CME Canadian Dollar Future September 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	0.9943	0.9951	0.0008	0.1%	0.9974
High	0.9963	0.9955	-0.0008	-0.1%	1.0020
Low	0.9943	0.9935	-0.0008	-0.1%	0.9927
Close	0.9961	0.9935	-0.0026	-0.3%	0.9927
Range	0.0020	0.0020	0.0000	0.0%	0.0093
ATR	0.0044	0.0043	-0.0001	-2.9%	0.0000
Volume	50	20	-30	-60.0%	281

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9988	0.9946
R3	0.9982	0.9968	0.9941
R2	0.9962	0.9962	0.9939
R1	0.9948	0.9948	0.9937	0.9945
PP	0.9942	0.9942	0.9942	0.9940
S1	0.9928	0.9928	0.9933	0.9925
S2	0.9922	0.9922	0.9931
S3	0.9902	0.9908	0.9930
S4	0.9882	0.9888	0.9924

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0237	1.0175	0.9978
R3	1.0144	1.0082	0.9953
R2	1.0051	1.0051	0.9944
R1	0.9989	0.9989	0.9936	0.9974
PP	0.9958	0.9958	0.9958	0.9950
S1	0.9896	0.9896	0.9918	0.9881
S2	0.9865	0.9865	0.9910
S3	0.9772	0.9803	0.9901
S4	0.9679	0.9710	0.9876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0020	0.9927	0.0093	0.9%	0.0025	0.3%	9%	False	False	29
10	1.0020	0.9917	0.0103	1.0%	0.0027	0.3%	17%	False	False	38
20	1.0020	0.9800	0.0220	2.2%	0.0026	0.3%	61%	False	False	25
40	1.0020	0.9585	0.0435	4.4%	0.0024	0.2%	80%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0003

Fibonacci Retracements and Extensions
4.250	1.0040
2.618	1.0007
1.618	0.9987
1.000	0.9975
0.618	0.9967
HIGH	0.9955
0.618	0.9947
0.500	0.9945
0.382	0.9943
LOW	0.9935
0.618	0.9923
1.000	0.9915
1.618	0.9903
2.618	0.9883
4.250	0.9850

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	0.9945	0.9945
PP	0.9942	0.9942
S1	0.9938	0.9938

Download as Excel Spreadsheet

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

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