CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	0.9452	0.9520	0.0068	0.7%	0.9530
High	0.9522	0.9546	0.0024	0.3%	0.9570
Low	0.9387	0.9427	0.0040	0.4%	0.9370
Close	0.9500	0.9443	-0.0057	-0.6%	0.9500
Range	0.0135	0.0119	-0.0016	-11.9%	0.0200
ATR	0.0106	0.0107	0.0001	0.8%	0.0000
Volume	108,337	62,551	-45,786	-42.3%	457,342

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9829	0.9755	0.9508
R3	0.9710	0.9636	0.9476
R2	0.9591	0.9591	0.9465
R1	0.9517	0.9517	0.9454	0.9495
PP	0.9472	0.9472	0.9472	0.9461
S1	0.9398	0.9398	0.9432	0.9376
S2	0.9353	0.9353	0.9421
S3	0.9234	0.9279	0.9410
S4	0.9115	0.9160	0.9378

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	0.9546	0.9370	0.0176	1.9%	0.0110	1.2%	41%	True	False	91,413
10	0.9754	0.9370	0.0384	4.1%	0.0111	1.2%	19%	False	False	83,643
20	0.9889	0.9370	0.0519	5.5%	0.0102	1.1%	14%	False	False	79,997
40	0.9889	0.9360	0.0529	5.6%	0.0109	1.1%	16%	False	False	80,838
60	0.9889	0.9357	0.0532	5.6%	0.0113	1.2%	16%	False	False	77,494
80	0.9889	0.9222	0.0667	7.1%	0.0122	1.3%	33%	False	False	58,626
100	1.0054	0.9222	0.0832	8.8%	0.0120	1.3%	27%	False	False	47,020
120	1.0054	0.9222	0.0832	8.8%	0.0112	1.2%	27%	False	False	39,221

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0052
2.618	0.9858
1.618	0.9739
1.000	0.9665
0.618	0.9620
HIGH	0.9546
0.618	0.9501
0.500	0.9487
0.382	0.9472
LOW	0.9427
0.618	0.9353
1.000	0.9308
1.618	0.9234
2.618	0.9115
4.250	0.8921

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	0.9487	0.9467
PP	0.9472	0.9459
S1	0.9458	0.9451

Download as Excel Spreadsheet

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

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