CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	0.9888	0.9859	-0.0029	-0.3%	0.9826
High	0.9901	0.9935	0.0034	0.3%	0.9935
Low	0.9855	0.9815	-0.0040	-0.4%	0.9772
Close	0.9868	0.9841	-0.0027	-0.3%	0.9841
Range	0.0046	0.0120	0.0074	160.9%	0.0163
ATR	0.0067	0.0071	0.0004	5.7%	0.0000
Volume	290	626	336	115.9%	1,545

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0224	1.0152	0.9907
R3	1.0104	1.0032	0.9874
R2	0.9984	0.9984	0.9863
R1	0.9912	0.9912	0.9852	0.9888
PP	0.9864	0.9864	0.9864	0.9852
S1	0.9792	0.9792	0.9830	0.9768
S2	0.9744	0.9744	0.9819
S3	0.9624	0.9672	0.9808
S4	0.9504	0.9552	0.9775

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0253	0.9931
R3	1.0175	1.0090	0.9886
R2	1.0012	1.0012	0.9871
R1	0.9927	0.9927	0.9856	0.9970
PP	0.9849	0.9849	0.9849	0.9871
S1	0.9764	0.9764	0.9826	0.9807
S2	0.9686	0.9686	0.9811
S3	0.9523	0.9601	0.9796
S4	0.9360	0.9438	0.9751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9935	0.9772	0.0163	1.7%	0.0070	0.7%	42%	True	False	309
10	0.9935	0.9685	0.0250	2.5%	0.0066	0.7%	62%	True	False	195
20	0.9935	0.9365	0.0570	5.8%	0.0066	0.7%	84%	True	False	119
40	0.9935	0.9288	0.0647	6.6%	0.0053	0.5%	85%	True	False	69
60	0.9935	0.9288	0.0647	6.6%	0.0043	0.4%	85%	True	False	52
80	0.9935	0.9288	0.0647	6.6%	0.0038	0.4%	85%	True	False	44
100	0.9935	0.9255	0.0680	6.9%	0.0032	0.3%	86%	True	False	37
120	0.9935	0.9220	0.0715	7.3%	0.0028	0.3%	87%	True	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0445
2.618	1.0249
1.618	1.0129
1.000	1.0055
0.618	1.0009
HIGH	0.9935
0.618	0.9889
0.500	0.9875
0.382	0.9861
LOW	0.9815
0.618	0.9741
1.000	0.9695
1.618	0.9621
2.618	0.9501
4.250	0.9305

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	0.9875	0.9875
PP	0.9864	0.9864
S1	0.9852	0.9852

Download as Excel Spreadsheet

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

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