CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	0.9428	0.9425	-0.0003	0.0%	0.9640
High	0.9450	0.9518	0.0068	0.7%	0.9670
Low	0.9375	0.9360	-0.0015	-0.2%	0.9356
Close	0.9385	0.9460	0.0075	0.8%	0.9385
Range	0.0075	0.0158	0.0083	110.7%	0.0314
ATR	0.0108	0.0111	0.0004	3.3%	0.0000
Volume	180	114	-66	-36.7%	1,494

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9920	0.9848	0.9547
R3	0.9762	0.9690	0.9503
R2	0.9604	0.9604	0.9489
R1	0.9532	0.9532	0.9474	0.9568
PP	0.9446	0.9446	0.9446	0.9464
S1	0.9374	0.9374	0.9446	0.9410
S2	0.9288	0.9288	0.9431
S3	0.9130	0.9216	0.9417
S4	0.8972	0.9058	0.9373

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0412	1.0213	0.9558
R3	1.0098	0.9899	0.9471
R2	0.9784	0.9784	0.9443
R1	0.9585	0.9585	0.9414	0.9528
PP	0.9470	0.9470	0.9470	0.9442
S1	0.9271	0.9271	0.9356	0.9214
S2	0.9156	0.9156	0.9327
S3	0.8842	0.8957	0.9299
S4	0.8528	0.8643	0.9212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9631	0.9356	0.0275	2.9%	0.0129	1.4%	38%	False	False	303
10	0.9800	0.9356	0.0444	4.7%	0.0106	1.1%	23%	False	False	277
20	0.9841	0.9356	0.0485	5.1%	0.0101	1.1%	21%	False	False	203
40	0.9847	0.9230	0.0617	6.5%	0.0096	1.0%	37%	False	False	189
60	1.0012	0.9230	0.0782	8.3%	0.0092	1.0%	29%	False	False	145
80	1.0012	0.9230	0.0782	8.3%	0.0079	0.8%	29%	False	False	126
100	1.0012	0.9230	0.0782	8.3%	0.0067	0.7%	29%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0190
2.618	0.9932
1.618	0.9774
1.000	0.9676
0.618	0.9616
HIGH	0.9518
0.618	0.9458
0.500	0.9439
0.382	0.9420
LOW	0.9360
0.618	0.9262
1.000	0.9202
1.618	0.9104
2.618	0.8946
4.250	0.8689

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	0.9453	0.9452
PP	0.9446	0.9445
S1	0.9439	0.9437

Download as Excel Spreadsheet

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

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