CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	0.9830	0.9825	-0.0005	-0.1%	0.9826
High	0.9842	0.9825	-0.0017	-0.2%	0.9935
Low	0.9780	0.9722	-0.0058	-0.6%	0.9772
Close	0.9823	0.9754	-0.0069	-0.7%	0.9841
Range	0.0062	0.0103	0.0041	66.1%	0.0163
ATR	0.0070	0.0072	0.0002	3.3%	0.0000
Volume	178	128	-50	-28.1%	1,545

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0076	1.0018	0.9811
R3	0.9973	0.9915	0.9782
R2	0.9870	0.9870	0.9773
R1	0.9812	0.9812	0.9763	0.9790
PP	0.9767	0.9767	0.9767	0.9756
S1	0.9709	0.9709	0.9745	0.9687
S2	0.9664	0.9664	0.9735
S3	0.9561	0.9606	0.9726
S4	0.9458	0.9503	0.9697

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	0.9722	0.0213	2.2%	0.0078	0.8%	15%	False	True	325
10	0.9935	0.9685	0.0250	2.6%	0.0075	0.8%	28%	False	False	245
20	0.9935	0.9365	0.0570	5.8%	0.0065	0.7%	68%	False	False	151
40	0.9935	0.9288	0.0647	6.6%	0.0055	0.6%	72%	False	False	86
60	0.9935	0.9288	0.0647	6.6%	0.0046	0.5%	72%	False	False	63
80	0.9935	0.9288	0.0647	6.6%	0.0041	0.4%	72%	False	False	53
100	0.9935	0.9255	0.0680	7.0%	0.0034	0.3%	73%	False	False	43
120	0.9935	0.9232	0.0703	7.2%	0.0030	0.3%	74%	False	False	37

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0263
2.618	1.0095
1.618	0.9992
1.000	0.9928
0.618	0.9889
HIGH	0.9825
0.618	0.9786
0.500	0.9774
0.382	0.9761
LOW	0.9722
0.618	0.9658
1.000	0.9619
1.618	0.9555
2.618	0.9452
4.250	0.9284

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	0.9774	0.9782
PP	0.9767	0.9773
S1	0.9761	0.9763

Download as Excel Spreadsheet

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

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