CME Canadian Dollar Future September 2010

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

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	0.9484	0.9470	-0.0014	-0.1%	0.9615
High	0.9505	0.9601	0.0096	1.0%	0.9625
Low	0.9483	0.9470	-0.0013	-0.1%	0.9365
Close	0.9504	0.9599	0.0095	1.0%	0.9504
Range	0.0022	0.0131	0.0109	495.5%	0.0260
ATR	0.0068	0.0072	0.0005	6.7%	0.0000
Volume	58	148	90	155.2%	124

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9950	0.9905	0.9671
R3	0.9819	0.9774	0.9635
R2	0.9688	0.9688	0.9623
R1	0.9643	0.9643	0.9611	0.9666
PP	0.9557	0.9557	0.9557	0.9568
S1	0.9512	0.9512	0.9587	0.9535
S2	0.9426	0.9426	0.9575
S3	0.9295	0.9381	0.9563
S4	0.9164	0.9250	0.9527

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0278	1.0151	0.9647
R3	1.0018	0.9891	0.9576
R2	0.9758	0.9758	0.9552
R1	0.9631	0.9631	0.9528	0.9565
PP	0.9498	0.9498	0.9498	0.9465
S1	0.9371	0.9371	0.9480	0.9305
S2	0.9238	0.9238	0.9456
S3	0.8978	0.9111	0.9433
S4	0.8718	0.8851	0.9361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9604	0.9365	0.0239	2.5%	0.0079	0.8%	98%	False	False	50
10	0.9625	0.9365	0.0260	2.7%	0.0063	0.7%	90%	False	False	32
20	0.9625	0.9288	0.0337	3.5%	0.0049	0.5%	92%	False	False	26
40	0.9755	0.9288	0.0467	4.9%	0.0040	0.4%	67%	False	False	22
60	0.9755	0.9288	0.0467	4.9%	0.0033	0.3%	67%	False	False	23
80	0.9755	0.9278	0.0477	5.0%	0.0028	0.3%	67%	False	False	19
100	0.9755	0.9255	0.0500	5.2%	0.0025	0.3%	69%	False	False	17
120	0.9755	0.9100	0.0655	6.8%	0.0023	0.2%	76%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0158
2.618	0.9944
1.618	0.9813
1.000	0.9732
0.618	0.9682
HIGH	0.9601
0.618	0.9551
0.500	0.9536
0.382	0.9520
LOW	0.9470
0.618	0.9389
1.000	0.9339
1.618	0.9258
2.618	0.9127
4.250	0.8913

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	0.9578	0.9560
PP	0.9557	0.9522
S1	0.9536	0.9483

Download as Excel Spreadsheet

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

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