CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	1.0215	1.0231	0.0016	0.2%	1.0144
High	1.0215	1.0231	0.0016	0.2%	1.0215
Low	1.0200	1.0188	-0.0012	-0.1%	1.0144
Close	1.0204	1.0198	-0.0006	-0.1%	1.0204
Range	0.0015	0.0043	0.0028	186.7%	0.0071
ATR	0.0044	0.0044	0.0000	-0.2%	0.0000
Volume	38	34	-4	-10.5%	198

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0335	1.0309	1.0222
R3	1.0292	1.0266	1.0210
R2	1.0249	1.0249	1.0206
R1	1.0223	1.0223	1.0202	1.0215
PP	1.0206	1.0206	1.0206	1.0201
S1	1.0180	1.0180	1.0194	1.0172
S2	1.0163	1.0163	1.0190
S3	1.0120	1.0137	1.0186
S4	1.0077	1.0094	1.0174

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	1.0231	1.0162	0.0069	0.7%	0.0025	0.2%	52%	True	False	37
10	1.0231	0.9973	0.0258	2.5%	0.0034	0.3%	87%	True	False	33
20	1.0231	0.9949	0.0282	2.8%	0.0032	0.3%	88%	True	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0414
2.618	1.0344
1.618	1.0301
1.000	1.0274
0.618	1.0258
HIGH	1.0231
0.618	1.0215
0.500	1.0210
0.382	1.0204
LOW	1.0188
0.618	1.0161
1.000	1.0145
1.618	1.0118
2.618	1.0075
4.250	1.0005

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	1.0210	1.0205
PP	1.0206	1.0202
S1	1.0202	1.0200

Download as Excel Spreadsheet

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

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