CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 01-Apr-2010

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	0.9805	0.9846	0.0041	0.4%	0.9839
High	0.9872	0.9933	0.0061	0.6%	0.9855
Low	0.9803	0.9838	0.0035	0.4%	0.9705
Close	0.9851	0.9912	0.0061	0.6%	0.9722
Range	0.0069	0.0095	0.0026	37.7%	0.0150
ATR	0.0086	0.0087	0.0001	0.7%	0.0000
Volume	60,658	82,354	21,696	35.8%	382,817

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0179	1.0141	0.9964
R3	1.0084	1.0046	0.9938
R2	0.9989	0.9989	0.9929
R1	0.9951	0.9951	0.9921	0.9970
PP	0.9894	0.9894	0.9894	0.9904
S1	0.9856	0.9856	0.9903	0.9875
S2	0.9799	0.9799	0.9895
S3	0.9704	0.9761	0.9886
S4	0.9609	0.9666	0.9860

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	0.9933	0.9705	0.0228	2.3%	0.0085	0.9%	91%	True	False	72,707
10	0.9938	0.9705	0.0233	2.4%	0.0092	0.9%	89%	False	False	72,584
20	0.9938	0.9677	0.0261	2.6%	0.0082	0.8%	90%	False	False	60,058
40	0.9938	0.9276	0.0662	6.7%	0.0089	0.9%	96%	False	False	30,688
60	0.9938	0.9276	0.0662	6.7%	0.0089	0.9%	96%	False	False	20,562
80	0.9938	0.9276	0.0662	6.7%	0.0083	0.8%	96%	False	False	15,449

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0337
2.618	1.0182
1.618	1.0087
1.000	1.0028
0.618	0.9992
HIGH	0.9933
0.618	0.9897
0.500	0.9886
0.382	0.9874
LOW	0.9838
0.618	0.9779
1.000	0.9743
1.618	0.9684
2.618	0.9589
4.250	0.9434

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	0.9903	0.9893
PP	0.9894	0.9875
S1	0.9886	0.9856

Download as Excel Spreadsheet

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

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