CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	0.9544	0.9577	0.0033	0.3%	0.9507
High	0.9648	0.9721	0.0073	0.8%	0.9676
Low	0.9507	0.9565	0.0058	0.6%	0.9406
Close	0.9575	0.9694	0.0119	1.2%	0.9435
Range	0.0141	0.0156	0.0015	10.6%	0.0270
ATR	0.0155	0.0155	0.0000	0.0%	0.0000
Volume	108,231	84,497	-23,734	-21.9%	371,727

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0128	1.0067	0.9780
R3	0.9972	0.9911	0.9737
R2	0.9816	0.9816	0.9723
R1	0.9755	0.9755	0.9708	0.9786
PP	0.9660	0.9660	0.9660	0.9675
S1	0.9599	0.9599	0.9680	0.9630
S2	0.9504	0.9504	0.9665
S3	0.9348	0.9443	0.9651
S4	0.9192	0.9287	0.9608

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0316	1.0145	0.9584
R3	1.0046	0.9875	0.9509
R2	0.9776	0.9776	0.9485
R1	0.9605	0.9605	0.9460	0.9556
PP	0.9506	0.9506	0.9506	0.9481
S1	0.9335	0.9335	0.9410	0.9286
S2	0.9236	0.9236	0.9386
S3	0.8966	0.9065	0.9361
S4	0.8696	0.8795	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9721	0.9361	0.0360	3.7%	0.0165	1.7%	93%	True	False	100,400
10	0.9721	0.9337	0.0384	4.0%	0.0156	1.6%	93%	True	False	100,282
20	0.9891	0.9213	0.0678	7.0%	0.0157	1.6%	71%	False	False	105,683
40	1.0069	0.9213	0.0856	8.8%	0.0149	1.5%	56%	False	False	106,078
60	1.0069	0.9213	0.0856	8.8%	0.0127	1.3%	56%	False	False	91,948
80	1.0069	0.9213	0.0856	8.8%	0.0118	1.2%	56%	False	False	73,714
100	1.0069	0.9213	0.0856	8.8%	0.0112	1.2%	56%	False	False	59,051
120	1.0069	0.9213	0.0856	8.8%	0.0106	1.1%	56%	False	False	49,239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0384
2.618	1.0129
1.618	0.9973
1.000	0.9877
0.618	0.9817
HIGH	0.9721
0.618	0.9661
0.500	0.9643
0.382	0.9625
LOW	0.9565
0.618	0.9469
1.000	0.9409
1.618	0.9313
2.618	0.9157
4.250	0.8902

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	0.9677	0.9653
PP	0.9660	0.9612
S1	0.9643	0.9572

Download as Excel Spreadsheet

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

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