CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	1.0190	1.0215	0.0025	0.2%	1.0144
High	1.0190	1.0215	0.0025	0.2%	1.0215
Low	1.0178	1.0200	0.0022	0.2%	1.0144
Close	1.0207	1.0204	-0.0003	0.0%	1.0204
Range	0.0012	0.0015	0.0003	25.0%	0.0071
ATR	0.0047	0.0044	-0.0002	-4.8%	0.0000
Volume	63	38	-25	-39.7%	198

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0251	1.0243	1.0212
R3	1.0236	1.0228	1.0208
R2	1.0221	1.0221	1.0207
R1	1.0213	1.0213	1.0205	1.0210
PP	1.0206	1.0206	1.0206	1.0205
S1	1.0198	1.0198	1.0203	1.0195
S2	1.0191	1.0191	1.0201
S3	1.0176	1.0183	1.0200
S4	1.0161	1.0168	1.0196

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0401	1.0373	1.0243
R3	1.0330	1.0302	1.0224
R2	1.0259	1.0259	1.0217
R1	1.0231	1.0231	1.0211	1.0245
PP	1.0188	1.0188	1.0188	1.0195
S1	1.0160	1.0160	1.0197	1.0174
S2	1.0117	1.0117	1.0191
S3	1.0046	1.0089	1.0184
S4	0.9975	1.0018	1.0165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0215	1.0144	0.0071	0.7%	0.0029	0.3%	85%	True	False	39
10	1.0215	0.9973	0.0242	2.4%	0.0034	0.3%	95%	True	False	31
20	1.0215	0.9949	0.0266	2.6%	0.0031	0.3%	96%	True	False	42

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0279
2.618	1.0254
1.618	1.0239
1.000	1.0230
0.618	1.0224
HIGH	1.0215
0.618	1.0209
0.500	1.0208
0.382	1.0206
LOW	1.0200
0.618	1.0191
1.000	1.0185
1.618	1.0176
2.618	1.0161
4.250	1.0136

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	1.0208	1.0199
PP	1.0206	1.0194
S1	1.0205	1.0189

Download as Excel Spreadsheet

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

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