CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	0.9705	0.9698	-0.0007	-0.1%	0.9690
High	0.9722	0.9699	-0.0023	-0.2%	0.9867
Low	0.9690	0.9604	-0.0086	-0.9%	0.9680
Close	0.9718	0.9671	-0.0047	-0.5%	0.9689
Range	0.0032	0.0095	0.0063	196.9%	0.0187
ATR	0.0095	0.0096	0.0001	1.4%	0.0000
Volume	696	231	-465	-66.8%	1,916

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9943	0.9902	0.9723
R3	0.9848	0.9807	0.9697
R2	0.9753	0.9753	0.9688
R1	0.9712	0.9712	0.9680	0.9685
PP	0.9658	0.9658	0.9658	0.9645
S1	0.9617	0.9617	0.9662	0.9590
S2	0.9563	0.9563	0.9654
S3	0.9468	0.9522	0.9645
S4	0.9373	0.9427	0.9619

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0185	0.9792
R3	1.0119	0.9998	0.9740
R2	0.9932	0.9932	0.9723
R1	0.9811	0.9811	0.9706	0.9778
PP	0.9745	0.9745	0.9745	0.9729
S1	0.9624	0.9624	0.9672	0.9591
S2	0.9558	0.9558	0.9655
S3	0.9371	0.9437	0.9638
S4	0.9184	0.9250	0.9586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9867	0.9604	0.0263	2.7%	0.0090	0.9%	25%	False	True	403
10	0.9867	0.9601	0.0266	2.8%	0.0083	0.9%	26%	False	False	477
20	0.9867	0.9429	0.0438	4.5%	0.0096	1.0%	55%	False	False	451
40	0.9867	0.9356	0.0511	5.3%	0.0098	1.0%	62%	False	False	352
60	0.9867	0.9230	0.0637	6.6%	0.0099	1.0%	69%	False	False	296
80	1.0012	0.9230	0.0782	8.1%	0.0096	1.0%	56%	False	False	239
100	1.0012	0.9230	0.0782	8.1%	0.0085	0.9%	56%	False	False	207
120	1.0012	0.9230	0.0782	8.1%	0.0075	0.8%	56%	False	False	176

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0103
2.618	0.9948
1.618	0.9853
1.000	0.9794
0.618	0.9758
HIGH	0.9699
0.618	0.9663
0.500	0.9652
0.382	0.9640
LOW	0.9604
0.618	0.9545
1.000	0.9509
1.618	0.9450
2.618	0.9355
4.250	0.9200

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	0.9665	0.9717
PP	0.9658	0.9702
S1	0.9652	0.9686

Download as Excel Spreadsheet

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

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