CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 31-Mar-2010

Day Change Summary
	Previous	Current
	30-Mar-2010	31-Mar-2010	Change	Change %	Previous Week
Open	0.9790	0.9807	0.0017	0.2%	0.9824
High	0.9833	0.9862	0.0029	0.3%	0.9842
Low	0.9787	0.9802	0.0015	0.2%	0.9701
Close	0.9805	0.9843	0.0038	0.4%	0.9717
Range	0.0046	0.0060	0.0014	30.4%	0.0141
ATR	0.0074	0.0073	-0.0001	-1.4%	0.0000
Volume	247	125	-122	-49.4%	1,079

Daily Pivots for day following 31-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0016	0.9989	0.9876
R3	0.9956	0.9929	0.9860
R2	0.9896	0.9896	0.9854
R1	0.9869	0.9869	0.9849	0.9883
PP	0.9836	0.9836	0.9836	0.9842
S1	0.9809	0.9809	0.9838	0.9823
S2	0.9776	0.9776	0.9832
S3	0.9716	0.9749	0.9827
S4	0.9656	0.9689	0.9810

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0176	1.0088	0.9795
R3	1.0035	0.9947	0.9756
R2	0.9894	0.9894	0.9743
R1	0.9806	0.9806	0.9730	0.9780
PP	0.9753	0.9753	0.9753	0.9740
S1	0.9665	0.9665	0.9704	0.9639
S2	0.9612	0.9612	0.9691
S3	0.9471	0.9524	0.9678
S4	0.9330	0.9383	0.9639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9862	0.9701	0.0161	1.6%	0.0066	0.7%	88%	True	False	225
10	0.9935	0.9701	0.0234	2.4%	0.0072	0.7%	61%	False	False	275
20	0.9935	0.9680	0.0255	2.6%	0.0064	0.7%	64%	False	False	191
40	0.9935	0.9288	0.0647	6.6%	0.0059	0.6%	86%	False	False	110
60	0.9935	0.9288	0.0647	6.6%	0.0050	0.5%	86%	False	False	80
80	0.9935	0.9288	0.0647	6.6%	0.0042	0.4%	86%	False	False	66
100	0.9935	0.9278	0.0657	6.7%	0.0037	0.4%	86%	False	False	54
120	0.9935	0.9255	0.0680	6.9%	0.0033	0.3%	86%	False	False	47

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	1.0117
2.618	1.0019
1.618	0.9959
1.000	0.9922
0.618	0.9899
HIGH	0.9862
0.618	0.9839
0.500	0.9832
0.382	0.9825
LOW	0.9802
0.618	0.9765
1.000	0.9742
1.618	0.9705
2.618	0.9645
4.250	0.9547

Fisher Pivots for day following 31-Mar-2010
Pivot	1 day	3 day
R1	0.9839	0.9832
PP	0.9836	0.9822
S1	0.9832	0.9811

Download as Excel Spreadsheet

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

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