CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 09-Apr-2010

Day Change Summary
	Previous	Current
	08-Apr-2010	09-Apr-2010	Change	Change %	Previous Week
Open	0.9947	0.9979	0.0032	0.3%	0.9919
High	0.9982	1.0008	0.0026	0.3%	1.0022
Low	0.9895	0.9918	0.0023	0.2%	0.9895
Close	0.9968	0.9949	-0.0019	-0.2%	0.9949
Range	0.0087	0.0090	0.0003	3.4%	0.0127
ATR	0.0085	0.0086	0.0000	0.4%	0.0000
Volume	74,358	68,194	-6,164	-8.3%	246,632

Daily Pivots for day following 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0228	1.0179	0.9999
R3	1.0138	1.0089	0.9974
R2	1.0048	1.0048	0.9966
R1	0.9999	0.9999	0.9957	0.9979
PP	0.9958	0.9958	0.9958	0.9948
S1	0.9909	0.9909	0.9941	0.9889
S2	0.9868	0.9868	0.9933
S3	0.9778	0.9819	0.9924
S4	0.9688	0.9729	0.9900

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0270	1.0019
R3	1.0209	1.0143	0.9984
R2	1.0082	1.0082	0.9972
R1	1.0016	1.0016	0.9961	1.0049
PP	0.9955	0.9955	0.9955	0.9972
S1	0.9889	0.9889	0.9937	0.9922
S2	0.9828	0.9828	0.9926
S3	0.9701	0.9762	0.9914
S4	0.9574	0.9635	0.9879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0022	0.9895	0.0127	1.3%	0.0082	0.8%	43%	False	False	49,326
10	1.0022	0.9705	0.0317	3.2%	0.0084	0.8%	77%	False	False	61,016
20	1.0022	0.9705	0.0317	3.2%	0.0084	0.8%	77%	False	False	65,732
40	1.0022	0.9364	0.0658	6.6%	0.0087	0.9%	89%	False	False	36,792
60	1.0022	0.9276	0.0746	7.5%	0.0089	0.9%	90%	False	False	24,643
80	1.0022	0.9276	0.0746	7.5%	0.0085	0.8%	90%	False	False	18,525
100	1.0022	0.9276	0.0746	7.5%	0.0077	0.8%	90%	False	False	14,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0391
2.618	1.0244
1.618	1.0154
1.000	1.0098
0.618	1.0064
HIGH	1.0008
0.618	0.9974
0.500	0.9963
0.382	0.9952
LOW	0.9918
0.618	0.9862
1.000	0.9828
1.618	0.9772
2.618	0.9682
4.250	0.9536

Fisher Pivots for day following 09-Apr-2010
Pivot	1 day	3 day
R1	0.9963	0.9959
PP	0.9958	0.9955
S1	0.9954	0.9952

Download as Excel Spreadsheet

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

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