CME Canadian Dollar Future December 2010

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

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	0.9660	0.9641	-0.0019	-0.2%	0.9425
High	0.9670	0.9705	0.0035	0.4%	0.9689
Low	0.9613	0.9628	0.0015	0.2%	0.9360
Close	0.9623	0.9666	0.0043	0.4%	0.9668
Range	0.0057	0.0077	0.0020	35.1%	0.0329
ATR	0.0107	0.0105	-0.0002	-1.7%	0.0000
Volume	524	452	-72	-13.7%	772

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9897	0.9859	0.9708
R3	0.9820	0.9782	0.9687
R2	0.9743	0.9743	0.9680
R1	0.9705	0.9705	0.9673	0.9724
PP	0.9666	0.9666	0.9666	0.9676
S1	0.9628	0.9628	0.9659	0.9647
S2	0.9589	0.9589	0.9652
S3	0.9512	0.9551	0.9645
S4	0.9435	0.9474	0.9624

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0559	1.0443	0.9849
R3	1.0230	1.0114	0.9758
R2	0.9901	0.9901	0.9728
R1	0.9785	0.9785	0.9698	0.9843
PP	0.9572	0.9572	0.9572	0.9602
S1	0.9456	0.9456	0.9638	0.9514
S2	0.9243	0.9243	0.9608
S3	0.8914	0.9127	0.9578
S4	0.8585	0.8798	0.9487

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9705	0.9425	0.0280	2.9%	0.0091	0.9%	86%	True	False	326
10	0.9705	0.9356	0.0349	3.6%	0.0110	1.1%	89%	True	False	315
20	0.9841	0.9356	0.0485	5.0%	0.0099	1.0%	64%	False	False	252
40	0.9841	0.9230	0.0611	6.3%	0.0100	1.0%	71%	False	False	219
60	1.0012	0.9230	0.0782	8.1%	0.0096	1.0%	56%	False	False	169
80	1.0012	0.9230	0.0782	8.1%	0.0082	0.8%	56%	False	False	146
100	1.0012	0.9230	0.0782	8.1%	0.0071	0.7%	56%	False	False	121

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0032
2.618	0.9907
1.618	0.9830
1.000	0.9782
0.618	0.9753
HIGH	0.9705
0.618	0.9676
0.500	0.9667
0.382	0.9657
LOW	0.9628
0.618	0.9580
1.000	0.9551
1.618	0.9503
2.618	0.9426
4.250	0.9301

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	0.9667	0.9653
PP	0.9666	0.9640
S1	0.9666	0.9628

Download as Excel Spreadsheet

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

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