False	15,784
40	0.9991	0.9605	0.0386	3.9%	0.0093	0.9%	84%	False	False	8,082
60	0.9991	0.9600	0.0391	3.9%	0.0092	0.9%	84%	False	False	5,449
80	0.9991	0.9338	0.0653	6.6%	0.0086	0.9%	91%	False	False	4,120
100	0.9991	0.9338	0.0653	6.6%	0.0078	0.8%	91%	False	False	3,304
120	0.9991	0.9338	0.0653	6.6%	0.0071	0.7%	91%	False	False	2,757

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0296
2.618	1.0164
1.618	1.0083
1.000	1.0033
0.618	1.0002
HIGH	0.9952
0.618	0.9921
0.500	0.9912
0.382	0.9902
LOW	0.9871
0.618	0.9821
1.000	0.9790
1.618	0.9740
2.618	0.9659
4.250	0.9527

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	0.9923	0.9922
PP	0.9917	0.9916
S1	0.9912	0.9909

Download as Excel Spreadsheet

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

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