CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	0.9438	0.9452	0.0014	0.1%	0.9530
High	0.9502	0.9522	0.0020	0.2%	0.9570
Low	0.9428	0.9387	-0.0041	-0.4%	0.9370
Close	0.9449	0.9500	0.0051	0.5%	0.9500
Range	0.0074	0.0135	0.0061	82.4%	0.0200
ATR	0.0104	0.0106	0.0002	2.1%	0.0000
Volume	78,581	108,337	29,756	37.9%	457,342

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9822	0.9574
R3	0.9740	0.9687	0.9537
R2	0.9605	0.9605	0.9525
R1	0.9552	0.9552	0.9512	0.9579
PP	0.9470	0.9470	0.9470	0.9483
S1	0.9417	0.9417	0.9488	0.9444
S2	0.9335	0.9335	0.9475
S3	0.9200	0.9282	0.9463
S4	0.9065	0.9147	0.9426

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0080	0.9990	0.9610
R3	0.9880	0.9790	0.9555
R2	0.9680	0.9680	0.9537
R1	0.9590	0.9590	0.9518	0.9535
PP	0.9480	0.9480	0.9480	0.9453
S1	0.9390	0.9390	0.9482	0.9335
S2	0.9280	0.9280	0.9463
S3	0.9080	0.9190	0.9445
S4	0.8880	0.8990	0.9390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9570	0.9370	0.0200	2.1%	0.0101	1.1%	65%	False	False	91,468
10	0.9754	0.9370	0.0384	4.0%	0.0107	1.1%	34%	False	False	83,701
20	0.9889	0.9370	0.0519	5.5%	0.0101	1.1%	25%	False	False	81,769
40	0.9889	0.9360	0.0529	5.6%	0.0108	1.1%	26%	False	False	82,572
60	0.9889	0.9357	0.0532	5.6%	0.0115	1.2%	27%	False	False	76,537
80	0.9889	0.9222	0.0667	7.0%	0.0126	1.3%	42%	False	False	57,851
100	1.0054	0.9222	0.0832	8.8%	0.0120	1.3%	33%	False	False	46,398
120	1.0054	0.9222	0.0832	8.8%	0.0112	1.2%	33%	False	False	38,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0096
2.618	0.9875
1.618	0.9740
1.000	0.9657
0.618	0.9605
HIGH	0.9522
0.618	0.9470
0.500	0.9455
0.382	0.9439
LOW	0.9387
0.618	0.9304
1.000	0.9252
1.618	0.9169
2.618	0.9034
4.250	0.8813

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	0.9485	0.9482
PP	0.9470	0.9464
S1	0.9455	0.9446

Download as Excel Spreadsheet

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

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