CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	0.9771	0.9803	0.0032	0.3%	0.9955
High	0.9810	0.9820	0.0010	0.1%	0.9980
Low	0.9735	0.9745	0.0010	0.1%	0.9755
Close	0.9784	0.9775	-0.0009	-0.1%	0.9764
Range	0.0075	0.0075	0.0000	0.0%	0.0225
ATR	0.0071	0.0072	0.0000	0.4%	0.0000
Volume	1,023	342	-681	-66.6%	2,631

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0005	0.9965	0.9816
R3	0.9930	0.9890	0.9796
R2	0.9855	0.9855	0.9789
R1	0.9815	0.9815	0.9782	0.9798
PP	0.9780	0.9780	0.9780	0.9771
S1	0.9740	0.9740	0.9768	0.9723
S2	0.9705	0.9705	0.9761
S3	0.9630	0.9665	0.9754
S4	0.9555	0.9590	0.9734

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0508	1.0361	0.9888
R3	1.0283	1.0136	0.9826
R2	1.0058	1.0058	0.9805
R1	0.9911	0.9911	0.9785	0.9872
PP	0.9833	0.9833	0.9833	0.9814
S1	0.9686	0.9686	0.9743	0.9647
S2	0.9608	0.9608	0.9723
S3	0.9383	0.9461	0.9702
S4	0.9158	0.9236	0.9640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9915	0.9735	0.0180	1.8%	0.0078	0.8%	22%	False	False	644
10	1.0015	0.9735	0.0280	2.9%	0.0075	0.8%	14%	False	False	506
20	1.0168	0.9735	0.0433	4.4%	0.0068	0.7%	9%	False	False	401
40	1.0168	0.9735	0.0433	4.4%	0.0064	0.7%	9%	False	False	299
60	1.0168	0.9735	0.0433	4.4%	0.0059	0.6%	9%	False	False	234
80	1.0168	0.9735	0.0433	4.4%	0.0052	0.5%	9%	False	False	188
100	1.0168	0.9686	0.0482	4.9%	0.0046	0.5%	18%	False	False	154

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021

Fibonacci Retracements and Extensions
4.250	1.0139
2.618	1.0016
1.618	0.9941
1.000	0.9895
0.618	0.9866
HIGH	0.9820
0.618	0.9791
0.500	0.9783
0.382	0.9774
LOW	0.9745
0.618	0.9699
1.000	0.9670
1.618	0.9624
2.618	0.9549
4.250	0.9426

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	0.9783	0.9786
PP	0.9780	0.9782
S1	0.9778	0.9779

Download as Excel Spreadsheet

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

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