CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	0.9875	0.9882	0.0007	0.1%	0.9944
High	0.9897	0.9953	0.0056	0.6%	0.9967
Low	0.9865	0.9873	0.0008	0.1%	0.9840
Close	0.9893	0.9906	0.0013	0.1%	0.9893
Range	0.0032	0.0080	0.0048	150.0%	0.0127
ATR	0.0091	0.0090	-0.0001	-0.9%	0.0000
Volume	46,446	70,381	23,935	51.5%	156,411

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0151	1.0108	0.9950
R3	1.0071	1.0028	0.9928
R2	0.9991	0.9991	0.9921
R1	0.9948	0.9948	0.9913	0.9970
PP	0.9911	0.9911	0.9911	0.9921
S1	0.9868	0.9868	0.9899	0.9890
S2	0.9831	0.9831	0.9891
S3	0.9751	0.9788	0.9884
S4	0.9671	0.9708	0.9862

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0281	1.0214	0.9963
R3	1.0154	1.0087	0.9928
R2	1.0027	1.0027	0.9916
R1	0.9960	0.9960	0.9905	0.9930
PP	0.9900	0.9900	0.9900	0.9885
S1	0.9833	0.9833	0.9881	0.9803
S2	0.9773	0.9773	0.9870
S3	0.9646	0.9706	0.9858
S4	0.9519	0.9579	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9967	0.9840	0.0127	1.3%	0.0072	0.7%	52%	False	False	44,008
10	0.9975	0.9701	0.0274	2.8%	0.0088	0.9%	75%	False	False	23,965
20	0.9975	0.9701	0.0274	2.8%	0.0093	0.9%	75%	False	False	12,354
40	0.9991	0.9605	0.0386	3.9%	0.0094	0.9%	78%	False	False	6,363
60	0.9991	0.9600	0.0391	3.9%	0.0092	0.9%	78%	False	False	4,300
80	0.9991	0.9338	0.0653	6.6%	0.0086	0.9%	87%	False	False	3,258
100	0.9991	0.9338	0.0653	6.6%	0.0077	0.8%	87%	False	False	2,614
120	0.9991	0.9338	0.0653	6.6%	0.0070	0.7%	87%	False	False	2,182

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0293
2.618	1.0162
1.618	1.0082
1.000	1.0033
0.618	1.0002
HIGH	0.9953
0.618	0.9922
0.500	0.9913
0.382	0.9904
LOW	0.9873
0.618	0.9824
1.000	0.9793
1.618	0.9744
2.618	0.9664
4.250	0.9533

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	0.9913	0.9905
PP	0.9911	0.9904
S1	0.9908	0.9904

Download as Excel Spreadsheet

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

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