CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	0.9608	0.9641	0.0033	0.3%	0.9643
High	0.9681	0.9718	0.0037	0.4%	0.9725
Low	0.9605	0.9619	0.0014	0.1%	0.9596
Close	0.9632	0.9694	0.0062	0.6%	0.9694
Range	0.0076	0.0099	0.0023	30.3%	0.0129
ATR	0.0104	0.0104	0.0000	-0.3%	0.0000
Volume	710	231	-479	-67.5%	3,260

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9974	0.9933	0.9748
R3	0.9875	0.9834	0.9721
R2	0.9776	0.9776	0.9712
R1	0.9735	0.9735	0.9703	0.9756
PP	0.9677	0.9677	0.9677	0.9687
S1	0.9636	0.9636	0.9685	0.9657
S2	0.9578	0.9578	0.9676
S3	0.9479	0.9537	0.9667
S4	0.9380	0.9438	0.9640

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0059	1.0005	0.9765
R3	0.9930	0.9876	0.9729
R2	0.9801	0.9801	0.9718
R1	0.9747	0.9747	0.9706	0.9774
PP	0.9672	0.9672	0.9672	0.9685
S1	0.9618	0.9618	0.9682	0.9645
S2	0.9543	0.9543	0.9670
S3	0.9414	0.9489	0.9659
S4	0.9285	0.9360	0.9623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9596	0.0129	1.3%	0.0088	0.9%	76%	False	False	652
10	0.9725	0.9429	0.0296	3.1%	0.0099	1.0%	90%	False	False	518
20	0.9725	0.9360	0.0365	3.8%	0.0102	1.1%	92%	False	False	405
40	0.9841	0.9356	0.0485	5.0%	0.0104	1.1%	70%	False	False	313
60	0.9847	0.9230	0.0617	6.4%	0.0103	1.1%	75%	False	False	259
80	1.0012	0.9230	0.0782	8.1%	0.0093	1.0%	59%	False	False	207
100	1.0012	0.9230	0.0782	8.1%	0.0082	0.8%	59%	False	False	180
120	1.0012	0.9230	0.0782	8.1%	0.0071	0.7%	59%	False	False	154

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0139
2.618	0.9977
1.618	0.9878
1.000	0.9817
0.618	0.9779
HIGH	0.9718
0.618	0.9680
0.500	0.9669
0.382	0.9657
LOW	0.9619
0.618	0.9558
1.000	0.9520
1.618	0.9459
2.618	0.9360
4.250	0.9198

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	0.9686	0.9683
PP	0.9677	0.9671
S1	0.9669	0.9660

Download as Excel Spreadsheet

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

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