CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	0.9734	0.9729	-0.0005	-0.1%	0.9704
High	0.9745	0.9736	-0.0009	-0.1%	0.9889
Low	0.9705	0.9620	-0.0085	-0.9%	0.9698
Close	0.9736	0.9688	-0.0048	-0.5%	0.9707
Range	0.0040	0.0116	0.0076	190.0%	0.0191
ATR	0.0105	0.0106	0.0001	0.8%	0.0000
Volume	50,099	95,398	45,299	90.4%	404,370

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0029	0.9975	0.9752
R3	0.9913	0.9859	0.9720
R2	0.9797	0.9797	0.9709
R1	0.9743	0.9743	0.9699	0.9712
PP	0.9681	0.9681	0.9681	0.9666
S1	0.9627	0.9627	0.9677	0.9596
S2	0.9565	0.9565	0.9667
S3	0.9449	0.9511	0.9656
S4	0.9333	0.9395	0.9624

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0338	1.0213	0.9812
R3	1.0147	1.0022	0.9760
R2	0.9956	0.9956	0.9742
R1	0.9831	0.9831	0.9725	0.9894
PP	0.9765	0.9765	0.9765	0.9796
S1	0.9640	0.9640	0.9689	0.9703
S2	0.9574	0.9574	0.9672
S3	0.9383	0.9449	0.9654
S4	0.9192	0.9258	0.9602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9620	0.0269	2.8%	0.0098	1.0%	25%	False	True	79,133
10	0.9889	0.9618	0.0271	2.8%	0.0090	0.9%	26%	False	False	76,375
20	0.9889	0.9439	0.0450	4.6%	0.0105	1.1%	55%	False	False	78,480
40	0.9889	0.9360	0.0529	5.5%	0.0112	1.2%	62%	False	False	81,834
60	0.9889	0.9222	0.0667	6.9%	0.0124	1.3%	70%	False	False	58,893
80	1.0054	0.9222	0.0832	8.6%	0.0126	1.3%	56%	False	False	44,401
100	1.0054	0.9222	0.0832	8.6%	0.0115	1.2%	56%	False	False	35,568
120	1.0054	0.9222	0.0832	8.6%	0.0107	1.1%	56%	False	False	29,660

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0229
2.618	1.0040
1.618	0.9924
1.000	0.9852
0.618	0.9808
HIGH	0.9736
0.618	0.9692
0.500	0.9678
0.382	0.9664
LOW	0.9620
0.618	0.9548
1.000	0.9504
1.618	0.9432
2.618	0.9316
4.250	0.9127

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	0.9685	0.9735
PP	0.9681	0.9719
S1	0.9678	0.9704

Download as Excel Spreadsheet

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

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