CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	1.0175	1.0165	-0.0010	-0.1%	1.0140
High	1.0192	1.0170	-0.0022	-0.2%	1.0194
Low	1.0172	1.0136	-0.0036	-0.4%	1.0132
Close	1.0197	1.0164	-0.0033	-0.3%	1.0164
Range	0.0020	0.0034	0.0014	70.0%	0.0062
ATR	0.0053	0.0054	0.0001	1.1%	0.0000
Volume	6	53	47	783.3%	80

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0259	1.0245	1.0183
R3	1.0225	1.0211	1.0173
R2	1.0191	1.0191	1.0170
R1	1.0177	1.0177	1.0167	1.0167
PP	1.0157	1.0157	1.0157	1.0152
S1	1.0143	1.0143	1.0161	1.0133
S2	1.0123	1.0123	1.0158
S3	1.0089	1.0109	1.0155
S4	1.0055	1.0075	1.0145

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0319	1.0198
R3	1.0287	1.0257	1.0181
R2	1.0225	1.0225	1.0175
R1	1.0195	1.0195	1.0170	1.0210
PP	1.0163	1.0163	1.0163	1.0171
S1	1.0133	1.0133	1.0158	1.0148
S2	1.0101	1.0101	1.0153
S3	1.0039	1.0071	1.0147
S4	0.9977	1.0009	1.0130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0194	1.0132	0.0062	0.6%	0.0014	0.1%	52%	False	False	16
10	1.0265	1.0100	0.0165	1.6%	0.0017	0.2%	39%	False	False	15
20	1.0267	1.0100	0.0167	1.6%	0.0021	0.2%	38%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0315
2.618	1.0259
1.618	1.0225
1.000	1.0204
0.618	1.0191
HIGH	1.0170
0.618	1.0157
0.500	1.0153
0.382	1.0149
LOW	1.0136
0.618	1.0115
1.000	1.0102
1.618	1.0081
2.618	1.0047
4.250	0.9992

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	1.0160	1.0164
PP	1.0157	1.0164
S1	1.0153	1.0164

Download as Excel Spreadsheet

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

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