CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	0.9805	0.9857	0.0052	0.5%	0.9725
High	0.9889	0.9873	-0.0016	-0.2%	0.9775
Low	0.9805	0.9766	-0.0039	-0.4%	0.9622
Close	0.9864	0.9779	-0.0085	-0.9%	0.9776
Range	0.0084	0.0107	0.0023	27.4%	0.0153
ATR	0.0085	0.0087	0.0002	1.8%	0.0000
Volume	394	211	-183	-46.4%	688

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0127	1.0060	0.9838
R3	1.0020	0.9953	0.9808
R2	0.9913	0.9913	0.9799
R1	0.9846	0.9846	0.9789	0.9826
PP	0.9806	0.9806	0.9806	0.9796
S1	0.9739	0.9739	0.9769	0.9719
S2	0.9699	0.9699	0.9759
S3	0.9592	0.9632	0.9750
S4	0.9485	0.9525	0.9720

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0133	0.9860
R3	1.0030	0.9980	0.9818
R2	0.9877	0.9877	0.9804
R1	0.9827	0.9827	0.9790	0.9852
PP	0.9724	0.9724	0.9724	0.9737
S1	0.9674	0.9674	0.9762	0.9699
S2	0.9571	0.9571	0.9748
S3	0.9418	0.9521	0.9734
S4	0.9265	0.9368	0.9692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9672	0.0217	2.2%	0.0092	0.9%	49%	False	False	241
10	0.9889	0.9622	0.0267	2.7%	0.0088	0.9%	59%	False	False	185
20	0.9889	0.9600	0.0289	3.0%	0.0083	0.8%	62%	False	False	179
40	0.9889	0.9338	0.0551	5.6%	0.0073	0.7%	80%	False	False	137
60	0.9889	0.9338	0.0551	5.6%	0.0063	0.6%	80%	False	False	98
80	0.9889	0.9338	0.0551	5.6%	0.0053	0.5%	80%	False	False	78

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0328
2.618	1.0153
1.618	1.0046
1.000	0.9980
0.618	0.9939
HIGH	0.9873
0.618	0.9832
0.500	0.9820
0.382	0.9807
LOW	0.9766
0.618	0.9700
1.000	0.9659
1.618	0.9593
2.618	0.9486
4.250	0.9311

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	0.9820	0.9793
PP	0.9806	0.9788
S1	0.9793	0.9784

Download as Excel Spreadsheet

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

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