CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	0.9461	0.9560	0.0099	1.0%	0.9660
High	0.9563	0.9638	0.0075	0.8%	0.9705
Low	0.9429	0.9501	0.0072	0.8%	0.9445
Close	0.9530	0.9506	-0.0024	-0.3%	0.9468
Range	0.0134	0.0137	0.0003	2.2%	0.0260
ATR	0.0109	0.0111	0.0002	1.8%	0.0000
Volume	433	367	-66	-15.2%	1,980

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9959	0.9870	0.9581
R3	0.9822	0.9733	0.9544
R2	0.9685	0.9685	0.9531
R1	0.9596	0.9596	0.9519	0.9572
PP	0.9548	0.9548	0.9548	0.9537
S1	0.9459	0.9459	0.9493	0.9435
S2	0.9411	0.9411	0.9481
S3	0.9274	0.9322	0.9468
S4	0.9137	0.9185	0.9431

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0319	1.0154	0.9611
R3	1.0059	0.9894	0.9540
R2	0.9799	0.9799	0.9516
R1	0.9634	0.9634	0.9492	0.9587
PP	0.9539	0.9539	0.9539	0.9516
S1	0.9374	0.9374	0.9444	0.9327
S2	0.9279	0.9279	0.9420
S3	0.9019	0.9114	0.9397
S4	0.8759	0.8854	0.9325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9429	0.0271	2.9%	0.0124	1.3%	28%	False	False	367
10	0.9705	0.9429	0.0276	2.9%	0.0105	1.1%	28%	False	False	376
20	0.9705	0.9356	0.0349	3.7%	0.0106	1.1%	43%	False	False	327
40	0.9841	0.9230	0.0611	6.4%	0.0102	1.1%	45%	False	False	245
60	0.9955	0.9230	0.0725	7.6%	0.0102	1.1%	38%	False	False	201
80	1.0012	0.9230	0.0782	8.2%	0.0089	0.9%	35%	False	False	171
100	1.0012	0.9230	0.0782	8.2%	0.0077	0.8%	35%	False	False	143

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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0220
2.618	0.9997
1.618	0.9860
1.000	0.9775
0.618	0.9723
HIGH	0.9638
0.618	0.9586
0.500	0.9570
0.382	0.9553
LOW	0.9501
0.618	0.9416
1.000	0.9364
1.618	0.9279
2.618	0.9142
4.250	0.8919

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	0.9570	0.9534
PP	0.9548	0.9524
S1	0.9527	0.9515

Download as Excel Spreadsheet

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

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