CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	0.9963	0.9943	-0.0020	-0.2%	0.9811
High	0.9977	0.9987	0.0010	0.1%	0.9997
Low	0.9916	0.9871	-0.0045	-0.5%	0.9718
Close	0.9955	0.9905	-0.0050	-0.5%	0.9954
Range	0.0061	0.0116	0.0055	90.2%	0.0279
ATR	0.0106	0.0107	0.0001	0.7%	0.0000
Volume	61,007	95,094	34,087	55.9%	482,710

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0203	0.9969
R3	1.0153	1.0087	0.9937
R2	1.0037	1.0037	0.9926
R1	0.9971	0.9971	0.9916	0.9946
PP	0.9921	0.9921	0.9921	0.9909
S1	0.9855	0.9855	0.9894	0.9830
S2	0.9805	0.9805	0.9884
S3	0.9689	0.9739	0.9873
S4	0.9573	0.9623	0.9841

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0727	1.0619	1.0107
R3	1.0448	1.0340	1.0031
R2	1.0169	1.0169	1.0005
R1	1.0061	1.0061	0.9980	1.0115
PP	0.9890	0.9890	0.9890	0.9917
S1	0.9782	0.9782	0.9928	0.9836
S2	0.9611	0.9611	0.9903
S3	0.9332	0.9503	0.9877
S4	0.9053	0.9224	0.9801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9997	0.9733	0.0264	2.7%	0.0108	1.1%	65%	False	False	91,507
10	0.9997	0.9718	0.0279	2.8%	0.0115	1.2%	67%	False	False	90,359
20	1.0016	0.9718	0.0298	3.0%	0.0109	1.1%	63%	False	False	89,791
40	1.0016	0.9625	0.0391	3.9%	0.0106	1.1%	72%	False	False	86,808
60	1.0016	0.9617	0.0399	4.0%	0.0104	1.0%	72%	False	False	84,160
80	1.0016	0.9352	0.0664	6.7%	0.0104	1.0%	83%	False	False	66,494
100	1.0016	0.9352	0.0664	6.7%	0.0102	1.0%	83%	False	False	53,312
120	1.0016	0.9352	0.0664	6.7%	0.0102	1.0%	83%	False	False	44,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0480
2.618	1.0291
1.618	1.0175
1.000	1.0103
0.618	1.0059
HIGH	0.9987
0.618	0.9943
0.500	0.9929
0.382	0.9915
LOW	0.9871
0.618	0.9799
1.000	0.9755
1.618	0.9683
2.618	0.9567
4.250	0.9378

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	0.9929	0.9934
PP	0.9921	0.9924
S1	0.9913	0.9915

Download as Excel Spreadsheet

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

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