CME Canadian Dollar Future March 2011

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

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	0.9668	0.9635	-0.0033	-0.3%	0.9661
High	0.9675	0.9739	0.0064	0.7%	0.9763
Low	0.9600	0.9627	0.0027	0.3%	0.9600
Close	0.9648	0.9700	0.0052	0.5%	0.9700
Range	0.0075	0.0112	0.0037	49.3%	0.0163
ATR	0.0082	0.0084	0.0002	2.6%	0.0000
Volume	204	122	-82	-40.2%	677

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0025	0.9974	0.9762
R3	0.9913	0.9862	0.9731
R2	0.9801	0.9801	0.9721
R1	0.9750	0.9750	0.9710	0.9776
PP	0.9689	0.9689	0.9689	0.9701
S1	0.9638	0.9638	0.9690	0.9664
S2	0.9577	0.9577	0.9679
S3	0.9465	0.9526	0.9669
S4	0.9353	0.9414	0.9638

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0177	1.0101	0.9790
R3	1.0014	0.9938	0.9745
R2	0.9851	0.9851	0.9730
R1	0.9775	0.9775	0.9715	0.9813
PP	0.9688	0.9688	0.9688	0.9707
S1	0.9612	0.9612	0.9685	0.9650
S2	0.9525	0.9525	0.9670
S3	0.9362	0.9449	0.9655
S4	0.9199	0.9286	0.9610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9763	0.9600	0.0163	1.7%	0.0096	1.0%	61%	False	False	135
10	0.9763	0.9600	0.0163	1.7%	0.0081	0.8%	61%	False	False	173
20	0.9763	0.9338	0.0425	4.4%	0.0078	0.8%	85%	False	False	133
40	0.9830	0.9338	0.0492	5.1%	0.0064	0.7%	74%	False	False	100
60	0.9830	0.9338	0.0492	5.1%	0.0055	0.6%	74%	False	False	73
80	0.9830	0.9338	0.0492	5.1%	0.0045	0.5%	74%	False	False	58

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0215
2.618	1.0032
1.618	0.9920
1.000	0.9851
0.618	0.9808
HIGH	0.9739
0.618	0.9696
0.500	0.9683
0.382	0.9670
LOW	0.9627
0.618	0.9558
1.000	0.9515
1.618	0.9446
2.618	0.9334
4.250	0.9151

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	0.9694	0.9694
PP	0.9689	0.9688
S1	0.9683	0.9682

Download as Excel Spreadsheet

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

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