CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	0.9729	0.9727	-0.0002	0.0%	0.9616
High	0.9791	0.9756	-0.0035	-0.4%	0.9791
Low	0.9710	0.9654	-0.0056	-0.6%	0.9568
Close	0.9756	0.9715	-0.0041	-0.4%	0.9715
Range	0.0081	0.0102	0.0021	25.9%	0.0223
ATR	0.0081	0.0083	0.0001	1.8%	0.0000
Volume	118,959	108,797	-10,162	-8.5%	562,383

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0014	0.9967	0.9771
R3	0.9912	0.9865	0.9743
R2	0.9810	0.9810	0.9734
R1	0.9763	0.9763	0.9724	0.9736
PP	0.9708	0.9708	0.9708	0.9695
S1	0.9661	0.9661	0.9706	0.9634
S2	0.9606	0.9606	0.9696
S3	0.9504	0.9559	0.9687
S4	0.9402	0.9457	0.9659

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0360	1.0261	0.9838
R3	1.0137	1.0038	0.9776
R2	0.9914	0.9914	0.9756
R1	0.9815	0.9815	0.9735	0.9865
PP	0.9691	0.9691	0.9691	0.9716
S1	0.9592	0.9592	0.9695	0.9642
S2	0.9468	0.9468	0.9674
S3	0.9245	0.9369	0.9654
S4	0.9022	0.9146	0.9592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9791	0.9568	0.0223	2.3%	0.0085	0.9%	66%	False	False	112,476
10	0.9792	0.9568	0.0224	2.3%	0.0084	0.9%	66%	False	False	118,383
20	1.0038	0.9568	0.0470	4.8%	0.0084	0.9%	31%	False	False	112,626
40	1.0192	0.9568	0.0624	6.4%	0.0079	0.8%	24%	False	False	99,204
60	1.0192	0.9568	0.0624	6.4%	0.0076	0.8%	24%	False	False	92,548
80	1.0192	0.9568	0.0624	6.4%	0.0073	0.8%	24%	False	False	71,079
100	1.0192	0.9568	0.0624	6.4%	0.0069	0.7%	24%	False	False	56,897
120	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	24%	False	False	47,436

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0190
2.618	1.0023
1.618	0.9921
1.000	0.9858
0.618	0.9819
HIGH	0.9756
0.618	0.9717
0.500	0.9705
0.382	0.9693
LOW	0.9654
0.618	0.9591
1.000	0.9552
1.618	0.9489
2.618	0.9387
4.250	0.9221

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	0.9712	0.9713
PP	0.9708	0.9710
S1	0.9705	0.9708

Download as Excel Spreadsheet

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

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