CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	1.0100	1.0081	-0.0019	-0.2%	0.9930
High	1.0110	1.0081	-0.0029	-0.3%	1.0110
Low	1.0090	1.0060	-0.0030	-0.3%	0.9910
Close	1.0098	1.0072	-0.0026	-0.3%	1.0072
Range	0.0020	0.0021	0.0001	5.0%	0.0200
ATR	0.0044	0.0043	0.0000	-0.9%	0.0000
Volume	57	64	7	12.3%	336

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0134	1.0124	1.0084
R3	1.0113	1.0103	1.0078
R2	1.0092	1.0092	1.0076
R1	1.0082	1.0082	1.0074	1.0077
PP	1.0071	1.0071	1.0071	1.0068
S1	1.0061	1.0061	1.0070	1.0056
S2	1.0050	1.0050	1.0068
S3	1.0029	1.0040	1.0066
S4	1.0008	1.0019	1.0060

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0631	1.0551	1.0182
R3	1.0431	1.0351	1.0127
R2	1.0231	1.0231	1.0109
R1	1.0151	1.0151	1.0090	1.0191
PP	1.0031	1.0031	1.0031	1.0051
S1	0.9951	0.9951	1.0054	0.9991
S2	0.9831	0.9831	1.0035
S3	0.9631	0.9751	1.0017
S4	0.9431	0.9551	0.9962

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0110	0.9910	0.0200	2.0%	0.0042	0.4%	81%	False	False	67
10	1.0110	0.9910	0.0200	2.0%	0.0029	0.3%	81%	False	False	81
20	1.0110	0.9910	0.0200	2.0%	0.0031	0.3%	81%	False	False	61
40	1.0110	0.9686	0.0424	4.2%	0.0027	0.3%	91%	False	False	38

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0170
2.618	1.0136
1.618	1.0115
1.000	1.0102
0.618	1.0094
HIGH	1.0081
0.618	1.0073
0.500	1.0071
0.382	1.0068
LOW	1.0060
0.618	1.0047
1.000	1.0039
1.618	1.0026
2.618	1.0005
4.250	0.9971

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	1.0072	1.0071
PP	1.0071	1.0070
S1	1.0071	1.0070

Download as Excel Spreadsheet

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

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