CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 07-Apr-2010

Day Change Summary
	Previous	Current
	06-Apr-2010	07-Apr-2010	Change	Change %	Previous Week
Open	0.9978	0.9985	0.0007	0.1%	0.9749
High	1.0012	1.0022	0.0010	0.1%	0.9933
Low	0.9952	0.9940	-0.0012	-0.1%	0.9722
Close	1.0000	0.9962	-0.0038	-0.4%	0.9912
Range	0.0060	0.0082	0.0022	36.7%	0.0211
ATR	0.0085	0.0085	0.0000	-0.3%	0.0000
Volume	39,016	57,921	18,905	48.5%	288,683

Daily Pivots for day following 07-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0221	1.0173	1.0007
R3	1.0139	1.0091	0.9985
R2	1.0057	1.0057	0.9977
R1	1.0009	1.0009	0.9970	0.9992
PP	0.9975	0.9975	0.9975	0.9966
S1	0.9927	0.9927	0.9954	0.9910
S2	0.9893	0.9893	0.9947
S3	0.9811	0.9845	0.9939
S4	0.9729	0.9763	0.9917

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0489	1.0411	1.0028
R3	1.0278	1.0200	0.9970
R2	1.0067	1.0067	0.9951
R1	0.9989	0.9989	0.9931	1.0028
PP	0.9856	0.9856	0.9856	0.9875
S1	0.9778	0.9778	0.9893	0.9817
S2	0.9645	0.9645	0.9873
S3	0.9434	0.9567	0.9854
S4	0.9223	0.9356	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0022	0.9803	0.0219	2.2%	0.0080	0.8%	73%	True	False	49,418
10	1.0022	0.9705	0.0317	3.2%	0.0086	0.9%	81%	True	False	62,244
20	1.0022	0.9677	0.0345	3.5%	0.0084	0.8%	83%	True	False	62,372
40	1.0022	0.9339	0.0683	6.9%	0.0088	0.9%	91%	True	False	33,253
60	1.0022	0.9276	0.0746	7.5%	0.0089	0.9%	92%	True	False	22,275
80	1.0022	0.9276	0.0746	7.5%	0.0084	0.8%	92%	True	False	16,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0371
2.618	1.0237
1.618	1.0155
1.000	1.0104
0.618	1.0073
HIGH	1.0022
0.618	0.9991
0.500	0.9981
0.382	0.9971
LOW	0.9940
0.618	0.9889
1.000	0.9858
1.618	0.9807
2.618	0.9725
4.250	0.9592

Fisher Pivots for day following 07-Apr-2010
Pivot	1 day	3 day
R1	0.9981	0.9961
PP	0.9975	0.9960
S1	0.9968	0.9959

Download as Excel Spreadsheet

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

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