CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 23-Dec-2010

Day Change Summary
	Previous	Current
	22-Dec-2010	23-Dec-2010	Change	Change %	Previous Week
Open	0.9814	0.9847	0.0033	0.3%	0.9882
High	0.9872	0.9915	0.0043	0.4%	0.9981
Low	0.9799	0.9821	0.0022	0.2%	0.9834
Close	0.9848	0.9900	0.0052	0.5%	0.9877
Range	0.0073	0.0094	0.0021	28.8%	0.0147
ATR	0.0087	0.0087	0.0001	0.6%	0.0000
Volume	43,971	45,691	1,720	3.9%	364,012

Daily Pivots for day following 23-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0161	1.0124	0.9952
R3	1.0067	1.0030	0.9926
R2	0.9973	0.9973	0.9917
R1	0.9936	0.9936	0.9909	0.9955
PP	0.9879	0.9879	0.9879	0.9888
S1	0.9842	0.9842	0.9891	0.9861
S2	0.9785	0.9785	0.9883
S3	0.9691	0.9748	0.9874
S4	0.9597	0.9654	0.9848

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	0.9944	0.9766	0.0178	1.8%	0.0089	0.9%	75%	False	False	56,929
10	0.9981	0.9766	0.0215	2.2%	0.0078	0.8%	62%	False	False	61,243
20	0.9981	0.9701	0.0280	2.8%	0.0089	0.9%	71%	False	False	36,878
40	0.9991	0.9700	0.0291	2.9%	0.0088	0.9%	69%	False	False	18,690
60	0.9991	0.9605	0.0386	3.9%	0.0091	0.9%	76%	False	False	12,542
80	0.9991	0.9356	0.0635	6.4%	0.0088	0.9%	86%	False	False	9,443
100	0.9991	0.9338	0.0653	6.6%	0.0082	0.8%	86%	False	False	7,569
120	0.9991	0.9338	0.0653	6.6%	0.0075	0.8%	86%	False	False	6,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0315
2.618	1.0161
1.618	1.0067
1.000	1.0009
0.618	0.9973
HIGH	0.9915
0.618	0.9879
0.500	0.9868
0.382	0.9857
LOW	0.9821
0.618	0.9763
1.000	0.9727
1.618	0.9669
2.618	0.9575
4.250	0.9422

Fisher Pivots for day following 23-Dec-2010
Pivot	1 day	3 day
R1	0.9889	0.9880
PP	0.9879	0.9860
S1	0.9868	0.9841

Download as Excel Spreadsheet

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

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