CME Canadian Dollar Future June 2010

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

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	0.9839	0.9756	-0.0083	-0.8%	0.9825
High	0.9844	0.9833	-0.0011	-0.1%	0.9938
Low	0.9724	0.9754	0.0030	0.3%	0.9772
Close	0.9758	0.9778	0.0020	0.2%	0.9844
Range	0.0120	0.0079	-0.0041	-34.2%	0.0166
ATR	0.0089	0.0088	-0.0001	-0.8%	0.0000
Volume	62,332	92,498	30,166	48.4%	323,839

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0025	0.9981	0.9821
R3	0.9946	0.9902	0.9800
R2	0.9867	0.9867	0.9792
R1	0.9823	0.9823	0.9785	0.9845
PP	0.9788	0.9788	0.9788	0.9800
S1	0.9744	0.9744	0.9771	0.9766
S2	0.9709	0.9709	0.9764
S3	0.9630	0.9665	0.9756
S4	0.9551	0.9586	0.9735

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0263	0.9935
R3	1.0183	1.0097	0.9890
R2	1.0017	1.0017	0.9874
R1	0.9931	0.9931	0.9859	0.9974
PP	0.9851	0.9851	0.9851	0.9873
S1	0.9765	0.9765	0.9829	0.9808
S2	0.9685	0.9685	0.9814
S3	0.9519	0.9599	0.9798
S4	0.9353	0.9433	0.9753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9938	0.9724	0.0214	2.2%	0.0098	1.0%	25%	False	False	72,460
10	0.9938	0.9724	0.0214	2.2%	0.0085	0.9%	25%	False	False	70,447
20	0.9938	0.9419	0.0519	5.3%	0.0086	0.9%	69%	False	False	42,554
40	0.9938	0.9276	0.0662	6.8%	0.0089	0.9%	76%	False	False	21,648
60	0.9938	0.9276	0.0662	6.8%	0.0088	0.9%	76%	False	False	14,516
80	0.9938	0.9276	0.0662	6.8%	0.0081	0.8%	76%	False	False	10,906

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0169
2.618	1.0040
1.618	0.9961
1.000	0.9912
0.618	0.9882
HIGH	0.9833
0.618	0.9803
0.500	0.9794
0.382	0.9784
LOW	0.9754
0.618	0.9705
1.000	0.9675
1.618	0.9626
2.618	0.9547
4.250	0.9418

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	0.9794	0.9787
PP	0.9788	0.9784
S1	0.9783	0.9781

Download as Excel Spreadsheet

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

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