CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	0.9681	0.9628	-0.0053	-0.5%	0.9677
High	0.9719	0.9628	-0.0091	-0.9%	0.9726
Low	0.9570	0.9449	-0.0121	-1.3%	0.9449
Close	0.9628	0.9481	-0.0147	-1.5%	0.9481
Range	0.0149	0.0179	0.0030	20.1%	0.0277
ATR	0.0123	0.0127	0.0004	3.2%	0.0000
Volume	70,417	97,796	27,379	38.9%	404,640

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0056	0.9948	0.9579
R3	0.9877	0.9769	0.9530
R2	0.9698	0.9698	0.9514
R1	0.9590	0.9590	0.9497	0.9555
PP	0.9519	0.9519	0.9519	0.9502
S1	0.9411	0.9411	0.9465	0.9376
S2	0.9340	0.9340	0.9448
S3	0.9161	0.9232	0.9432
S4	0.8982	0.9053	0.9383

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0383	1.0209	0.9633
R3	1.0106	0.9932	0.9557
R2	0.9829	0.9829	0.9532
R1	0.9655	0.9655	0.9506	0.9604
PP	0.9552	0.9552	0.9552	0.9526
S1	0.9378	0.9378	0.9456	0.9327
S2	0.9275	0.9275	0.9430
S3	0.8998	0.9101	0.9405
S4	0.8721	0.8824	0.9329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9449	0.0277	2.9%	0.0119	1.3%	12%	False	True	80,928
10	0.9726	0.9360	0.0366	3.9%	0.0124	1.3%	33%	False	False	89,784
20	0.9857	0.9360	0.0497	5.2%	0.0123	1.3%	24%	False	False	87,135
40	0.9857	0.9222	0.0635	6.7%	0.0135	1.4%	41%	False	False	55,263
60	1.0020	0.9222	0.0798	8.4%	0.0135	1.4%	32%	False	False	37,131
80	1.0054	0.9222	0.0832	8.8%	0.0120	1.3%	31%	False	False	27,958
100	1.0054	0.9222	0.0832	8.8%	0.0109	1.1%	31%	False	False	22,396
120	1.0054	0.9222	0.0832	8.8%	0.0098	1.0%	31%	False	False	18,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0389
2.618	1.0097
1.618	0.9918
1.000	0.9807
0.618	0.9739
HIGH	0.9628
0.618	0.9560
0.500	0.9539
0.382	0.9517
LOW	0.9449
0.618	0.9338
1.000	0.9270
1.618	0.9159
2.618	0.8980
4.250	0.8688

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	0.9539	0.9584
PP	0.9519	0.9550
S1	0.9500	0.9515

Download as Excel Spreadsheet

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

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