CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	0.9789	0.9697	-0.0092	-0.9%	0.9848
High	0.9816	0.9766	-0.0050	-0.5%	0.9908
Low	0.9706	0.9675	-0.0031	-0.3%	0.9706
Close	0.9724	0.9747	0.0023	0.2%	0.9724
Range	0.0110	0.0091	-0.0019	-17.3%	0.0202
ATR	0.0091	0.0091	0.0000	0.0%	0.0000
Volume	67,476	62,501	-4,975	-7.4%	242,154

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9966	0.9797
R3	0.9911	0.9875	0.9772
R2	0.9820	0.9820	0.9764
R1	0.9784	0.9784	0.9755	0.9802
PP	0.9729	0.9729	0.9729	0.9739
S1	0.9693	0.9693	0.9739	0.9711
S2	0.9638	0.9638	0.9730
S3	0.9547	0.9602	0.9722
S4	0.9456	0.9511	0.9697

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0385	1.0257	0.9835
R3	1.0183	1.0055	0.9780
R2	0.9981	0.9981	0.9761
R1	0.9853	0.9853	0.9743	0.9816
PP	0.9779	0.9779	0.9779	0.9761
S1	0.9651	0.9651	0.9705	0.9614
S2	0.9577	0.9577	0.9687
S3	0.9375	0.9449	0.9668
S4	0.9173	0.9247	0.9613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9908	0.9675	0.0233	2.4%	0.0083	0.8%	31%	False	True	60,931
10	0.9908	0.9675	0.0233	2.4%	0.0074	0.8%	31%	False	True	45,628
20	0.9908	0.9573	0.0335	3.4%	0.0083	0.9%	52%	False	False	42,935
40	0.9923	0.9485	0.0438	4.5%	0.0091	0.9%	60%	False	False	22,611
60	1.0075	0.9485	0.0590	6.1%	0.0101	1.0%	44%	False	False	15,200
80	1.0187	0.9359	0.0828	8.5%	0.0105	1.1%	47%	False	False	11,479
100	1.0245	0.9359	0.0886	9.1%	0.0097	1.0%	44%	False	False	9,200
120	1.0544	0.9359	0.1185	12.2%	0.0090	0.9%	33%	False	False	7,687

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0153
2.618	1.0004
1.618	0.9913
1.000	0.9857
0.618	0.9822
HIGH	0.9766
0.618	0.9731
0.500	0.9721
0.382	0.9710
LOW	0.9675
0.618	0.9619
1.000	0.9584
1.618	0.9528
2.618	0.9437
4.250	0.9288

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	0.9738	0.9769
PP	0.9729	0.9762
S1	0.9721	0.9754

Download as Excel Spreadsheet

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

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