CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	0.9970	0.9966	-0.0004	0.0%	1.0020
High	0.9996	0.9989	-0.0007	-0.1%	1.0044
Low	0.9963	0.9950	-0.0013	-0.1%	0.9933
Close	0.9983	0.9956	-0.0027	-0.3%	0.9949
Range	0.0033	0.0039	0.0006	18.2%	0.0111
ATR	0.0066	0.0064	-0.0002	-2.9%	0.0000
Volume	313	203	-110	-35.1%	773

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0082	1.0058	0.9977
R3	1.0043	1.0019	0.9967
R2	1.0004	1.0004	0.9963
R1	0.9980	0.9980	0.9960	0.9973
PP	0.9965	0.9965	0.9965	0.9961
S1	0.9941	0.9941	0.9952	0.9934
S2	0.9926	0.9926	0.9949
S3	0.9887	0.9902	0.9945
S4	0.9848	0.9863	0.9935

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0308	1.0240	1.0010
R3	1.0197	1.0129	0.9980
R2	1.0086	1.0086	0.9969
R1	1.0018	1.0018	0.9959	0.9997
PP	0.9975	0.9975	0.9975	0.9965
S1	0.9907	0.9907	0.9939	0.9886
S2	0.9864	0.9864	0.9929
S3	0.9753	0.9796	0.9918
S4	0.9642	0.9685	0.9888

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0044	0.9933	0.0111	1.1%	0.0048	0.5%	21%	False	False	180
10	1.0044	0.9933	0.0111	1.1%	0.0053	0.5%	21%	False	False	156
20	1.0044	0.9795	0.0249	2.5%	0.0056	0.6%	65%	False	False	171
40	1.0044	0.9575	0.0469	4.7%	0.0063	0.6%	81%	False	False	150
60	1.0044	0.9484	0.0560	5.6%	0.0067	0.7%	84%	False	False	157
80	1.0058	0.9484	0.0574	5.8%	0.0064	0.6%	82%	False	False	127
100	1.0058	0.9360	0.0698	7.0%	0.0063	0.6%	85%	False	False	118
120	1.0195	0.9360	0.0835	8.4%	0.0055	0.6%	71%	False	False	103

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0155
2.618	1.0091
1.618	1.0052
1.000	1.0028
0.618	1.0013
HIGH	0.9989
0.618	0.9974
0.500	0.9970
0.382	0.9965
LOW	0.9950
0.618	0.9926
1.000	0.9911
1.618	0.9887
2.618	0.9848
4.250	0.9784

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	0.9970	0.9975
PP	0.9965	0.9968
S1	0.9961	0.9962

Download as Excel Spreadsheet

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

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