CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	0.9660	0.9601	-0.0059	-0.6%	0.9432
High	0.9660	0.9601	-0.0059	-0.6%	0.9660
Low	0.9660	0.9601	-0.0059	-0.6%	0.9432
Close	0.9660	0.9601	-0.0059	-0.6%	0.9601
Range
ATR	0.0088	0.0086	-0.0002	-2.4%	0.0000
Volume	21	5	-16	-76.2%	89

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9601	0.9601	0.9601
R3	0.9601	0.9601	0.9601
R2	0.9601	0.9601	0.9601
R1	0.9601	0.9601	0.9601	0.9601
PP	0.9601	0.9601	0.9601	0.9601
S1	0.9601	0.9601	0.9601	0.9601
S2	0.9601	0.9601	0.9601
S3	0.9601	0.9601	0.9601
S4	0.9601	0.9601	0.9601

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0248	1.0153	0.9726
R3	1.0020	0.9925	0.9664
R2	0.9792	0.9792	0.9643
R1	0.9697	0.9697	0.9622	0.9745
PP	0.9564	0.9564	0.9564	0.9588
S1	0.9469	0.9469	0.9580	0.9517
S2	0.9336	0.9336	0.9559
S3	0.9108	0.9241	0.9538
S4	0.8880	0.9013	0.9476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9660	0.9432	0.0228	2.4%	0.0000	0.0%	74%	False	False	17
10	0.9660	0.9408	0.0252	2.6%	0.0020	0.2%	77%	False	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	0.9601
2.618	0.9601
1.618	0.9601
1.000	0.9601
0.618	0.9601
HIGH	0.9601
0.618	0.9601
0.500	0.9601
0.382	0.9601
LOW	0.9601
0.618	0.9601
1.000	0.9601
1.618	0.9601
2.618	0.9601
4.250	0.9601

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	0.9601	0.9602
PP	0.9601	0.9601
S1	0.9601	0.9601

Download as Excel Spreadsheet

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

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