CME Canadian Dollar Future June 2012

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

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	1.0071	1.0085	0.0014	0.1%	1.0100
High	1.0071	1.0085	0.0014	0.1%	1.0145
Low	1.0071	1.0085	0.0014	0.1%	1.0034
Close	1.0077	1.0073	-0.0004	0.0%	1.0063
Range
ATR	0.0045	0.0042	-0.0003	-5.9%	0.0000
Volume	13	4	-9	-69.2%	44

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0081	1.0077	1.0073
R3	1.0081	1.0077	1.0073
R2	1.0081	1.0081	1.0073
R1	1.0077	1.0077	1.0073	1.0079
PP	1.0081	1.0081	1.0081	1.0082
S1	1.0077	1.0077	1.0073	1.0079
S2	1.0081	1.0081	1.0073
S3	1.0081	1.0077	1.0073
S4	1.0081	1.0077	1.0073

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0414	1.0349	1.0124
R3	1.0303	1.0238	1.0094
R2	1.0192	1.0192	1.0083
R1	1.0127	1.0127	1.0073	1.0104
PP	1.0081	1.0081	1.0081	1.0069
S1	1.0016	1.0016	1.0053	0.9993
S2	0.9970	0.9970	1.0043
S3	0.9859	0.9905	1.0032
S4	0.9748	0.9794	1.0002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0100	1.0034	0.0066	0.7%	0.0009	0.1%	59%	False	False	10
10	1.0145	1.0000	0.0145	1.4%	0.0007	0.1%	50%	False	False	9

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	0.0000

Fibonacci Retracements and Extensions
4.250	1.0085
2.618	1.0085
1.618	1.0085
1.000	1.0085
0.618	1.0085
HIGH	1.0085
0.618	1.0085
0.500	1.0085
0.382	1.0085
LOW	1.0085
0.618	1.0085
1.000	1.0085
1.618	1.0085
2.618	1.0085
4.250	1.0085

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	1.0085	1.0077
PP	1.0081	1.0075
S1	1.0077	1.0074

Download as Excel Spreadsheet

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

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