CME Canadian Dollar Future June 2012

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

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	0.9730	0.9769	0.0039	0.4%	0.9784
High	0.9792	0.9777	-0.0015	-0.2%	0.9843
Low	0.9726	0.9693	-0.0033	-0.3%	0.9697
Close	0.9760	0.9707	-0.0053	-0.5%	0.9709
Range	0.0066	0.0084	0.0018	27.3%	0.0146
ATR	0.0077	0.0078	0.0000	0.6%	0.0000
Volume	129,284	119,327	-9,957	-7.7%	513,978

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9978	0.9926	0.9753
R3	0.9894	0.9842	0.9730
R2	0.9810	0.9810	0.9722
R1	0.9758	0.9758	0.9715	0.9742
PP	0.9726	0.9726	0.9726	0.9718
S1	0.9674	0.9674	0.9699	0.9658
S2	0.9642	0.9642	0.9692
S3	0.9558	0.9590	0.9684
S4	0.9474	0.9506	0.9661

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	0.9795	0.9693	0.0102	1.1%	0.0073	0.7%	14%	False	True	116,014
10	0.9947	0.9693	0.0254	2.6%	0.0078	0.8%	6%	False	True	112,297
20	1.0165	0.9693	0.0472	4.9%	0.0079	0.8%	3%	False	True	100,200
40	1.0192	0.9693	0.0499	5.1%	0.0076	0.8%	3%	False	True	92,809
60	1.0192	0.9693	0.0499	5.1%	0.0073	0.8%	3%	False	True	80,344
80	1.0192	0.9693	0.0499	5.1%	0.0069	0.7%	3%	False	True	60,398
100	1.0192	0.9664	0.0528	5.4%	0.0069	0.7%	8%	False	False	48,351
120	1.0192	0.9570	0.0622	6.4%	0.0069	0.7%	22%	False	False	40,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0134
2.618	0.9997
1.618	0.9913
1.000	0.9861
0.618	0.9829
HIGH	0.9777
0.618	0.9745
0.500	0.9735
0.382	0.9725
LOW	0.9693
0.618	0.9641
1.000	0.9609
1.618	0.9557
2.618	0.9473
4.250	0.9336

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	0.9735	0.9743
PP	0.9726	0.9731
S1	0.9716	0.9719

Download as Excel Spreadsheet

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

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