CME Canadian Dollar Future June 2012

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

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	0.9742	0.9710	-0.0032	-0.3%	0.9616
High	0.9763	0.9778	0.0015	0.2%	0.9791
Low	0.9704	0.9710	0.0006	0.1%	0.9568
Close	0.9722	0.9743	0.0021	0.2%	0.9715
Range	0.0059	0.0068	0.0009	15.3%	0.0223
ATR	0.0082	0.0081	-0.0001	-1.2%	0.0000
Volume	121,297	106,325	-14,972	-12.3%	562,383

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9948	0.9913	0.9780
R3	0.9880	0.9845	0.9762
R2	0.9812	0.9812	0.9755
R1	0.9777	0.9777	0.9749	0.9795
PP	0.9744	0.9744	0.9744	0.9752
S1	0.9709	0.9709	0.9737	0.9727
S2	0.9676	0.9676	0.9731
S3	0.9608	0.9641	0.9724
S4	0.9540	0.9573	0.9706

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	0.9801	0.9654	0.0147	1.5%	0.0081	0.8%	61%	False	False	109,254
10	0.9801	0.9568	0.0233	2.4%	0.0084	0.9%	75%	False	False	115,535
20	0.9890	0.9568	0.0322	3.3%	0.0082	0.8%	54%	False	False	114,592
40	1.0192	0.9568	0.0624	6.4%	0.0079	0.8%	28%	False	False	100,311
60	1.0192	0.9568	0.0624	6.4%	0.0077	0.8%	28%	False	False	95,352
80	1.0192	0.9568	0.0624	6.4%	0.0073	0.8%	28%	False	False	76,529
100	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	28%	False	False	61,267
120	1.0192	0.9568	0.0624	6.4%	0.0070	0.7%	28%	False	False	51,079

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0067
2.618	0.9956
1.618	0.9888
1.000	0.9846
0.618	0.9820
HIGH	0.9778
0.618	0.9752
0.500	0.9744
0.382	0.9736
LOW	0.9710
0.618	0.9668
1.000	0.9642
1.618	0.9600
2.618	0.9532
4.250	0.9421

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	0.9744	0.9738
PP	0.9744	0.9734
S1	0.9743	0.9729

Download as Excel Spreadsheet

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

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