CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	0.9663	0.9667	0.0004	0.0%	0.9427
High	0.9775	0.9757	-0.0018	-0.2%	0.9715
Low	0.9635	0.9645	0.0010	0.1%	0.9357
Close	0.9701	0.9739	0.0038	0.4%	0.9635
Range	0.0140	0.0112	-0.0028	-20.0%	0.0358
ATR	0.0146	0.0143	-0.0002	-1.6%	0.0000
Volume	80,297	76,360	-3,937	-4.9%	147,921

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	1.0006	0.9801
R3	0.9938	0.9894	0.9770
R2	0.9826	0.9826	0.9760
R1	0.9782	0.9782	0.9749	0.9804
PP	0.9714	0.9714	0.9714	0.9725
S1	0.9670	0.9670	0.9729	0.9692
S2	0.9602	0.9602	0.9718
S3	0.9490	0.9558	0.9708
S4	0.9378	0.9446	0.9677

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	0.9503	0.0272	2.8%	0.0127	1.3%	87%	False	False	53,195
10	0.9775	0.9357	0.0418	4.3%	0.0146	1.5%	91%	False	False	31,681
20	0.9775	0.9222	0.0553	5.7%	0.0151	1.5%	93%	False	False	16,779
40	1.0054	0.9222	0.0832	8.5%	0.0142	1.5%	62%	False	False	8,851
60	1.0054	0.9222	0.0832	8.5%	0.0118	1.2%	62%	False	False	5,990
80	1.0054	0.9222	0.0832	8.5%	0.0105	1.1%	62%	False	False	4,527
100	1.0054	0.9222	0.0832	8.5%	0.0092	0.9%	62%	False	False	3,626
120	1.0054	0.9222	0.0832	8.5%	0.0081	0.8%	62%	False	False	3,025

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0233
2.618	1.0050
1.618	0.9938
1.000	0.9869
0.618	0.9826
HIGH	0.9757
0.618	0.9714
0.500	0.9701
0.382	0.9688
LOW	0.9645
0.618	0.9576
1.000	0.9533
1.618	0.9464
2.618	0.9352
4.250	0.9169

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	0.9726	0.9725
PP	0.9714	0.9711
S1	0.9701	0.9697

Download as Excel Spreadsheet

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

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