CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	0.9525	0.9625	0.0100	1.0%	0.9503
High	0.9645	0.9687	0.0042	0.4%	0.9613
Low	0.9496	0.9599	0.0103	1.1%	0.9352
Close	0.9627	0.9659	0.0032	0.3%	0.9603
Range	0.0149	0.0088	-0.0061	-40.9%	0.0261
ATR	0.0109	0.0107	-0.0001	-1.4%	0.0000
Volume	51,506	43,461	-8,045	-15.6%	21,999

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9912	0.9874	0.9707
R3	0.9824	0.9786	0.9683
R2	0.9736	0.9736	0.9675
R1	0.9698	0.9698	0.9667	0.9717
PP	0.9648	0.9648	0.9648	0.9658
S1	0.9610	0.9610	0.9651	0.9629
S2	0.9560	0.9560	0.9643
S3	0.9472	0.9522	0.9635
S4	0.9384	0.9434	0.9611

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0215	0.9747
R3	1.0045	0.9954	0.9675
R2	0.9784	0.9784	0.9651
R1	0.9693	0.9693	0.9627	0.9739
PP	0.9523	0.9523	0.9523	0.9545
S1	0.9432	0.9432	0.9579	0.9478
S2	0.9262	0.9262	0.9555
S3	0.9001	0.9171	0.9531
S4	0.8740	0.8910	0.9459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9687	0.9442	0.0245	2.5%	0.0120	1.2%	89%	True	False	23,957
10	0.9687	0.9352	0.0335	3.5%	0.0114	1.2%	92%	True	False	13,895
20	0.9735	0.9352	0.0383	4.0%	0.0105	1.1%	80%	False	False	7,710
40	0.9867	0.9352	0.0515	5.3%	0.0101	1.0%	60%	False	False	4,102
60	0.9867	0.9352	0.0515	5.3%	0.0101	1.0%	60%	False	False	2,823
80	0.9867	0.9230	0.0637	6.6%	0.0100	1.0%	67%	False	False	2,168
100	1.0012	0.9230	0.0782	8.1%	0.0098	1.0%	55%	False	False	1,747
120	1.0012	0.9230	0.0782	8.1%	0.0089	0.9%	55%	False	False	1,468

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0061
2.618	0.9917
1.618	0.9829
1.000	0.9775
0.618	0.9741
HIGH	0.9687
0.618	0.9653
0.500	0.9643
0.382	0.9633
LOW	0.9599
0.618	0.9545
1.000	0.9511
1.618	0.9457
2.618	0.9369
4.250	0.9225

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	0.9654	0.9637
PP	0.9648	0.9614
S1	0.9643	0.9592

Download as Excel Spreadsheet

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

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