CME Canadian Dollar Future September 2010

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

Day Change Summary
	Previous	Current
	31-Mar-2010	01-Apr-2010	Change	Change %	Previous Week
Open	0.9807	0.9839	0.0032	0.3%	0.9824
High	0.9862	0.9917	0.0055	0.6%	0.9842
Low	0.9802	0.9839	0.0037	0.4%	0.9701
Close	0.9843	0.9904	0.0061	0.6%	0.9717
Range	0.0060	0.0078	0.0018	30.0%	0.0141
ATR	0.0073	0.0074	0.0000	0.5%	0.0000
Volume	125	240	115	92.0%	1,079

Daily Pivots for day following 01-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0121	1.0090	0.9947
R3	1.0043	1.0012	0.9925
R2	0.9965	0.9965	0.9918
R1	0.9934	0.9934	0.9911	0.9950
PP	0.9887	0.9887	0.9887	0.9894
S1	0.9856	0.9856	0.9897	0.9872
S2	0.9809	0.9809	0.9890
S3	0.9731	0.9778	0.9883
S4	0.9653	0.9700	0.9861

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	0.9917	0.9701	0.0216	2.2%	0.0066	0.7%	94%	True	False	225
10	0.9935	0.9701	0.0234	2.4%	0.0075	0.8%	87%	False	False	270
20	0.9935	0.9680	0.0255	2.6%	0.0067	0.7%	88%	False	False	202
40	0.9935	0.9288	0.0647	6.5%	0.0061	0.6%	95%	False	False	115
60	0.9935	0.9288	0.0647	6.5%	0.0051	0.5%	95%	False	False	83
80	0.9935	0.9288	0.0647	6.5%	0.0043	0.4%	95%	False	False	69
100	0.9935	0.9288	0.0647	6.5%	0.0038	0.4%	95%	False	False	57
120	0.9935	0.9255	0.0680	6.9%	0.0033	0.3%	95%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0249
2.618	1.0121
1.618	1.0043
1.000	0.9995
0.618	0.9965
HIGH	0.9917
0.618	0.9887
0.500	0.9878
0.382	0.9869
LOW	0.9839
0.618	0.9791
1.000	0.9761
1.618	0.9713
2.618	0.9635
4.250	0.9508

Fisher Pivots for day following 01-Apr-2010
Pivot	1 day	3 day
R1	0.9895	0.9887
PP	0.9887	0.9869
S1	0.9878	0.9852

Download as Excel Spreadsheet

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

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