CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	1.0185	1.0179	-0.0006	-0.1%	1.0094
High	1.0185	1.0193	0.0008	0.1%	1.0184
Low	1.0178	1.0179	0.0001	0.0%	1.0094
Close	1.0179	1.0187	0.0008	0.1%	1.0125
Range	0.0007	0.0014	0.0007	100.0%	0.0090
ATR	0.0060	0.0056	-0.0003	-5.5%	0.0000
Volume	38	13	-25	-65.8%	309

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0228	1.0222	1.0195
R3	1.0214	1.0208	1.0191
R2	1.0200	1.0200	1.0190
R1	1.0194	1.0194	1.0188	1.0197
PP	1.0186	1.0186	1.0186	1.0188
S1	1.0180	1.0180	1.0186	1.0183
S2	1.0172	1.0172	1.0184
S3	1.0158	1.0166	1.0183
S4	1.0144	1.0152	1.0179

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0404	1.0355	1.0175
R3	1.0314	1.0265	1.0150
R2	1.0224	1.0224	1.0142
R1	1.0175	1.0175	1.0133	1.0200
PP	1.0134	1.0134	1.0134	1.0147
S1	1.0085	1.0085	1.0117	1.0110
S2	1.0044	1.0044	1.0109
S3	0.9954	0.9995	1.0100
S4	0.9864	0.9905	1.0076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0193	1.0098	0.0095	0.9%	0.0022	0.2%	94%	True	False	54
10	1.0193	0.9994	0.0199	2.0%	0.0045	0.4%	97%	True	False	43
20	1.0233	0.9981	0.0252	2.5%	0.0042	0.4%	82%	False	False	52
40	1.0233	0.9939	0.0294	2.9%	0.0037	0.4%	84%	False	False	55

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0253
2.618	1.0230
1.618	1.0216
1.000	1.0207
0.618	1.0202
HIGH	1.0193
0.618	1.0188
0.500	1.0186
0.382	1.0184
LOW	1.0179
0.618	1.0170
1.000	1.0165
1.618	1.0156
2.618	1.0142
4.250	1.0120

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	1.0187	1.0178
PP	1.0186	1.0170
S1	1.0186	1.0161

Download as Excel Spreadsheet

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

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