CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	1.0043	1.0036	-0.0007	-0.1%	0.9996
High	1.0043	1.0040	-0.0003	0.0%	1.0160
Low	1.0043	1.0036	-0.0007	-0.1%	0.9996
Close	1.0043	1.0045	0.0002	0.0%	1.0160
Range	0.0000	0.0004	0.0004		0.0164
ATR	0.0051	0.0048	-0.0003	-6.2%	0.0000
Volume	21	21	0	0.0%	318

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	1.0053	1.0047
R3	1.0048	1.0049	1.0046
R2	1.0044	1.0044	1.0046
R1	1.0045	1.0045	1.0045	1.0045
PP	1.0040	1.0040	1.0040	1.0040
S1	1.0041	1.0041	1.0045	1.0041
S2	1.0036	1.0036	1.0044
S3	1.0032	1.0037	1.0044
S4	1.0028	1.0033	1.0043

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0597	1.0543	1.0250
R3	1.0433	1.0379	1.0205
R2	1.0269	1.0269	1.0190
R1	1.0215	1.0215	1.0175	1.0242
PP	1.0105	1.0105	1.0105	1.0119
S1	1.0051	1.0051	1.0145	1.0078
S2	0.9941	0.9941	1.0130
S3	0.9777	0.9887	1.0115
S4	0.9613	0.9723	1.0070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0160	1.0030	0.0130	1.3%	0.0004	0.0%	12%	False	False	26
10	1.0160	0.9996	0.0164	1.6%	0.0009	0.1%	30%	False	False	45
20	1.0195	0.9996	0.0199	2.0%	0.0008	0.1%	25%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0057
2.618	1.0050
1.618	1.0046
1.000	1.0044
0.618	1.0042
HIGH	1.0040
0.618	1.0038
0.500	1.0038
0.382	1.0038
LOW	1.0036
0.618	1.0034
1.000	1.0032
1.618	1.0030
2.618	1.0026
4.250	1.0019

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	1.0043	1.0098
PP	1.0040	1.0080
S1	1.0038	1.0063

Download as Excel Spreadsheet

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

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