CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	0.9676	0.9715	0.0039	0.4%	0.9734
High	0.9733	0.9754	0.0021	0.2%	0.9745
Low	0.9665	0.9596	-0.0069	-0.7%	0.9522
Close	0.9730	0.9616	-0.0114	-1.2%	0.9590
Range	0.0068	0.0158	0.0090	132.4%	0.0223
ATR	0.0103	0.0107	0.0004	3.8%	0.0000
Volume	71,119	89,091	17,972	25.3%	394,000

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0031	0.9703
R3	0.9971	0.9873	0.9659
R2	0.9813	0.9813	0.9645
R1	0.9715	0.9715	0.9630	0.9685
PP	0.9655	0.9655	0.9655	0.9641
S1	0.9557	0.9557	0.9602	0.9527
S2	0.9497	0.9497	0.9587
S3	0.9339	0.9399	0.9573
S4	0.9181	0.9241	0.9529

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	0.9754	0.9551	0.0203	2.1%	0.0106	1.1%	32%	True	False	73,754
10	0.9850	0.9522	0.0328	3.4%	0.0107	1.1%	29%	False	False	79,312
20	0.9889	0.9522	0.0367	3.8%	0.0098	1.0%	26%	False	False	76,247
40	0.9889	0.9360	0.0529	5.5%	0.0110	1.1%	48%	False	False	82,835
60	0.9889	0.9310	0.0579	6.0%	0.0119	1.2%	53%	False	False	67,831
80	0.9980	0.9222	0.0758	7.9%	0.0127	1.3%	52%	False	False	51,169
100	1.0054	0.9222	0.0832	8.7%	0.0118	1.2%	47%	False	False	41,030
120	1.0054	0.9222	0.0832	8.7%	0.0109	1.1%	47%	False	False	34,223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0426
2.618	1.0168
1.618	1.0010
1.000	0.9912
0.618	0.9852
HIGH	0.9754
0.618	0.9694
0.500	0.9675
0.382	0.9656
LOW	0.9596
0.618	0.9498
1.000	0.9438
1.618	0.9340
2.618	0.9182
4.250	0.8925

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	0.9675	0.9661
PP	0.9655	0.9646
S1	0.9636	0.9631

Download as Excel Spreadsheet

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

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