CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	0.9579	0.9527	-0.0052	-0.5%	0.9677
High	0.9655	0.9651	-0.0004	0.0%	0.9726
Low	0.9515	0.9514	-0.0001	0.0%	0.9449
Close	0.9521	0.9640	0.0119	1.2%	0.9481
Range	0.0140	0.0137	-0.0003	-2.1%	0.0277
ATR	0.0126	0.0127	0.0001	0.6%	0.0000
Volume	88,588	91,045	2,457	2.8%	404,640

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0013	0.9963	0.9715
R3	0.9876	0.9826	0.9678
R2	0.9739	0.9739	0.9665
R1	0.9689	0.9689	0.9653	0.9714
PP	0.9602	0.9602	0.9602	0.9614
S1	0.9552	0.9552	0.9627	0.9577
S2	0.9465	0.9465	0.9615
S3	0.9328	0.9415	0.9602
S4	0.9191	0.9278	0.9565

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	0.9655	0.9439	0.0216	2.2%	0.0134	1.4%	93%	False	False	88,051
10	0.9726	0.9439	0.0287	3.0%	0.0124	1.3%	70%	False	False	82,857
20	0.9726	0.9360	0.0366	3.8%	0.0122	1.3%	77%	False	False	89,424
40	0.9857	0.9310	0.0547	5.7%	0.0129	1.3%	60%	False	False	63,624
60	0.9980	0.9222	0.0758	7.9%	0.0136	1.4%	55%	False	False	42,810
80	1.0054	0.9222	0.0832	8.6%	0.0123	1.3%	50%	False	False	32,226
100	1.0054	0.9222	0.0832	8.6%	0.0111	1.2%	50%	False	False	25,819
120	1.0054	0.9222	0.0832	8.6%	0.0101	1.0%	50%	False	False	21,520

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0233
2.618	1.0010
1.618	0.9873
1.000	0.9788
0.618	0.9736
HIGH	0.9651
0.618	0.9599
0.500	0.9583
0.382	0.9566
LOW	0.9514
0.618	0.9429
1.000	0.9377
1.618	0.9292
2.618	0.9155
4.250	0.8932

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	0.9621	0.9609
PP	0.9602	0.9578
S1	0.9583	0.9547

Download as Excel Spreadsheet

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

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