CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	0.9620	0.9582	-0.0038	-0.4%	0.9798
High	0.9633	0.9668	0.0035	0.4%	0.9857
Low	0.9545	0.9570	0.0025	0.3%	0.9545
Close	0.9589	0.9650	0.0061	0.6%	0.9650
Range	0.0088	0.0098	0.0010	11.4%	0.0312
ATR	0.0132	0.0130	-0.0002	-1.8%	0.0000
Volume	108,725	83,345	-25,380	-23.3%	405,527

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9923	0.9885	0.9704
R3	0.9825	0.9787	0.9677
R2	0.9727	0.9727	0.9668
R1	0.9689	0.9689	0.9659	0.9708
PP	0.9629	0.9629	0.9629	0.9639
S1	0.9591	0.9591	0.9641	0.9610
S2	0.9531	0.9531	0.9632
S3	0.9433	0.9493	0.9623
S4	0.9335	0.9395	0.9596

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0620	1.0447	0.9822
R3	1.0308	1.0135	0.9736
R2	0.9996	0.9996	0.9707
R1	0.9823	0.9823	0.9679	0.9754
PP	0.9684	0.9684	0.9684	0.9649
S1	0.9511	0.9511	0.9621	0.9442
S2	0.9372	0.9372	0.9593
S3	0.9060	0.9199	0.9564
S4	0.8748	0.8887	0.9478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9857	0.9545	0.0312	3.2%	0.0118	1.2%	34%	False	False	81,105
10	0.9857	0.9545	0.0312	3.2%	0.0115	1.2%	34%	False	False	78,022
20	0.9857	0.9357	0.0500	5.2%	0.0129	1.3%	59%	False	False	47,252
40	0.9970	0.9222	0.0748	7.8%	0.0143	1.5%	57%	False	False	24,269
60	1.0054	0.9222	0.0832	8.6%	0.0124	1.3%	51%	False	False	16,355
80	1.0054	0.9222	0.0832	8.6%	0.0110	1.1%	51%	False	False	12,317
100	1.0054	0.9222	0.0832	8.6%	0.0099	1.0%	51%	False	False	9,859
120	1.0054	0.9222	0.0832	8.6%	0.0087	0.9%	51%	False	False	8,219

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	1.0085
2.618	0.9925
1.618	0.9827
1.000	0.9766
0.618	0.9729
HIGH	0.9668
0.618	0.9631
0.500	0.9619
0.382	0.9607
LOW	0.9570
0.618	0.9509
1.000	0.9472
1.618	0.9411
2.618	0.9313
4.250	0.9154

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	0.9640	0.9646
PP	0.9629	0.9641
S1	0.9619	0.9637

Download as Excel Spreadsheet

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

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