CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	1.0120	1.0182	0.0062	0.6%	1.0192
High	1.0120	1.0182	0.0062	0.6%	1.0192
Low	1.0098	1.0170	0.0072	0.7%	0.9981
Close	1.0129	1.0173	0.0044	0.4%	1.0073
Range	0.0022	0.0012	-0.0010	-45.5%	0.0211
ATR	0.0060	0.0060	-0.0001	-0.9%	0.0000
Volume	16	168	152	950.0%	111

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0211	1.0204	1.0180
R3	1.0199	1.0192	1.0176
R2	1.0187	1.0187	1.0175
R1	1.0180	1.0180	1.0174	1.0178
PP	1.0175	1.0175	1.0175	1.0174
S1	1.0168	1.0168	1.0172	1.0166
S2	1.0163	1.0163	1.0171
S3	1.0151	1.0156	1.0170
S4	1.0139	1.0144	1.0166

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0715	1.0605	1.0189
R3	1.0504	1.0394	1.0131
R2	1.0293	1.0293	1.0112
R1	1.0183	1.0183	1.0092	1.0133
PP	1.0082	1.0082	1.0082	1.0057
S1	0.9972	0.9972	1.0054	0.9922
S2	0.9871	0.9871	1.0034
S3	0.9660	0.9761	1.0015
S4	0.9449	0.9550	0.9957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0183	1.0085	0.0098	1.0%	0.0041	0.4%	90%	False	False	59
10	1.0192	0.9981	0.0211	2.1%	0.0062	0.6%	91%	False	False	45
20	1.0233	0.9981	0.0252	2.5%	0.0044	0.4%	76%	False	False	53
40	1.0233	0.9878	0.0355	3.5%	0.0039	0.4%	83%	False	False	55

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0233
2.618	1.0213
1.618	1.0201
1.000	1.0194
0.618	1.0189
HIGH	1.0182
0.618	1.0177
0.500	1.0176
0.382	1.0175
LOW	1.0170
0.618	1.0163
1.000	1.0158
1.618	1.0151
2.618	1.0139
4.250	1.0119

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	1.0176	1.0162
PP	1.0175	1.0151
S1	1.0174	1.0140

Download as Excel Spreadsheet

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

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