CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	0.9754	0.9766	0.0012	0.1%	0.9730
High	0.9776	0.9848	0.0072	0.7%	0.9848
Low	0.9677	0.9754	0.0077	0.8%	0.9677
Close	0.9754	0.9827	0.0073	0.7%	0.9827
Range	0.0099	0.0094	-0.0005	-5.1%	0.0171
ATR	0.0090	0.0090	0.0000	0.4%	0.0000
Volume	49,027	72,672	23,645	48.2%	191,648

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0092	1.0053	0.9879
R3	0.9998	0.9959	0.9853
R2	0.9904	0.9904	0.9844
R1	0.9865	0.9865	0.9836	0.9885
PP	0.9810	0.9810	0.9810	0.9819
S1	0.9771	0.9771	0.9818	0.9791
S2	0.9716	0.9716	0.9810
S3	0.9622	0.9677	0.9801
S4	0.9528	0.9583	0.9775

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0297	1.0233	0.9921
R3	1.0126	1.0062	0.9874
R2	0.9955	0.9955	0.9858
R1	0.9891	0.9891	0.9843	0.9923
PP	0.9784	0.9784	0.9784	0.9800
S1	0.9720	0.9720	0.9811	0.9752
S2	0.9613	0.9613	0.9796
S3	0.9442	0.9549	0.9780
S4	0.9271	0.9378	0.9733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9848	0.9677	0.0171	1.7%	0.0077	0.8%	88%	True	False	38,329
10	0.9848	0.9459	0.0389	4.0%	0.0087	0.9%	95%	True	False	21,787
20	0.9848	0.9364	0.0484	4.9%	0.0091	0.9%	96%	True	False	11,449
40	0.9848	0.9276	0.0572	5.8%	0.0091	0.9%	96%	True	False	5,911
60	0.9848	0.9276	0.0572	5.8%	0.0086	0.9%	96%	True	False	3,997
80	0.9848	0.9276	0.0572	5.8%	0.0076	0.8%	96%	True	False	3,014

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0248
2.618	1.0094
1.618	1.0000
1.000	0.9942
0.618	0.9906
HIGH	0.9848
0.618	0.9812
0.500	0.9801
0.382	0.9790
LOW	0.9754
0.618	0.9696
1.000	0.9660
1.618	0.9602
2.618	0.9508
4.250	0.9355

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	0.9818	0.9806
PP	0.9810	0.9784
S1	0.9801	0.9763

Download as Excel Spreadsheet

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

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