CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	0.9691	0.9694	0.0003	0.0%	0.9663
High	0.9705	0.9748	0.0043	0.4%	0.9794
Low	0.9633	0.9652	0.0019	0.2%	0.9617
Close	0.9682	0.9686	0.0004	0.0%	0.9723
Range	0.0072	0.0096	0.0024	33.3%	0.0177
ATR	0.0101	0.0101	0.0000	-0.4%	0.0000
Volume	89,092	79,637	-9,455	-10.6%	370,327

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9983	0.9931	0.9739
R3	0.9887	0.9835	0.9712
R2	0.9791	0.9791	0.9704
R1	0.9739	0.9739	0.9695	0.9717
PP	0.9695	0.9695	0.9695	0.9685
S1	0.9643	0.9643	0.9677	0.9621
S2	0.9599	0.9599	0.9668
S3	0.9503	0.9547	0.9660
S4	0.9407	0.9451	0.9633

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0242	1.0160	0.9820
R3	1.0065	0.9983	0.9772
R2	0.9888	0.9888	0.9755
R1	0.9806	0.9806	0.9739	0.9847
PP	0.9711	0.9711	0.9711	0.9732
S1	0.9629	0.9629	0.9707	0.9670
S2	0.9534	0.9534	0.9691
S3	0.9357	0.9452	0.9674
S4	0.9180	0.9275	0.9626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9765	0.9617	0.0148	1.5%	0.0090	0.9%	47%	False	False	74,679
10	0.9794	0.9617	0.0177	1.8%	0.0098	1.0%	39%	False	False	71,374
20	0.9794	0.9442	0.0352	3.6%	0.0099	1.0%	69%	False	False	54,855
40	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	65%	False	False	28,227
60	0.9867	0.9352	0.0515	5.3%	0.0098	1.0%	65%	False	False	18,962
80	0.9867	0.9352	0.0515	5.3%	0.0099	1.0%	65%	False	False	14,273
100	0.9867	0.9230	0.0637	6.6%	0.0098	1.0%	72%	False	False	11,454
120	1.0012	0.9230	0.0782	8.1%	0.0096	1.0%	58%	False	False	9,555

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	0.9999
1.618	0.9903
1.000	0.9844
0.618	0.9807
HIGH	0.9748
0.618	0.9711
0.500	0.9700
0.382	0.9689
LOW	0.9652
0.618	0.9593
1.000	0.9556
1.618	0.9497
2.618	0.9401
4.250	0.9244

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	0.9700	0.9699
PP	0.9695	0.9695
S1	0.9691	0.9690

Download as Excel Spreadsheet

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

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