CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	0.9831	0.9878	0.0047	0.5%	0.9714
High	0.9880	0.9917	0.0037	0.4%	0.9809
Low	0.9831	0.9812	-0.0019	-0.2%	0.9640
Close	0.9878	0.9909	0.0031	0.3%	0.9770
Range	0.0049	0.0105	0.0056	114.3%	0.0169
ATR	0.0095	0.0095	0.0001	0.8%	0.0000
Volume	125	248	123	98.4%	2,121

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0194	1.0157	0.9967
R3	1.0089	1.0052	0.9938
R2	0.9984	0.9984	0.9928
R1	0.9947	0.9947	0.9919	0.9966
PP	0.9879	0.9879	0.9879	0.9889
S1	0.9842	0.9842	0.9899	0.9861
S2	0.9774	0.9774	0.9890
S3	0.9669	0.9737	0.9880
S4	0.9564	0.9632	0.9851

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0247	1.0177	0.9863
R3	1.0078	1.0008	0.9816
R2	0.9909	0.9909	0.9801
R1	0.9839	0.9839	0.9785	0.9874
PP	0.9740	0.9740	0.9740	0.9757
S1	0.9670	0.9670	0.9755	0.9705
S2	0.9571	0.9571	0.9739
S3	0.9402	0.9501	0.9724
S4	0.9233	0.9332	0.9677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9917	0.9700	0.0217	2.2%	0.0074	0.8%	96%	True	False	436
10	0.9917	0.9640	0.0277	2.8%	0.0083	0.8%	97%	True	False	364
20	0.9975	0.9605	0.0370	3.7%	0.0094	0.9%	82%	False	False	300
40	0.9975	0.9600	0.0375	3.8%	0.0086	0.9%	82%	False	False	237
60	0.9975	0.9338	0.0637	6.4%	0.0080	0.8%	90%	False	False	189
80	0.9975	0.9338	0.0637	6.4%	0.0070	0.7%	90%	False	False	148
100	0.9975	0.9338	0.0637	6.4%	0.0060	0.6%	90%	False	False	120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0363
2.618	1.0192
1.618	1.0087
1.000	1.0022
0.618	0.9982
HIGH	0.9917
0.618	0.9877
0.500	0.9865
0.382	0.9852
LOW	0.9812
0.618	0.9747
1.000	0.9707
1.618	0.9642
2.618	0.9537
4.250	0.9366

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	0.9894	0.9888
PP	0.9879	0.9866
S1	0.9865	0.9845

Download as Excel Spreadsheet

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

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