CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	0.9733	0.9730	-0.0003	0.0%	0.9784
High	0.9754	0.9792	0.0038	0.4%	0.9843
Low	0.9697	0.9726	0.0029	0.3%	0.9697
Close	0.9709	0.9760	0.0051	0.5%	0.9709
Range	0.0057	0.0066	0.0009	15.8%	0.0146
ATR	0.0077	0.0077	0.0000	0.6%	0.0000
Volume	79,443	129,284	49,841	62.7%	513,978

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9957	0.9925	0.9796
R3	0.9891	0.9859	0.9778
R2	0.9825	0.9825	0.9772
R1	0.9793	0.9793	0.9766	0.9809
PP	0.9759	0.9759	0.9759	0.9768
S1	0.9727	0.9727	0.9754	0.9743
S2	0.9693	0.9693	0.9748
S3	0.9627	0.9661	0.9742
S4	0.9561	0.9595	0.9724

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0188	1.0094	0.9789
R3	1.0042	0.9948	0.9749
R2	0.9896	0.9896	0.9736
R1	0.9802	0.9802	0.9722	0.9776
PP	0.9750	0.9750	0.9750	0.9737
S1	0.9656	0.9656	0.9696	0.9630
S2	0.9604	0.9604	0.9682
S3	0.9458	0.9510	0.9669
S4	0.9312	0.9364	0.9629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9843	0.9697	0.0146	1.5%	0.0072	0.7%	43%	False	False	110,572
10	1.0002	0.9697	0.0305	3.1%	0.0078	0.8%	21%	False	False	109,934
20	1.0165	0.9697	0.0468	4.8%	0.0078	0.8%	13%	False	False	97,204
40	1.0192	0.9697	0.0495	5.1%	0.0076	0.8%	13%	False	False	91,932
60	1.0192	0.9697	0.0495	5.1%	0.0073	0.8%	13%	False	False	78,388
80	1.0192	0.9697	0.0495	5.1%	0.0069	0.7%	13%	False	False	58,907
100	1.0192	0.9664	0.0528	5.4%	0.0069	0.7%	18%	False	False	47,159
120	1.0192	0.9570	0.0622	6.4%	0.0069	0.7%	31%	False	False	39,322

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0073
2.618	0.9965
1.618	0.9899
1.000	0.9858
0.618	0.9833
HIGH	0.9792
0.618	0.9767
0.500	0.9759
0.382	0.9751
LOW	0.9726
0.618	0.9685
1.000	0.9660
1.618	0.9619
2.618	0.9553
4.250	0.9446

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	0.9760	0.9755
PP	0.9759	0.9750
S1	0.9759	0.9745

Download as Excel Spreadsheet

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

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