CME Canadian Dollar Future March 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	0.9694	0.9696	0.0002	0.0%	0.9507
High	0.9737	0.9746	0.0009	0.1%	0.9746
Low	0.9671	0.9678	0.0007	0.1%	0.9458
Close	0.9701	0.9713	0.0012	0.1%	0.9713
Range	0.0066	0.0068	0.0002	3.0%	0.0288
ATR	0.0105	0.0102	-0.0003	-2.5%	0.0000
Volume	85,112	85,397	285	0.3%	443,852

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9883	0.9750
R3	0.9848	0.9815	0.9732
R2	0.9780	0.9780	0.9725
R1	0.9747	0.9747	0.9719	0.9764
PP	0.9712	0.9712	0.9712	0.9721
S1	0.9679	0.9679	0.9707	0.9696
S2	0.9644	0.9644	0.9701
S3	0.9576	0.9611	0.9694
S4	0.9508	0.9543	0.9676

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0503	1.0396	0.9871
R3	1.0215	1.0108	0.9792
R2	0.9927	0.9927	0.9766
R1	0.9820	0.9820	0.9739	0.9874
PP	0.9639	0.9639	0.9639	0.9666
S1	0.9532	0.9532	0.9687	0.9586
S2	0.9351	0.9351	0.9660
S3	0.9063	0.9244	0.9634
S4	0.8775	0.8956	0.9555

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9746	0.9458	0.0288	3.0%	0.0098	1.0%	89%	True	False	88,770
10	0.9746	0.9362	0.0384	4.0%	0.0107	1.1%	91%	True	False	89,152
20	0.9746	0.9274	0.0472	4.9%	0.0105	1.1%	93%	True	False	87,353
40	0.9780	0.9274	0.0506	5.2%	0.0101	1.0%	87%	False	False	80,611
60	0.9780	0.9274	0.0506	5.2%	0.0102	1.0%	87%	False	False	70,855
80	0.9780	0.9274	0.0506	5.2%	0.0106	1.1%	87%	False	False	53,374
100	0.9792	0.9217	0.0575	5.9%	0.0108	1.1%	86%	False	False	42,760
120	0.9792	0.9100	0.0692	7.1%	0.0105	1.1%	89%	False	False	35,646

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0035
2.618	0.9924
1.618	0.9856
1.000	0.9814
0.618	0.9788
HIGH	0.9746
0.618	0.9720
0.500	0.9712
0.382	0.9704
LOW	0.9678
0.618	0.9636
1.000	0.9610
1.618	0.9568
2.618	0.9500
4.250	0.9389

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	0.9713	0.9708
PP	0.9712	0.9703
S1	0.9712	0.9698

Download as Excel Spreadsheet

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

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