CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	0.9940	0.9940	0.0000	0.0%	0.9822
High	0.9970	0.9944	-0.0026	-0.3%	0.9983
Low	0.9938	0.9900	-0.0038	-0.4%	0.9822
Close	0.9956	0.9940	-0.0016	-0.2%	0.9956
Range	0.0032	0.0044	0.0012	37.5%	0.0161
ATR	0.0074	0.0073	-0.0001	-1.7%	0.0000
Volume	323	74	-249	-77.1%	1,153

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0060	1.0044	0.9964
R3	1.0016	1.0000	0.9952
R2	0.9972	0.9972	0.9948
R1	0.9956	0.9956	0.9944	0.9962
PP	0.9928	0.9928	0.9928	0.9931
S1	0.9912	0.9912	0.9936	0.9918
S2	0.9884	0.9884	0.9932
S3	0.9840	0.9868	0.9928
S4	0.9796	0.9824	0.9916

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0403	1.0341	1.0045
R3	1.0242	1.0180	1.0000
R2	1.0081	1.0081	0.9986
R1	1.0019	1.0019	0.9971	1.0050
PP	0.9920	0.9920	0.9920	0.9936
S1	0.9858	0.9858	0.9941	0.9889
S2	0.9759	0.9759	0.9926
S3	0.9598	0.9697	0.9912
S4	0.9437	0.9536	0.9867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9983	0.9825	0.0158	1.6%	0.0057	0.6%	73%	False	False	238
10	0.9983	0.9721	0.0262	2.6%	0.0065	0.7%	84%	False	False	197
20	0.9983	0.9664	0.0319	3.2%	0.0067	0.7%	87%	False	False	177
40	0.9983	0.9570	0.0413	4.2%	0.0068	0.7%	90%	False	False	148
60	0.9983	0.9484	0.0499	5.0%	0.0065	0.7%	91%	False	False	136
80	1.0058	0.9484	0.0574	5.8%	0.0063	0.6%	79%	False	False	116
100	1.0160	0.9360	0.0800	8.0%	0.0059	0.6%	73%	False	False	106
120	1.0195	0.9360	0.0835	8.4%	0.0051	0.5%	69%	False	False	91

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0131
2.618	1.0059
1.618	1.0015
1.000	0.9988
0.618	0.9971
HIGH	0.9944
0.618	0.9927
0.500	0.9922
0.382	0.9917
LOW	0.9900
0.618	0.9873
1.000	0.9856
1.618	0.9829
2.618	0.9785
4.250	0.9713

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	0.9934	0.9942
PP	0.9928	0.9941
S1	0.9922	0.9941

Download as Excel Spreadsheet

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

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