CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	0.9805	0.9795	-0.0010	-0.1%	0.9815
High	0.9805	0.9796	-0.0009	-0.1%	0.9890
Low	0.9750	0.9690	-0.0060	-0.6%	0.9690
Close	0.9777	0.9706	-0.0071	-0.7%	0.9706
Range	0.0055	0.0106	0.0051	92.7%	0.0200
ATR	0.0077	0.0079	0.0002	2.6%	0.0000
Volume	114	160	46	40.4%	761

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0049	0.9983	0.9764
R3	0.9943	0.9877	0.9735
R2	0.9837	0.9837	0.9725
R1	0.9771	0.9771	0.9716	0.9751
PP	0.9731	0.9731	0.9731	0.9721
S1	0.9665	0.9665	0.9696	0.9645
S2	0.9625	0.9625	0.9687
S3	0.9519	0.9559	0.9677
S4	0.9413	0.9453	0.9648

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0362	1.0234	0.9816
R3	1.0162	1.0034	0.9761
R2	0.9962	0.9962	0.9743
R1	0.9834	0.9834	0.9724	0.9798
PP	0.9762	0.9762	0.9762	0.9744
S1	0.9634	0.9634	0.9688	0.9598
S2	0.9562	0.9562	0.9669
S3	0.9362	0.9434	0.9651
S4	0.9162	0.9234	0.9596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9890	0.9690	0.0200	2.1%	0.0062	0.6%	8%	False	True	164
10	0.9890	0.9690	0.0200	2.1%	0.0060	0.6%	8%	False	True	129
20	0.9905	0.9570	0.0335	3.5%	0.0068	0.7%	41%	False	False	146
40	0.9905	0.9484	0.0421	4.3%	0.0066	0.7%	53%	False	False	133
60	1.0058	0.9484	0.0574	5.9%	0.0064	0.7%	39%	False	False	104
80	1.0160	0.9360	0.0800	8.2%	0.0061	0.6%	43%	False	False	94
100	1.0195	0.9360	0.0835	8.6%	0.0050	0.5%	41%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0247
2.618	1.0074
1.618	0.9968
1.000	0.9902
0.618	0.9862
HIGH	0.9796
0.618	0.9756
0.500	0.9743
0.382	0.9730
LOW	0.9690
0.618	0.9624
1.000	0.9584
1.618	0.9518
2.618	0.9412
4.250	0.9240

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	0.9743	0.9766
PP	0.9731	0.9746
S1	0.9718	0.9726

Download as Excel Spreadsheet

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

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