CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	0.9388	0.9515	0.0127	1.4%	0.9530
High	0.9536	0.9548	0.0012	0.1%	0.9570
Low	0.9385	0.9471	0.0086	0.9%	0.9370
Close	0.9501	0.9480	-0.0021	-0.2%	0.9500
Range	0.0151	0.0077	-0.0074	-49.0%	0.0200
ATR	0.0110	0.0108	-0.0002	-2.2%	0.0000
Volume	107,290	81,472	-25,818	-24.1%	457,342

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9731	0.9682	0.9522
R3	0.9654	0.9605	0.9501
R2	0.9577	0.9577	0.9494
R1	0.9528	0.9528	0.9487	0.9514
PP	0.9500	0.9500	0.9500	0.9493
S1	0.9451	0.9451	0.9473	0.9437
S2	0.9423	0.9423	0.9466
S3	0.9346	0.9374	0.9459
S4	0.9269	0.9297	0.9438

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	0.9548	0.9366	0.0182	1.9%	0.0114	1.2%	63%	True	False	93,321
10	0.9630	0.9366	0.0264	2.8%	0.0107	1.1%	43%	False	False	89,590
20	0.9850	0.9366	0.0484	5.1%	0.0107	1.1%	24%	False	False	84,451
40	0.9889	0.9366	0.0523	5.5%	0.0106	1.1%	22%	False	False	81,235
60	0.9889	0.9360	0.0529	5.6%	0.0111	1.2%	23%	False	False	81,355
80	0.9889	0.9222	0.0667	7.0%	0.0120	1.3%	39%	False	False	62,273
100	1.0054	0.9222	0.0832	8.8%	0.0122	1.3%	31%	False	False	49,966
120	1.0054	0.9222	0.0832	8.8%	0.0113	1.2%	31%	False	False	41,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9750
1.618	0.9673
1.000	0.9625
0.618	0.9596
HIGH	0.9548
0.618	0.9519
0.500	0.9510
0.382	0.9500
LOW	0.9471
0.618	0.9423
1.000	0.9394
1.618	0.9346
2.618	0.9269
4.250	0.9144

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	0.9510	0.9472
PP	0.9500	0.9465
S1	0.9490	0.9457

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols