CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	0.9845	0.9839	-0.0006	-0.1%	0.9787
High	0.9855	0.9868	0.0013	0.1%	0.9858
Low	0.9816	0.9819	0.0003	0.0%	0.9740
Close	0.9842	0.9862	0.0020	0.2%	0.9845
Range	0.0039	0.0049	0.0010	25.6%	0.0118
ATR	0.0069	0.0067	-0.0001	-2.1%	0.0000
Volume	69,916	89,877	19,961	28.5%	412,962

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9997	0.9978	0.9889
R3	0.9948	0.9929	0.9875
R2	0.9899	0.9899	0.9871
R1	0.9880	0.9880	0.9866	0.9890
PP	0.9850	0.9850	0.9850	0.9854
S1	0.9831	0.9831	0.9858	0.9841
S2	0.9801	0.9801	0.9853
S3	0.9752	0.9782	0.9849
S4	0.9703	0.9733	0.9835

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0168	1.0125	0.9910
R3	1.0050	1.0007	0.9877
R2	0.9932	0.9932	0.9867
R1	0.9889	0.9889	0.9856	0.9911
PP	0.9814	0.9814	0.9814	0.9825
S1	0.9771	0.9771	0.9834	0.9793
S2	0.9696	0.9696	0.9823
S3	0.9578	0.9653	0.9813
S4	0.9460	0.9535	0.9780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9868	0.9740	0.0128	1.3%	0.0057	0.6%	95%	True	False	86,924
10	0.9885	0.9740	0.0145	1.5%	0.0056	0.6%	84%	False	False	66,249
20	0.9885	0.9632	0.0253	2.6%	0.0069	0.7%	91%	False	False	83,540
40	0.9885	0.9554	0.0331	3.4%	0.0073	0.7%	93%	False	False	49,669
60	1.0168	0.9554	0.0614	6.2%	0.0071	0.7%	50%	False	False	33,236
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	50%	False	False	24,970
100	1.0168	0.9554	0.0614	6.2%	0.0064	0.7%	50%	False	False	19,995
120	1.0168	0.9554	0.0614	6.2%	0.0058	0.6%	50%	False	False	16,670

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0076
2.618	0.9996
1.618	0.9947
1.000	0.9917
0.618	0.9898
HIGH	0.9868
0.618	0.9849
0.500	0.9844
0.382	0.9838
LOW	0.9819
0.618	0.9789
1.000	0.9770
1.618	0.9740
2.618	0.9691
4.250	0.9611

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	0.9856	0.9851
PP	0.9850	0.9839
S1	0.9844	0.9828

Download as Excel Spreadsheet

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

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