CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	0.9670	0.9649	-0.0021	-0.2%	0.9661
High	0.9714	0.9731	0.0017	0.2%	0.9763
Low	0.9633	0.9623	-0.0010	-0.1%	0.9600
Close	0.9664	0.9691	0.0027	0.3%	0.9700
Range	0.0081	0.0108	0.0027	33.3%	0.0163
ATR	0.0083	0.0085	0.0002	2.2%	0.0000
Volume	91	97	6	6.6%	677

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0006	0.9956	0.9750
R3	0.9898	0.9848	0.9721
R2	0.9790	0.9790	0.9711
R1	0.9740	0.9740	0.9701	0.9765
PP	0.9682	0.9682	0.9682	0.9694
S1	0.9632	0.9632	0.9681	0.9657
S2	0.9574	0.9574	0.9671
S3	0.9466	0.9524	0.9661
S4	0.9358	0.9416	0.9632

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	0.9741	0.9622	0.0119	1.2%	0.0085	0.9%	58%	False	False	129
10	0.9763	0.9600	0.0163	1.7%	0.0090	0.9%	56%	False	False	124
20	0.9763	0.9460	0.0303	3.1%	0.0077	0.8%	76%	False	False	141
40	0.9830	0.9338	0.0492	5.1%	0.0070	0.7%	72%	False	False	111
60	0.9830	0.9338	0.0492	5.1%	0.0060	0.6%	72%	False	False	81
80	0.9830	0.9338	0.0492	5.1%	0.0049	0.5%	72%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0190
2.618	1.0014
1.618	0.9906
1.000	0.9839
0.618	0.9798
HIGH	0.9731
0.618	0.9690
0.500	0.9677
0.382	0.9664
LOW	0.9623
0.618	0.9556
1.000	0.9515
1.618	0.9448
2.618	0.9340
4.250	0.9164

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	0.9686	0.9686
PP	0.9682	0.9681
S1	0.9677	0.9677

Download as Excel Spreadsheet

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

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