CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	0.9862	0.9821	-0.0041	-0.4%	0.9879
High	0.9878	0.9827	-0.0051	-0.5%	1.0005
Low	0.9763	0.9625	-0.0138	-1.4%	0.9804
Close	0.9843	0.9659	-0.0184	-1.9%	0.9856
Range	0.0115	0.0202	0.0087	75.7%	0.0201
ATR	0.0104	0.0112	0.0008	7.8%	0.0000
Volume	79,760	142,589	62,829	78.8%	368,055

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0310	1.0186	0.9770
R3	1.0108	0.9984	0.9715
R2	0.9906	0.9906	0.9696
R1	0.9782	0.9782	0.9678	0.9743
PP	0.9704	0.9704	0.9704	0.9684
S1	0.9580	0.9580	0.9640	0.9541
S2	0.9502	0.9502	0.9622
S3	0.9300	0.9378	0.9603
S4	0.9098	0.9176	0.9548

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0491	1.0375	0.9967
R3	1.0290	1.0174	0.9911
R2	1.0089	1.0089	0.9893
R1	0.9973	0.9973	0.9874	0.9931
PP	0.9888	0.9888	0.9888	0.9867
S1	0.9772	0.9772	0.9838	0.9730
S2	0.9687	0.9687	0.9819
S3	0.9486	0.9571	0.9801
S4	0.9285	0.9370	0.9745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0005	0.9625	0.0380	3.9%	0.0127	1.3%	9%	False	True	96,346
10	1.0005	0.9625	0.0380	3.9%	0.0116	1.2%	9%	False	True	88,952
20	1.0005	0.9617	0.0388	4.0%	0.0110	1.1%	11%	False	False	87,537
40	1.0005	0.9352	0.0653	6.8%	0.0104	1.1%	47%	False	False	59,920
60	1.0005	0.9352	0.0653	6.8%	0.0101	1.0%	47%	False	False	40,203
80	1.0005	0.9352	0.0653	6.8%	0.0103	1.1%	47%	False	False	30,244
100	1.0005	0.9352	0.0653	6.8%	0.0101	1.1%	47%	False	False	24,230
120	1.0005	0.9230	0.0775	8.0%	0.0101	1.1%	55%	False	False	20,216

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	0.0025
Widest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	1.0686
2.618	1.0356
1.618	1.0154
1.000	1.0029
0.618	0.9952
HIGH	0.9827
0.618	0.9750
0.500	0.9726
0.382	0.9702
LOW	0.9625
0.618	0.9500
1.000	0.9423
1.618	0.9298
2.618	0.9096
4.250	0.8767

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	0.9726	0.9800
PP	0.9704	0.9753
S1	0.9681	0.9706

Download as Excel Spreadsheet

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

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