CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	0.9733	0.9741	0.0008	0.1%	0.9470
High	0.9783	0.9783	0.0000	0.0%	0.9736
Low	0.9719	0.9685	-0.0034	-0.3%	0.9470
Close	0.9738	0.9750	0.0012	0.1%	0.9707
Range	0.0064	0.0098	0.0034	53.1%	0.0266
ATR	0.0065	0.0067	0.0002	3.6%	0.0000
Volume	34	80	46	135.3%	313

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0033	0.9990	0.9804
R3	0.9935	0.9892	0.9777
R2	0.9837	0.9837	0.9768
R1	0.9794	0.9794	0.9759	0.9816
PP	0.9739	0.9739	0.9739	0.9750
S1	0.9696	0.9696	0.9741	0.9718
S2	0.9641	0.9641	0.9732
S3	0.9543	0.9598	0.9723
S4	0.9445	0.9500	0.9696

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0436	1.0337	0.9853
R3	1.0170	1.0071	0.9780
R2	0.9904	0.9904	0.9756
R1	0.9805	0.9805	0.9731	0.9855
PP	0.9638	0.9638	0.9638	0.9662
S1	0.9539	0.9539	0.9683	0.9589
S2	0.9372	0.9372	0.9658
S3	0.9106	0.9273	0.9634
S4	0.8840	0.9007	0.9561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9680	0.0103	1.1%	0.0058	0.6%	68%	True	False	59
10	0.9783	0.9470	0.0313	3.2%	0.0062	0.6%	89%	True	False	65
20	0.9783	0.9365	0.0418	4.3%	0.0056	0.6%	92%	True	False	39
40	0.9783	0.9288	0.0495	5.1%	0.0045	0.5%	93%	True	False	30
60	0.9783	0.9288	0.0495	5.1%	0.0038	0.4%	93%	True	False	25
80	0.9783	0.9288	0.0495	5.1%	0.0034	0.3%	93%	True	False	24
100	0.9783	0.9255	0.0528	5.4%	0.0029	0.3%	94%	True	False	21
120	0.9783	0.9100	0.0683	7.0%	0.0026	0.3%	95%	True	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0200
2.618	1.0040
1.618	0.9942
1.000	0.9881
0.618	0.9844
HIGH	0.9783
0.618	0.9746
0.500	0.9734
0.382	0.9722
LOW	0.9685
0.618	0.9624
1.000	0.9587
1.618	0.9526
2.618	0.9428
4.250	0.9269

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	0.9745	0.9745
PP	0.9739	0.9739
S1	0.9734	0.9734

Download as Excel Spreadsheet

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

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