CME Canadian Dollar Future September 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	0.9691	0.9663	-0.0028	-0.3%	0.9427
High	0.9705	0.9775	0.0070	0.7%	0.9715
Low	0.9618	0.9635	0.0017	0.2%	0.9357
Close	0.9635	0.9701	0.0066	0.7%	0.9635
Range	0.0087	0.0140	0.0053	60.9%	0.0358
ATR	0.0146	0.0146	0.0000	-0.3%	0.0000
Volume	53,498	80,297	26,799	50.1%	147,921

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0052	0.9778
R3	0.9984	0.9912	0.9740
R2	0.9844	0.9844	0.9727
R1	0.9772	0.9772	0.9714	0.9808
PP	0.9704	0.9704	0.9704	0.9722
S1	0.9632	0.9632	0.9688	0.9668
S2	0.9564	0.9564	0.9675
S3	0.9424	0.9492	0.9663
S4	0.9284	0.9352	0.9624

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0643	1.0497	0.9832
R3	1.0285	1.0139	0.9733
R2	0.9927	0.9927	0.9701
R1	0.9781	0.9781	0.9668	0.9854
PP	0.9569	0.9569	0.9569	0.9606
S1	0.9423	0.9423	0.9602	0.9496
S2	0.9211	0.9211	0.9569
S3	0.8853	0.9065	0.9537
S4	0.8495	0.8707	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9775	0.9416	0.0359	3.7%	0.0130	1.3%	79%	True	False	43,901
10	0.9775	0.9357	0.0418	4.3%	0.0148	1.5%	82%	True	False	24,216
20	0.9775	0.9222	0.0553	5.7%	0.0150	1.5%	87%	True	False	13,011
40	1.0054	0.9222	0.0832	8.6%	0.0140	1.4%	58%	False	False	6,968
60	1.0054	0.9222	0.0832	8.6%	0.0117	1.2%	58%	False	False	4,724
80	1.0054	0.9222	0.0832	8.6%	0.0105	1.1%	58%	False	False	3,573
100	1.0054	0.9222	0.0832	8.6%	0.0092	0.9%	58%	False	False	2,862
120	1.0054	0.9222	0.0832	8.6%	0.0080	0.8%	58%	False	False	2,388

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	1.0370
2.618	1.0142
1.618	1.0002
1.000	0.9915
0.618	0.9862
HIGH	0.9775
0.618	0.9722
0.500	0.9705
0.382	0.9688
LOW	0.9635
0.618	0.9548
1.000	0.9495
1.618	0.9408
2.618	0.9268
4.250	0.9040

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	0.9705	0.9690
PP	0.9704	0.9679
S1	0.9702	0.9668

Download as Excel Spreadsheet

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

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