CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	0.9686	0.9725	0.0039	0.4%	0.9815
High	0.9746	0.9812	0.0066	0.7%	0.9890
Low	0.9664	0.9725	0.0061	0.6%	0.9690
Close	0.9729	0.9811	0.0082	0.8%	0.9706
Range	0.0082	0.0087	0.0005	6.1%	0.0200
ATR	0.0080	0.0080	0.0001	0.7%	0.0000
Volume	141	272	131	92.9%	761

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0044	1.0014	0.9859
R3	0.9957	0.9927	0.9835
R2	0.9870	0.9870	0.9827
R1	0.9840	0.9840	0.9819	0.9855
PP	0.9783	0.9783	0.9783	0.9790
S1	0.9753	0.9753	0.9803	0.9768
S2	0.9696	0.9696	0.9795
S3	0.9609	0.9666	0.9787
S4	0.9522	0.9579	0.9763

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	0.9842	0.9664	0.0178	1.8%	0.0071	0.7%	83%	False	False	210
10	0.9890	0.9664	0.0226	2.3%	0.0068	0.7%	65%	False	False	141
20	0.9890	0.9570	0.0320	3.3%	0.0064	0.7%	75%	False	False	148
40	0.9905	0.9484	0.0421	4.3%	0.0067	0.7%	78%	False	False	142
60	1.0058	0.9484	0.0574	5.9%	0.0065	0.7%	57%	False	False	106
80	1.0160	0.9360	0.0800	8.2%	0.0062	0.6%	56%	False	False	99
100	1.0195	0.9360	0.0835	8.5%	0.0052	0.5%	54%	False	False	85

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0182
2.618	1.0040
1.618	0.9953
1.000	0.9899
0.618	0.9866
HIGH	0.9812
0.618	0.9779
0.500	0.9769
0.382	0.9758
LOW	0.9725
0.618	0.9671
1.000	0.9638
1.618	0.9584
2.618	0.9497
4.250	0.9355

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	0.9797	0.9787
PP	0.9783	0.9762
S1	0.9769	0.9738

Download as Excel Spreadsheet

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

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