CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	0.9670	0.9665	-0.0005	-0.1%	0.9619
High	0.9720	0.9741	0.0021	0.2%	0.9720
Low	0.9638	0.9658	0.0020	0.2%	0.9514
Close	0.9658	0.9737	0.0079	0.8%	0.9658
Range	0.0082	0.0083	0.0001	1.2%	0.0206
ATR	0.0112	0.0110	-0.0002	-1.9%	0.0000
Volume	20,738	6,650	-14,088	-67.9%	314,800

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9961	0.9932	0.9783
R3	0.9878	0.9849	0.9760
R2	0.9795	0.9795	0.9752
R1	0.9766	0.9766	0.9745	0.9781
PP	0.9712	0.9712	0.9712	0.9719
S1	0.9683	0.9683	0.9729	0.9698
S2	0.9629	0.9629	0.9722
S3	0.9546	0.9600	0.9714
S4	0.9463	0.9517	0.9691

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0249	1.0159	0.9771
R3	1.0043	0.9953	0.9715
R2	0.9837	0.9837	0.9696
R1	0.9747	0.9747	0.9677	0.9792
PP	0.9631	0.9631	0.9631	0.9653
S1	0.9541	0.9541	0.9639	0.9586
S2	0.9425	0.9425	0.9620
S3	0.9219	0.9335	0.9601
S4	0.9013	0.9129	0.9545

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9741	0.9514	0.0227	2.3%	0.0108	1.1%	98%	True	False	64,290
10	0.9741	0.9366	0.0375	3.9%	0.0114	1.2%	99%	True	False	78,351
20	0.9754	0.9366	0.0388	4.0%	0.0111	1.1%	96%	False	False	81,026
40	0.9889	0.9366	0.0523	5.4%	0.0106	1.1%	71%	False	False	79,713
60	0.9889	0.9360	0.0529	5.4%	0.0111	1.1%	71%	False	False	82,187
80	0.9889	0.9222	0.0667	6.9%	0.0120	1.2%	77%	False	False	67,488
100	1.0020	0.9222	0.0798	8.2%	0.0123	1.3%	65%	False	False	54,164
120	1.0054	0.9222	0.0832	8.5%	0.0115	1.2%	62%	False	False	45,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0094
2.618	0.9958
1.618	0.9875
1.000	0.9824
0.618	0.9792
HIGH	0.9741
0.618	0.9709
0.500	0.9700
0.382	0.9690
LOW	0.9658
0.618	0.9607
1.000	0.9575
1.618	0.9524
2.618	0.9441
4.250	0.9305

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	0.9725	0.9718
PP	0.9712	0.9699
S1	0.9700	0.9681

Download as Excel Spreadsheet

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

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