CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	0.9543	0.9660	0.0117	1.2%	0.9496
High	0.9543	0.9660	0.0117	1.2%	0.9620
Low	0.9543	0.9660	0.0117	1.2%	0.9408
Close	0.9543	0.9660	0.0117	1.2%	0.9408
Range
ATR	0.0086	0.0088	0.0002	2.6%	0.0000
Volume	21	21	0	0.0%	82

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9660	0.9660	0.9660
R3	0.9660	0.9660	0.9660
R2	0.9660	0.9660	0.9660
R1	0.9660	0.9660	0.9660	0.9660
PP	0.9660	0.9660	0.9660	0.9660
S1	0.9660	0.9660	0.9660	0.9660
S2	0.9660	0.9660	0.9660
S3	0.9660	0.9660	0.9660
S4	0.9660	0.9660	0.9660

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0115	0.9973	0.9525
R3	0.9903	0.9761	0.9466
R2	0.9691	0.9691	0.9447
R1	0.9549	0.9549	0.9427	0.9514
PP	0.9479	0.9479	0.9479	0.9461
S1	0.9337	0.9337	0.9389	0.9302
S2	0.9267	0.9267	0.9369
S3	0.9055	0.9125	0.9350
S4	0.8843	0.8913	0.9291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9660	0.9408	0.0252	2.6%	0.0000	0.0%	100%	True	False	18
10	0.9660	0.9408	0.0252	2.6%	0.0024	0.2%	100%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.9660
2.618	0.9660
1.618	0.9660
1.000	0.9660
0.618	0.9660
HIGH	0.9660
0.618	0.9660
0.500	0.9660
0.382	0.9660
LOW	0.9660
0.618	0.9660
1.000	0.9660
1.618	0.9660
2.618	0.9660
4.250	0.9660

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	0.9660	0.9630
PP	0.9660	0.9601
S1	0.9660	0.9571

Download as Excel Spreadsheet

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

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