CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	0.9720	0.9766	0.0046	0.5%	0.9760
High	0.9765	0.9813	0.0048	0.5%	0.9840
Low	0.9706	0.9766	0.0060	0.6%	0.9706
Close	0.9756	0.9804	0.0048	0.5%	0.9804
Range	0.0059	0.0047	-0.0012	-20.3%	0.0134
ATR	0.0080	0.0078	-0.0002	-2.0%	0.0000
Volume	117	59	-58	-49.6%	239

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9935	0.9917	0.9830
R3	0.9888	0.9870	0.9817
R2	0.9841	0.9841	0.9813
R1	0.9823	0.9823	0.9808	0.9832
PP	0.9794	0.9794	0.9794	0.9799
S1	0.9776	0.9776	0.9800	0.9785
S2	0.9747	0.9747	0.9795
S3	0.9700	0.9729	0.9791
S4	0.9653	0.9682	0.9778

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0129	0.9878
R3	1.0051	0.9995	0.9841
R2	0.9917	0.9917	0.9829
R1	0.9861	0.9861	0.9816	0.9889
PP	0.9783	0.9783	0.9783	0.9798
S1	0.9727	0.9727	0.9792	0.9755
S2	0.9649	0.9649	0.9779
S3	0.9515	0.9593	0.9767
S4	0.9381	0.9459	0.9730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9840	0.9706	0.0134	1.4%	0.0054	0.6%	73%	False	False	84
10	0.9840	0.9575	0.0265	2.7%	0.0064	0.6%	86%	False	False	85
20	0.9905	0.9570	0.0335	3.4%	0.0070	0.7%	70%	False	False	114
40	0.9905	0.9484	0.0421	4.3%	0.0065	0.7%	76%	False	False	116
60	1.0058	0.9484	0.0574	5.9%	0.0061	0.6%	56%	False	False	96
80	1.0160	0.9360	0.0800	8.2%	0.0058	0.6%	56%	False	False	89
100	1.0195	0.9360	0.0835	8.5%	0.0048	0.5%	53%	False	False	74

Crabel Price Patterns
NR	True
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0013
2.618	0.9936
1.618	0.9889
1.000	0.9860
0.618	0.9842
HIGH	0.9813
0.618	0.9795
0.500	0.9790
0.382	0.9784
LOW	0.9766
0.618	0.9737
1.000	0.9719
1.618	0.9690
2.618	0.9643
4.250	0.9566

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	0.9799	0.9794
PP	0.9794	0.9783
S1	0.9790	0.9773

Download as Excel Spreadsheet

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

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