CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	0.9835	0.9805	-0.0030	-0.3%	0.9760
High	0.9842	0.9805	-0.0037	-0.4%	0.9840
Low	0.9815	0.9750	-0.0065	-0.7%	0.9706
Close	0.9836	0.9777	-0.0059	-0.6%	0.9804
Range	0.0027	0.0055	0.0028	103.7%	0.0134
ATR	0.0077	0.0077	0.0001	0.9%	0.0000
Volume	365	114	-251	-68.8%	239

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9942	0.9915	0.9807
R3	0.9887	0.9860	0.9792
R2	0.9832	0.9832	0.9787
R1	0.9805	0.9805	0.9782	0.9791
PP	0.9777	0.9777	0.9777	0.9771
S1	0.9750	0.9750	0.9772	0.9736
S2	0.9722	0.9722	0.9767
S3	0.9667	0.9695	0.9762
S4	0.9612	0.9640	0.9747

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%	0.0053	0.5%	39%	False	False	155
10	0.9890	0.9669	0.0221	2.3%	0.0058	0.6%	49%	False	False	121
20	0.9905	0.9570	0.0335	3.4%	0.0066	0.7%	62%	False	False	141
40	0.9905	0.9484	0.0421	4.3%	0.0065	0.7%	70%	False	False	129
60	1.0058	0.9484	0.0574	5.9%	0.0062	0.6%	51%	False	False	101
80	1.0160	0.9360	0.0800	8.2%	0.0060	0.6%	52%	False	False	93
100	1.0195	0.9360	0.0835	8.5%	0.0049	0.5%	50%	False	False	79

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0039
2.618	0.9949
1.618	0.9894
1.000	0.9860
0.618	0.9839
HIGH	0.9805
0.618	0.9784
0.500	0.9778
0.382	0.9771
LOW	0.9750
0.618	0.9716
1.000	0.9695
1.618	0.9661
2.618	0.9606
4.250	0.9516

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	0.9778	0.9820
PP	0.9777	0.9806
S1	0.9777	0.9791

Download as Excel Spreadsheet

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

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