CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	0.9435	0.9388	-0.0047	-0.5%	0.9530
High	0.9453	0.9536	0.0083	0.9%	0.9570
Low	0.9366	0.9385	0.0019	0.2%	0.9370
Close	0.9368	0.9501	0.0133	1.4%	0.9500
Range	0.0087	0.0151	0.0064	73.6%	0.0200
ATR	0.0106	0.0110	0.0004	4.2%	0.0000
Volume	106,959	107,290	331	0.3%	457,342

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9865	0.9584
R3	0.9776	0.9714	0.9543
R2	0.9625	0.9625	0.9529
R1	0.9563	0.9563	0.9515	0.9594
PP	0.9474	0.9474	0.9474	0.9490
S1	0.9412	0.9412	0.9487	0.9443
S2	0.9323	0.9323	0.9473
S3	0.9172	0.9261	0.9459
S4	0.9021	0.9110	0.9418

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	0.9366	0.0180	1.9%	0.0113	1.2%	75%	False	False	92,743
10	0.9754	0.9366	0.0388	4.1%	0.0115	1.2%	35%	False	False	90,352
20	0.9889	0.9366	0.0523	5.5%	0.0107	1.1%	26%	False	False	83,874
40	0.9889	0.9366	0.0523	5.5%	0.0107	1.1%	26%	False	False	81,228
60	0.9889	0.9360	0.0529	5.6%	0.0112	1.2%	27%	False	False	80,422
80	0.9889	0.9222	0.0667	7.0%	0.0121	1.3%	42%	False	False	61,270
100	1.0054	0.9222	0.0832	8.8%	0.0121	1.3%	34%	False	False	49,153
120	1.0054	0.9222	0.0832	8.8%	0.0113	1.2%	34%	False	False	41,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0178
2.618	0.9931
1.618	0.9780
1.000	0.9687
0.618	0.9629
HIGH	0.9536
0.618	0.9478
0.500	0.9461
0.382	0.9443
LOW	0.9385
0.618	0.9292
1.000	0.9234
1.618	0.9141
2.618	0.8990
4.250	0.8743

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	0.9488	0.9486
PP	0.9474	0.9471
S1	0.9461	0.9456

Download as Excel Spreadsheet

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

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