CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	0.9701	0.9668	-0.0033	-0.3%	0.9432
High	0.9712	0.9781	0.0069	0.7%	0.9721
Low	0.9625	0.9668	0.0043	0.4%	0.9361
Close	0.9640	0.9707	0.0067	0.7%	0.9640
Range	0.0087	0.0113	0.0026	29.9%	0.0360
ATR	0.0150	0.0150	-0.0001	-0.5%	0.0000
Volume	69,150	23,635	-45,515	-65.8%	498,961

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0058	0.9995	0.9769
R3	0.9945	0.9882	0.9738
R2	0.9832	0.9832	0.9728
R1	0.9769	0.9769	0.9717	0.9801
PP	0.9719	0.9719	0.9719	0.9734
S1	0.9656	0.9656	0.9697	0.9688
S2	0.9606	0.9606	0.9686
S3	0.9493	0.9543	0.9676
S4	0.9380	0.9430	0.9645

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0654	1.0507	0.9838
R3	1.0294	1.0147	0.9739
R2	0.9934	0.9934	0.9706
R1	0.9787	0.9787	0.9673	0.9861
PP	0.9574	0.9574	0.9574	0.9611
S1	0.9427	0.9427	0.9607	0.9501
S2	0.9214	0.9214	0.9574
S3	0.8854	0.9067	0.9541
S4	0.8494	0.8707	0.9442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9781	0.9422	0.0359	3.7%	0.0125	1.3%	79%	True	False	78,797
10	0.9781	0.9361	0.0420	4.3%	0.0147	1.5%	82%	True	False	89,432
20	0.9781	0.9213	0.0568	5.9%	0.0154	1.6%	87%	True	False	102,753
40	1.0069	0.9213	0.0856	8.8%	0.0148	1.5%	58%	False	False	105,519
60	1.0069	0.9213	0.0856	8.8%	0.0128	1.3%	58%	False	False	91,537
80	1.0069	0.9213	0.0856	8.8%	0.0119	1.2%	58%	False	False	74,858
100	1.0069	0.9213	0.0856	8.8%	0.0112	1.2%	58%	False	False	59,974
120	1.0069	0.9213	0.0856	8.8%	0.0106	1.1%	58%	False	False	50,010

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	0.0030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0261
2.618	1.0077
1.618	0.9964
1.000	0.9894
0.618	0.9851
HIGH	0.9781
0.618	0.9738
0.500	0.9725
0.382	0.9711
LOW	0.9668
0.618	0.9598
1.000	0.9555
1.618	0.9485
2.618	0.9372
4.250	0.9188

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	0.9725	0.9696
PP	0.9719	0.9684
S1	0.9713	0.9673

Download as Excel Spreadsheet

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

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