CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	0.9626	0.9649	0.0023	0.2%	0.9631
High	0.9700	0.9738	0.0038	0.4%	0.9745
Low	0.9618	0.9632	0.0014	0.1%	0.9607
Close	0.9649	0.9711	0.0062	0.6%	0.9711
Range	0.0082	0.0106	0.0024	29.3%	0.0138
ATR	0.0116	0.0115	-0.0001	-0.6%	0.0000
Volume	67,962	69,417	1,455	2.1%	347,266

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0012	0.9967	0.9769
R3	0.9906	0.9861	0.9740
R2	0.9800	0.9800	0.9730
R1	0.9755	0.9755	0.9721	0.9778
PP	0.9694	0.9694	0.9694	0.9705
S1	0.9649	0.9649	0.9701	0.9672
S2	0.9588	0.9588	0.9692
S3	0.9482	0.9543	0.9682
S4	0.9376	0.9437	0.9653

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	1.0044	0.9787
R3	0.9964	0.9906	0.9749
R2	0.9826	0.9826	0.9736
R1	0.9768	0.9768	0.9724	0.9797
PP	0.9688	0.9688	0.9688	0.9702
S1	0.9630	0.9630	0.9698	0.9659
S2	0.9550	0.9550	0.9686
S3	0.9412	0.9492	0.9673
S4	0.9274	0.9354	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9745	0.9607	0.0138	1.4%	0.0096	1.0%	75%	False	False	69,453
10	0.9745	0.9439	0.0306	3.2%	0.0106	1.1%	89%	False	False	76,965
20	0.9745	0.9360	0.0385	4.0%	0.0115	1.2%	91%	False	False	83,375
40	0.9857	0.9357	0.0500	5.1%	0.0122	1.3%	71%	False	False	73,921
60	0.9880	0.9222	0.0658	6.8%	0.0134	1.4%	74%	False	False	49,878
80	1.0054	0.9222	0.0832	8.6%	0.0125	1.3%	59%	False	False	37,555
100	1.0054	0.9222	0.0832	8.6%	0.0114	1.2%	59%	False	False	30,087
120	1.0054	0.9222	0.0832	8.6%	0.0104	1.1%	59%	False	False	25,079

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0189
2.618	1.0016
1.618	0.9910
1.000	0.9844
0.618	0.9804
HIGH	0.9738
0.618	0.9698
0.500	0.9685
0.382	0.9672
LOW	0.9632
0.618	0.9566
1.000	0.9526
1.618	0.9460
2.618	0.9354
4.250	0.9182

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	0.9702	0.9700
PP	0.9694	0.9689
S1	0.9685	0.9678

Download as Excel Spreadsheet

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

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