CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 14-Oct-2010

Day Change Summary
	Previous	Current
	13-Oct-2010	14-Oct-2010	Change	Change %	Previous Week
Open	0.9880	0.9930	0.0050	0.5%	0.9767
High	0.9950	0.9975	0.0025	0.3%	0.9889
Low	0.9880	0.9891	0.0011	0.1%	0.9696
Close	0.9924	0.9891	-0.0033	-0.3%	0.9831
Range	0.0070	0.0084	0.0014	20.0%	0.0193
ATR	0.0086	0.0086	0.0000	-0.2%	0.0000
Volume	200	323	123	61.5%	1,170

Daily Pivots for day following 14-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0171	1.0115	0.9937
R3	1.0087	1.0031	0.9914
R2	1.0003	1.0003	0.9906
R1	0.9947	0.9947	0.9899	0.9933
PP	0.9919	0.9919	0.9919	0.9912
S1	0.9863	0.9863	0.9883	0.9849
S2	0.9835	0.9835	0.9876
S3	0.9751	0.9779	0.9868
S4	0.9667	0.9695	0.9845

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0384	1.0301	0.9937
R3	1.0191	1.0108	0.9884
R2	0.9998	0.9998	0.9866
R1	0.9915	0.9915	0.9849	0.9957
PP	0.9805	0.9805	0.9805	0.9826
S1	0.9722	0.9722	0.9813	0.9764
S2	0.9612	0.9612	0.9796
S3	0.9419	0.9529	0.9778
S4	0.9226	0.9336	0.9725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9747	0.0228	2.3%	0.0080	0.8%	63%	True	False	191
10	0.9975	0.9672	0.0303	3.1%	0.0086	0.9%	72%	True	False	216
20	0.9975	0.9600	0.0375	3.8%	0.0088	0.9%	78%	True	False	170
40	0.9975	0.9338	0.0637	6.4%	0.0079	0.8%	87%	True	False	149
60	0.9975	0.9338	0.0637	6.4%	0.0064	0.7%	87%	True	False	112
80	0.9975	0.9338	0.0637	6.4%	0.0058	0.6%	87%	True	False	89
100	0.9975	0.9294	0.0681	6.9%	0.0050	0.5%	88%	True	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0332
2.618	1.0195
1.618	1.0111
1.000	1.0059
0.618	1.0027
HIGH	0.9975
0.618	0.9943
0.500	0.9933
0.382	0.9923
LOW	0.9891
0.618	0.9839
1.000	0.9807
1.618	0.9755
2.618	0.9671
4.250	0.9534

Fisher Pivots for day following 14-Oct-2010
Pivot	1 day	3 day
R1	0.9933	0.9889
PP	0.9919	0.9888
S1	0.9905	0.9886

Download as Excel Spreadsheet

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

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