CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	0.9756	0.9764	0.0008	0.1%	0.9839
High	0.9833	0.9798	-0.0035	-0.4%	0.9855
Low	0.9754	0.9705	-0.0049	-0.5%	0.9705
Close	0.9778	0.9722	-0.0056	-0.6%	0.9722
Range	0.0079	0.0093	0.0014	17.7%	0.0150
ATR	0.0088	0.0088	0.0000	0.4%	0.0000
Volume	92,498	74,854	-17,644	-19.1%	382,817

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9964	0.9773
R3	0.9928	0.9871	0.9748
R2	0.9835	0.9835	0.9739
R1	0.9778	0.9778	0.9731	0.9760
PP	0.9742	0.9742	0.9742	0.9733
S1	0.9685	0.9685	0.9713	0.9667
S2	0.9649	0.9649	0.9705
S3	0.9556	0.9592	0.9696
S4	0.9463	0.9499	0.9671

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0116	0.9805
R3	1.0061	0.9966	0.9763
R2	0.9911	0.9911	0.9750
R1	0.9816	0.9816	0.9736	0.9789
PP	0.9761	0.9761	0.9761	0.9747
S1	0.9666	0.9666	0.9708	0.9639
S2	0.9611	0.9611	0.9695
S3	0.9461	0.9516	0.9681
S4	0.9311	0.9366	0.9640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9855	0.9705	0.0150	1.5%	0.0092	0.9%	11%	False	True	76,563
10	0.9938	0.9705	0.0233	2.4%	0.0085	0.9%	7%	False	True	70,665
20	0.9938	0.9459	0.0479	4.9%	0.0086	0.9%	55%	False	False	46,226
40	0.9938	0.9276	0.0662	6.8%	0.0090	0.9%	67%	False	False	23,500
60	0.9938	0.9276	0.0662	6.8%	0.0088	0.9%	67%	False	False	15,762
80	0.9938	0.9276	0.0662	6.8%	0.0081	0.8%	67%	False	False	11,842

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0193
2.618	1.0041
1.618	0.9948
1.000	0.9891
0.618	0.9855
HIGH	0.9798
0.618	0.9762
0.500	0.9752
0.382	0.9741
LOW	0.9705
0.618	0.9648
1.000	0.9612
1.618	0.9555
2.618	0.9462
4.250	0.9310

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	0.9752	0.9775
PP	0.9742	0.9757
S1	0.9732	0.9740

Download as Excel Spreadsheet

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

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