CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 17-Aug-2010

Day Change Summary
	Previous	Current
	16-Aug-2010	17-Aug-2010	Change	Change %	Previous Week
Open	0.9595	0.9580	-0.0015	-0.2%	0.9734
High	0.9638	0.9697	0.0059	0.6%	0.9745
Low	0.9551	0.9568	0.0017	0.2%	0.9522
Close	0.9568	0.9681	0.0113	1.2%	0.9590
Range	0.0087	0.0129	0.0042	48.3%	0.0223
ATR	0.0104	0.0106	0.0002	1.7%	0.0000
Volume	63,128	76,041	12,913	20.5%	394,000

Daily Pivots for day following 17-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0036	0.9987	0.9752
R3	0.9907	0.9858	0.9716
R2	0.9778	0.9778	0.9705
R1	0.9729	0.9729	0.9693	0.9754
PP	0.9649	0.9649	0.9649	0.9661
S1	0.9600	0.9600	0.9669	0.9625
S2	0.9520	0.9520	0.9657
S3	0.9391	0.9471	0.9646
S4	0.9262	0.9342	0.9610

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	0.9701	0.9522	0.0179	1.8%	0.0106	1.1%	89%	False	False	77,534
10	0.9889	0.9522	0.0367	3.8%	0.0102	1.1%	43%	False	False	78,334
20	0.9889	0.9514	0.0375	3.9%	0.0100	1.0%	45%	False	False	77,218
40	0.9889	0.9360	0.0529	5.5%	0.0111	1.1%	61%	False	False	82,699
60	0.9889	0.9222	0.0667	6.9%	0.0120	1.2%	69%	False	False	65,204
80	1.0018	0.9222	0.0796	8.2%	0.0127	1.3%	58%	False	False	49,176
100	1.0054	0.9222	0.0832	8.6%	0.0117	1.2%	55%	False	False	39,434
120	1.0054	0.9222	0.0832	8.6%	0.0109	1.1%	55%	False	False	32,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0245
2.618	1.0035
1.618	0.9906
1.000	0.9826
0.618	0.9777
HIGH	0.9697
0.618	0.9648
0.500	0.9633
0.382	0.9617
LOW	0.9568
0.618	0.9488
1.000	0.9439
1.618	0.9359
2.618	0.9230
4.250	0.9020

Fisher Pivots for day following 17-Aug-2010
Pivot	1 day	3 day
R1	0.9665	0.9662
PP	0.9649	0.9643
S1	0.9633	0.9624

Download as Excel Spreadsheet

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

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