CME Canadian Dollar Future December 2010

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

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	0.9663	0.9691	0.0028	0.3%	0.9649
High	0.9727	0.9771	0.0044	0.5%	0.9768
Low	0.9646	0.9656	0.0010	0.1%	0.9638
Close	0.9703	0.9740	0.0037	0.4%	0.9681
Range	0.0081	0.0115	0.0034	42.0%	0.0130
ATR	0.0097	0.0098	0.0001	1.3%	0.0000
Volume	55,705	73,274	17,569	31.5%	312,919

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0067	1.0019	0.9803
R3	0.9952	0.9904	0.9772
R2	0.9837	0.9837	0.9761
R1	0.9789	0.9789	0.9751	0.9813
PP	0.9722	0.9722	0.9722	0.9735
S1	0.9674	0.9674	0.9729	0.9698
S2	0.9607	0.9607	0.9719
S3	0.9492	0.9559	0.9708
S4	0.9377	0.9444	0.9677

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0086	1.0013	0.9753
R3	0.9956	0.9883	0.9717
R2	0.9826	0.9826	0.9705
R1	0.9753	0.9753	0.9693	0.9790
PP	0.9696	0.9696	0.9696	0.9714
S1	0.9623	0.9623	0.9669	0.9660
S2	0.9566	0.9566	0.9657
S3	0.9436	0.9493	0.9645
S4	0.9306	0.9363	0.9610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9771	0.9642	0.0129	1.3%	0.0088	0.9%	76%	True	False	61,737
10	0.9771	0.9496	0.0275	2.8%	0.0093	1.0%	89%	True	False	59,584
20	0.9771	0.9352	0.0419	4.3%	0.0099	1.0%	93%	True	False	32,302
40	0.9867	0.9352	0.0515	5.3%	0.0096	1.0%	75%	False	False	16,535
60	0.9867	0.9352	0.0515	5.3%	0.0101	1.0%	75%	False	False	11,147
80	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	75%	False	False	8,403
100	0.9867	0.9230	0.0637	6.5%	0.0100	1.0%	80%	False	False	6,752
120	1.0012	0.9230	0.0782	8.0%	0.0093	1.0%	65%	False	False	5,638

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0260
2.618	1.0072
1.618	0.9957
1.000	0.9886
0.618	0.9842
HIGH	0.9771
0.618	0.9727
0.500	0.9714
0.382	0.9700
LOW	0.9656
0.618	0.9585
1.000	0.9541
1.618	0.9470
2.618	0.9355
4.250	0.9167

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	0.9731	0.9729
PP	0.9722	0.9718
S1	0.9714	0.9707

Download as Excel Spreadsheet

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

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