CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 01-Apr-2011

Day Change Summary
	Previous	Current
	31-Mar-2011	01-Apr-2011	Change	Change %	Previous Week
Open	1.0222	1.0300	0.0078	0.8%	1.0185
High	1.0249	1.0313	0.0064	0.6%	1.0313
Low	1.0222	1.0281	0.0059	0.6%	1.0178
Close	1.0252	1.0294	0.0042	0.4%	1.0294
Range	0.0027	0.0032	0.0005	18.5%	0.0135
ATR	0.0055	0.0055	0.0000	0.8%	0.0000
Volume	67	25	-42	-62.7%	154

Daily Pivots for day following 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0392	1.0375	1.0312
R3	1.0360	1.0343	1.0303
R2	1.0328	1.0328	1.0300
R1	1.0311	1.0311	1.0297	1.0304
PP	1.0296	1.0296	1.0296	1.0292
S1	1.0279	1.0279	1.0291	1.0272
S2	1.0264	1.0264	1.0288
S3	1.0232	1.0247	1.0285
S4	1.0200	1.0215	1.0276

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0667	1.0615	1.0368
R3	1.0532	1.0480	1.0331
R2	1.0397	1.0397	1.0319
R1	1.0345	1.0345	1.0306	1.0371
PP	1.0262	1.0262	1.0262	1.0275
S1	1.0210	1.0210	1.0282	1.0236
S2	1.0127	1.0127	1.0269
S3	0.9992	1.0075	1.0257
S4	0.9857	0.9940	1.0220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0313	1.0178	0.0135	1.3%	0.0025	0.2%	86%	True	False	30
10	1.0313	1.0094	0.0219	2.1%	0.0035	0.3%	91%	True	False	46
20	1.0313	0.9981	0.0332	3.2%	0.0044	0.4%	94%	True	False	51
40	1.0313	0.9949	0.0364	3.5%	0.0037	0.4%	95%	True	False	47

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0449
2.618	1.0397
1.618	1.0365
1.000	1.0345
0.618	1.0333
HIGH	1.0313
0.618	1.0301
0.500	1.0297
0.382	1.0293
LOW	1.0281
0.618	1.0261
1.000	1.0249
1.618	1.0229
2.618	1.0197
4.250	1.0145

Fisher Pivots for day following 01-Apr-2011
Pivot	1 day	3 day
R1	1.0297	1.0282
PP	1.0296	1.0270
S1	1.0295	1.0259

Download as Excel Spreadsheet

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

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