CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	1.0128	1.0100	-0.0028	-0.3%	1.0149
High	1.0137	1.0100	-0.0037	-0.4%	1.0225
Low	1.0128	1.0088	-0.0040	-0.4%	1.0088
Close	1.0142	1.0058	-0.0084	-0.8%	1.0058
Range	0.0009	0.0012	0.0003	33.3%	0.0137
ATR	0.0059	0.0059	0.0000	-0.6%	0.0000
Volume	16	10	-6	-37.5%	42

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0118	1.0100	1.0065
R3	1.0106	1.0088	1.0061
R2	1.0094	1.0094	1.0060
R1	1.0076	1.0076	1.0059	1.0079
PP	1.0082	1.0082	1.0082	1.0084
S1	1.0064	1.0064	1.0057	1.0067
S2	1.0070	1.0070	1.0056
S3	1.0058	1.0052	1.0055
S4	1.0046	1.0040	1.0051

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0535	1.0433	1.0133
R3	1.0398	1.0296	1.0096
R2	1.0261	1.0261	1.0083
R1	1.0159	1.0159	1.0071	1.0142
PP	1.0124	1.0124	1.0124	1.0115
S1	1.0022	1.0022	1.0045	1.0005
S2	0.9987	0.9987	1.0033
S3	0.9850	0.9885	1.0020
S4	0.9713	0.9748	0.9983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0225	1.0088	0.0137	1.4%	0.0017	0.2%	-22%	False	True	8
10	1.0261	1.0050	0.0211	2.1%	0.0024	0.2%	4%	False	False	17
20	1.0265	1.0050	0.0215	2.1%	0.0020	0.2%	4%	False	False	16

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0151
2.618	1.0131
1.618	1.0119
1.000	1.0112
0.618	1.0107
HIGH	1.0100
0.618	1.0095
0.500	1.0094
0.382	1.0093
LOW	1.0088
0.618	1.0081
1.000	1.0076
1.618	1.0069
2.618	1.0057
4.250	1.0037

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	1.0094	1.0157
PP	1.0082	1.0124
S1	1.0070	1.0091

Download as Excel Spreadsheet

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

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