CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 08-Oct-2010

Day Change Summary
	Previous	Current
	07-Oct-2010	08-Oct-2010	Change	Change %	Previous Week
Open	0.9876	0.9809	-0.0067	-0.7%	0.9794
High	0.9907	0.9890	-0.0017	-0.2%	0.9922
Low	0.9776	0.9750	-0.0026	-0.3%	0.9710
Close	0.9803	0.9855	0.0052	0.5%	0.9855
Range	0.0131	0.0140	0.0009	6.9%	0.0212
ATR	0.0104	0.0106	0.0003	2.5%	0.0000
Volume	95,897	101,589	5,692	5.9%	451,882

Daily Pivots for day following 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0252	1.0193	0.9932
R3	1.0112	1.0053	0.9894
R2	0.9972	0.9972	0.9881
R1	0.9913	0.9913	0.9868	0.9943
PP	0.9832	0.9832	0.9832	0.9846
S1	0.9773	0.9773	0.9842	0.9803
S2	0.9692	0.9692	0.9829
S3	0.9552	0.9633	0.9817
S4	0.9412	0.9493	0.9778

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0465	1.0372	0.9972
R3	1.0253	1.0160	0.9913
R2	1.0041	1.0041	0.9894
R1	0.9948	0.9948	0.9874	0.9995
PP	0.9829	0.9829	0.9829	0.9852
S1	0.9736	0.9736	0.9836	0.9783
S2	0.9617	0.9617	0.9816
S3	0.9405	0.9524	0.9797
S4	0.9193	0.9312	0.9738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9922	0.9710	0.0212	2.2%	0.0112	1.1%	68%	False	False	90,376
10	0.9922	0.9633	0.0289	2.9%	0.0103	1.0%	77%	False	False	91,900
20	0.9922	0.9617	0.0305	3.1%	0.0101	1.0%	78%	False	False	80,112
40	0.9922	0.9352	0.0570	5.8%	0.0103	1.0%	88%	False	False	45,353
60	0.9922	0.9352	0.0570	5.8%	0.0100	1.0%	88%	False	False	30,417
80	0.9922	0.9352	0.0570	5.8%	0.0101	1.0%	88%	False	False	22,882
100	0.9922	0.9230	0.0692	7.0%	0.0100	1.0%	90%	False	False	18,346
120	0.9977	0.9230	0.0747	7.6%	0.0099	1.0%	84%	False	False	15,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0485
2.618	1.0257
1.618	1.0117
1.000	1.0030
0.618	0.9977
HIGH	0.9890
0.618	0.9837
0.500	0.9820
0.382	0.9803
LOW	0.9750
0.618	0.9663
1.000	0.9610
1.618	0.9523
2.618	0.9383
4.250	0.9155

Fisher Pivots for day following 08-Oct-2010
Pivot	1 day	3 day
R1	0.9843	0.9849
PP	0.9832	0.9842
S1	0.9820	0.9836

Download as Excel Spreadsheet

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

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