CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	0.9798	0.9811	0.0013	0.1%	0.9838
High	0.9849	0.9891	0.0042	0.4%	0.9900
Low	0.9758	0.9795	0.0037	0.4%	0.9293
Close	0.9806	0.9829	0.0023	0.2%	0.9591
Range	0.0091	0.0096	0.0005	5.5%	0.0607
ATR	0.0139	0.0136	-0.0003	-2.2%	0.0000
Volume	99,813	74,791	-25,022	-25.1%	600,096

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0074	0.9882
R3	1.0030	0.9978	0.9855
R2	0.9934	0.9934	0.9847
R1	0.9882	0.9882	0.9838	0.9908
PP	0.9838	0.9838	0.9838	0.9852
S1	0.9786	0.9786	0.9820	0.9812
S2	0.9742	0.9742	0.9811
S3	0.9646	0.9690	0.9803
S4	0.9550	0.9594	0.9776

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.1416	1.1110	0.9925
R3	1.0809	1.0503	0.9758
R2	1.0202	1.0202	0.9702
R1	0.9896	0.9896	0.9647	0.9746
PP	0.9595	0.9595	0.9595	0.9519
S1	0.9289	0.9289	0.9535	0.9139
S2	0.8988	0.8988	0.9480
S3	0.8381	0.8682	0.9424
S4	0.7774	0.8075	0.9257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9891	0.9461	0.0430	4.4%	0.0147	1.5%	86%	True	False	139,394
10	0.9984	0.9293	0.0691	7.0%	0.0168	1.7%	78%	False	False	115,124
20	1.0069	0.9293	0.0776	7.9%	0.0141	1.4%	69%	False	False	107,132
40	1.0069	0.9293	0.0776	7.9%	0.0112	1.1%	69%	False	False	85,469
60	1.0069	0.9293	0.0776	7.9%	0.0106	1.1%	69%	False	False	64,290
80	1.0069	0.9276	0.0793	8.1%	0.0100	1.0%	70%	False	False	48,326
100	1.0069	0.9276	0.0793	8.1%	0.0097	1.0%	70%	False	False	38,696
120	1.0069	0.9276	0.0793	8.1%	0.0089	0.9%	70%	False	False	32,259

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	0.0034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0299
2.618	1.0142
1.618	1.0046
1.000	0.9987
0.618	0.9950
HIGH	0.9891
0.618	0.9854
0.500	0.9843
0.382	0.9832
LOW	0.9795
0.618	0.9736
1.000	0.9699
1.618	0.9640
2.618	0.9544
4.250	0.9387

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	0.9843	0.9821
PP	0.9838	0.9813
S1	0.9834	0.9806

Download as Excel Spreadsheet

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

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