CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	0.9550	0.9584	0.0034	0.4%	0.9734
High	0.9591	0.9657	0.0066	0.7%	0.9745
Low	0.9522	0.9571	0.0049	0.5%	0.9522
Close	0.9571	0.9590	0.0019	0.2%	0.9590
Range	0.0069	0.0086	0.0017	24.6%	0.0223
ATR	0.0107	0.0105	-0.0001	-1.4%	0.0000
Volume	74,348	69,395	-4,953	-6.7%	394,000

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9864	0.9813	0.9637
R3	0.9778	0.9727	0.9614
R2	0.9692	0.9692	0.9606
R1	0.9641	0.9641	0.9598	0.9667
PP	0.9606	0.9606	0.9606	0.9619
S1	0.9555	0.9555	0.9582	0.9581
S2	0.9520	0.9520	0.9574
S3	0.9434	0.9469	0.9566
S4	0.9348	0.9383	0.9543

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0288	1.0162	0.9713
R3	1.0065	0.9939	0.9651
R2	0.9842	0.9842	0.9631
R1	0.9716	0.9716	0.9610	0.9668
PP	0.9619	0.9619	0.9619	0.9595
S1	0.9493	0.9493	0.9570	0.9445
S2	0.9396	0.9396	0.9549
S3	0.9173	0.9270	0.9529
S4	0.8950	0.9047	0.9467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9745	0.9522	0.0223	2.3%	0.0094	1.0%	30%	False	False	78,800
10	0.9889	0.9522	0.0367	3.8%	0.0095	1.0%	19%	False	False	79,837
20	0.9889	0.9439	0.0450	4.7%	0.0100	1.0%	34%	False	False	78,401
40	0.9889	0.9360	0.0529	5.5%	0.0112	1.2%	43%	False	False	82,768
60	0.9889	0.9222	0.0667	7.0%	0.0123	1.3%	55%	False	False	62,976
80	1.0020	0.9222	0.0798	8.3%	0.0126	1.3%	46%	False	False	47,448
100	1.0054	0.9222	0.0832	8.7%	0.0116	1.2%	44%	False	False	38,046
120	1.0054	0.9222	0.0832	8.7%	0.0108	1.1%	44%	False	False	31,731

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0023
2.618	0.9882
1.618	0.9796
1.000	0.9743
0.618	0.9710
HIGH	0.9657
0.618	0.9624
0.500	0.9614
0.382	0.9604
LOW	0.9571
0.618	0.9518
1.000	0.9485
1.618	0.9432
2.618	0.9346
4.250	0.9206

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	0.9614	0.9612
PP	0.9606	0.9604
S1	0.9598	0.9597

Download as Excel Spreadsheet

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

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