CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	0.9770	0.9740	-0.0030	-0.3%	0.9847
High	0.9773	0.9740	-0.0033	-0.3%	0.9847
Low	0.9706	0.9640	-0.0066	-0.7%	0.9605
Close	0.9727	0.9677	-0.0050	-0.5%	0.9699
Range	0.0067	0.0100	0.0033	49.3%	0.0242
ATR	0.0099	0.0099	0.0000	0.1%	0.0000
Volume	146	190	44	30.1%	2,052

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9986	0.9931	0.9732
R3	0.9886	0.9831	0.9705
R2	0.9786	0.9786	0.9695
R1	0.9731	0.9731	0.9686	0.9709
PP	0.9686	0.9686	0.9686	0.9674
S1	0.9631	0.9631	0.9668	0.9609
S2	0.9586	0.9586	0.9659
S3	0.9486	0.9531	0.9650
S4	0.9386	0.9431	0.9622

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0443	1.0313	0.9832
R3	1.0201	1.0071	0.9766
R2	0.9959	0.9959	0.9743
R1	0.9829	0.9829	0.9721	0.9773
PP	0.9717	0.9717	0.9717	0.9689
S1	0.9587	0.9587	0.9677	0.9531
S2	0.9475	0.9475	0.9655
S3	0.9233	0.9345	0.9632
S4	0.8991	0.9103	0.9566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9809	0.9640	0.0169	1.7%	0.0092	1.0%	22%	False	True	292
10	0.9975	0.9605	0.0370	3.8%	0.0108	1.1%	19%	False	False	297
20	0.9975	0.9605	0.0370	3.8%	0.0098	1.0%	19%	False	False	245
40	0.9975	0.9356	0.0619	6.4%	0.0088	0.9%	52%	False	False	195
60	0.9975	0.9338	0.0637	6.6%	0.0078	0.8%	53%	False	False	154
80	0.9975	0.9338	0.0637	6.6%	0.0068	0.7%	53%	False	False	121
100	0.9975	0.9338	0.0637	6.6%	0.0057	0.6%	53%	False	False	99

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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0165
2.618	1.0002
1.618	0.9902
1.000	0.9840
0.618	0.9802
HIGH	0.9740
0.618	0.9702
0.500	0.9690
0.382	0.9678
LOW	0.9640
0.618	0.9578
1.000	0.9540
1.618	0.9478
2.618	0.9378
4.250	0.9215

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	0.9690	0.9725
PP	0.9686	0.9709
S1	0.9681	0.9693

Download as Excel Spreadsheet

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

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