CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 15-Oct-2010

Day Change Summary
	Previous	Current
	14-Oct-2010	15-Oct-2010	Change	Change %	Previous Week
Open	0.9930	0.9922	-0.0008	-0.1%	0.9865
High	0.9975	0.9942	-0.0033	-0.3%	0.9975
Low	0.9891	0.9825	-0.0066	-0.7%	0.9797
Close	0.9891	0.9832	-0.0059	-0.6%	0.9832
Range	0.0084	0.0117	0.0033	39.3%	0.0178
ATR	0.0086	0.0088	0.0002	2.6%	0.0000
Volume	323	143	-180	-55.7%	973

Daily Pivots for day following 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0217	1.0142	0.9896
R3	1.0100	1.0025	0.9864
R2	0.9983	0.9983	0.9853
R1	0.9908	0.9908	0.9843	0.9887
PP	0.9866	0.9866	0.9866	0.9856
S1	0.9791	0.9791	0.9821	0.9770
S2	0.9749	0.9749	0.9811
S3	0.9632	0.9674	0.9800
S4	0.9515	0.9557	0.9768

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0402	1.0295	0.9930
R3	1.0224	1.0117	0.9881
R2	1.0046	1.0046	0.9865
R1	0.9939	0.9939	0.9848	0.9904
PP	0.9868	0.9868	0.9868	0.9850
S1	0.9761	0.9761	0.9816	0.9726
S2	0.9690	0.9690	0.9799
S3	0.9512	0.9583	0.9783
S4	0.9334	0.9405	0.9734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9975	0.9797	0.0178	1.8%	0.0080	0.8%	20%	False	False	194
10	0.9975	0.9696	0.0279	2.8%	0.0087	0.9%	49%	False	False	214
20	0.9975	0.9600	0.0375	3.8%	0.0088	0.9%	62%	False	False	175
40	0.9975	0.9338	0.0637	6.5%	0.0079	0.8%	78%	False	False	153
60	0.9975	0.9338	0.0637	6.5%	0.0066	0.7%	78%	False	False	114
80	0.9975	0.9338	0.0637	6.5%	0.0059	0.6%	78%	False	False	91
100	0.9975	0.9338	0.0637	6.5%	0.0051	0.5%	78%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.0439
2.618	1.0248
1.618	1.0131
1.000	1.0059
0.618	1.0014
HIGH	0.9942
0.618	0.9897
0.500	0.9884
0.382	0.9870
LOW	0.9825
0.618	0.9753
1.000	0.9708
1.618	0.9636
2.618	0.9519
4.250	0.9328

Fisher Pivots for day following 15-Oct-2010
Pivot	1 day	3 day
R1	0.9884	0.9900
PP	0.9866	0.9877
S1	0.9849	0.9855

Download as Excel Spreadsheet

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

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