CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	1.0000	1.0051	0.0051	0.5%	1.0070
High	1.0000	1.0051	0.0051	0.5%	1.0070
Low	1.0000	1.0051	0.0051	0.5%	1.0000
Close	1.0094	1.0051	-0.0043	-0.4%	1.0051
Range
ATR
Volume	11	14	3	27.3%	140

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	1.0051	1.0051
R3	1.0051	1.0051	1.0051
R2	1.0051	1.0051	1.0051
R1	1.0051	1.0051	1.0051	1.0051
PP	1.0051	1.0051	1.0051	1.0051
S1	1.0051	1.0051	1.0051	1.0051
S2	1.0051	1.0051	1.0051
S3	1.0051	1.0051	1.0051
S4	1.0051	1.0051	1.0051

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0250	1.0221	1.0090
R3	1.0180	1.0151	1.0070
R2	1.0110	1.0110	1.0064
R1	1.0081	1.0081	1.0057	1.0061
PP	1.0040	1.0040	1.0040	1.0030
S1	1.0011	1.0011	1.0045	0.9991
S2	0.9970	0.9970	1.0038
S3	0.9900	0.9941	1.0032
S4	0.9830	0.9871	1.0013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0070	1.0000	0.0070	0.7%	0.0013	0.1%	73%	False	False	28
10	1.0374	1.0000	0.0374	3.7%	0.0019	0.2%	14%	False	False	24

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0001

Fibonacci Retracements and Extensions
4.250	1.0051
2.618	1.0051
1.618	1.0051
1.000	1.0051
0.618	1.0051
HIGH	1.0051
0.618	1.0051
0.500	1.0051
0.382	1.0051
LOW	1.0051
0.618	1.0051
1.000	1.0051
1.618	1.0051
2.618	1.0051
4.250	1.0051

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	1.0051	1.0043
PP	1.0051	1.0034
S1	1.0051	1.0026

Download as Excel Spreadsheet

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

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