CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 26-Jul-2010

Day Change Summary
	Previous	Current
	23-Jul-2010	26-Jul-2010	Change	Change %	Previous Week
Open	0.9627	0.9631	0.0004	0.0%	0.9454
High	0.9661	0.9701	0.0040	0.4%	0.9661
Low	0.9575	0.9625	0.0050	0.5%	0.9439
Close	0.9640	0.9663	0.0023	0.2%	0.9640
Range	0.0086	0.0076	-0.0010	-11.6%	0.0222
ATR	0.0124	0.0120	-0.0003	-2.8%	0.0000
Volume	79,925	71,474	-8,451	-10.6%	422,388

Daily Pivots for day following 26-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9891	0.9853	0.9705
R3	0.9815	0.9777	0.9684
R2	0.9739	0.9739	0.9677
R1	0.9701	0.9701	0.9670	0.9720
PP	0.9663	0.9663	0.9663	0.9673
S1	0.9625	0.9625	0.9656	0.9644
S2	0.9587	0.9587	0.9649
S3	0.9511	0.9549	0.9642
S4	0.9435	0.9473	0.9621

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0165	0.9762
R3	1.0024	0.9943	0.9701
R2	0.9802	0.9802	0.9681
R1	0.9721	0.9721	0.9660	0.9762
PP	0.9580	0.9580	0.9580	0.9600
S1	0.9499	0.9499	0.9620	0.9540
S2	0.9358	0.9358	0.9599
S3	0.9136	0.9277	0.9579
S4	0.8914	0.9055	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9701	0.9439	0.0262	2.7%	0.0116	1.2%	85%	True	False	79,599
10	0.9726	0.9439	0.0287	3.0%	0.0117	1.2%	78%	False	False	80,658
20	0.9726	0.9360	0.0366	3.8%	0.0121	1.2%	83%	False	False	87,390
40	0.9857	0.9357	0.0500	5.2%	0.0125	1.3%	61%	False	False	67,321
60	0.9970	0.9222	0.0748	7.7%	0.0136	1.4%	59%	False	False	45,309
80	1.0054	0.9222	0.0832	8.6%	0.0123	1.3%	53%	False	False	34,114
100	1.0054	0.9222	0.0832	8.6%	0.0112	1.2%	53%	False	False	27,331
120	1.0054	0.9222	0.0832	8.6%	0.0102	1.1%	53%	False	False	22,781

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0024
2.618	0.9900
1.618	0.9824
1.000	0.9777
0.618	0.9748
HIGH	0.9701
0.618	0.9672
0.500	0.9663
0.382	0.9654
LOW	0.9625
0.618	0.9578
1.000	0.9549
1.618	0.9502
2.618	0.9426
4.250	0.9302

Fisher Pivots for day following 26-Jul-2010
Pivot	1 day	3 day
R1	0.9663	0.9645
PP	0.9663	0.9626
S1	0.9663	0.9608

Download as Excel Spreadsheet

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

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