CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	0.9859	0.9810	-0.0049	-0.5%	0.9882
High	0.9880	0.9833	-0.0047	-0.5%	0.9981
Low	0.9777	0.9766	-0.0011	-0.1%	0.9834
Close	0.9807	0.9799	-0.0008	-0.1%	0.9877
Range	0.0103	0.0067	-0.0036	-35.0%	0.0147
ATR	0.0089	0.0088	-0.0002	-1.8%	0.0000
Volume	63,208	49,110	-14,098	-22.3%	364,012

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0000	0.9967	0.9836
R3	0.9933	0.9900	0.9817
R2	0.9866	0.9866	0.9811
R1	0.9833	0.9833	0.9805	0.9816
PP	0.9799	0.9799	0.9799	0.9791
S1	0.9766	0.9766	0.9793	0.9749
S2	0.9732	0.9732	0.9787
S3	0.9665	0.9699	0.9781
S4	0.9598	0.9632	0.9762

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0255	0.9958
R3	1.0191	1.0108	0.9917
R2	1.0044	1.0044	0.9904
R1	0.9961	0.9961	0.9890	0.9929
PP	0.9897	0.9897	0.9897	0.9882
S1	0.9814	0.9814	0.9864	0.9782
S2	0.9750	0.9750	0.9850
S3	0.9603	0.9667	0.9837
S4	0.9456	0.9520	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9981	0.9766	0.0215	2.2%	0.0084	0.9%	15%	False	True	67,386
10	0.9981	0.9766	0.0215	2.2%	0.0075	0.8%	15%	False	True	60,009
20	0.9981	0.9701	0.0280	2.9%	0.0091	0.9%	35%	False	False	32,512
40	0.9991	0.9640	0.0351	3.6%	0.0088	0.9%	45%	False	False	16,457
60	0.9991	0.9605	0.0386	3.9%	0.0091	0.9%	50%	False	False	11,052
80	0.9991	0.9338	0.0653	6.7%	0.0087	0.9%	71%	False	False	8,324
100	0.9991	0.9338	0.0653	6.7%	0.0081	0.8%	71%	False	False	6,672
120	0.9991	0.9338	0.0653	6.7%	0.0074	0.8%	71%	False	False	5,564

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	1.0008
1.618	0.9941
1.000	0.9900
0.618	0.9874
HIGH	0.9833
0.618	0.9807
0.500	0.9800
0.382	0.9792
LOW	0.9766
0.618	0.9725
1.000	0.9699
1.618	0.9658
2.618	0.9591
4.250	0.9481

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	0.9800	0.9855
PP	0.9799	0.9836
S1	0.9799	0.9818

Download as Excel Spreadsheet

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

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