CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	0.9766	0.9815	0.0049	0.5%	0.9760
High	0.9813	0.9890	0.0077	0.8%	0.9840
Low	0.9766	0.9815	0.0049	0.5%	0.9706
Close	0.9804	0.9866	0.0062	0.6%	0.9804
Range	0.0047	0.0075	0.0028	59.6%	0.0134
ATR	0.0078	0.0079	0.0001	0.7%	0.0000
Volume	59	122	63	106.8%	239

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0082	1.0049	0.9907
R3	1.0007	0.9974	0.9887
R2	0.9932	0.9932	0.9880
R1	0.9899	0.9899	0.9873	0.9916
PP	0.9857	0.9857	0.9857	0.9865
S1	0.9824	0.9824	0.9859	0.9841
S2	0.9782	0.9782	0.9852
S3	0.9707	0.9749	0.9845
S4	0.9632	0.9674	0.9825

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	0.9890	0.9706	0.0184	1.9%	0.0065	0.7%	87%	True	False	72
10	0.9890	0.9575	0.0315	3.2%	0.0062	0.6%	92%	True	False	91
20	0.9905	0.9570	0.0335	3.4%	0.0070	0.7%	88%	False	False	119
40	0.9905	0.9484	0.0421	4.3%	0.0065	0.7%	91%	False	False	119
60	1.0058	0.9484	0.0574	5.8%	0.0063	0.6%	67%	False	False	96
80	1.0160	0.9360	0.0800	8.1%	0.0059	0.6%	63%	False	False	90
100	1.0195	0.9360	0.0835	8.5%	0.0049	0.5%	61%	False	False	75

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0209
2.618	1.0086
1.618	1.0011
1.000	0.9965
0.618	0.9936
HIGH	0.9890
0.618	0.9861
0.500	0.9853
0.382	0.9844
LOW	0.9815
0.618	0.9769
1.000	0.9740
1.618	0.9694
2.618	0.9619
4.250	0.9496

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	0.9862	0.9843
PP	0.9857	0.9821
S1	0.9853	0.9798

Download as Excel Spreadsheet

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

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