CME Canadian Dollar Future September 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	0.9726	0.9697	-0.0029	-0.3%	0.9597
High	0.9745	0.9759	0.0014	0.1%	0.9772
Low	0.9688	0.9696	0.0008	0.1%	0.9554
Close	0.9705	0.9725	0.0020	0.2%	0.9697
Range	0.0057	0.0063	0.0006	10.5%	0.0218
ATR	0.0078	0.0077	-0.0001	-1.3%	0.0000
Volume	50,392	46,765	-3,627	-7.2%	16,630

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9916	0.9883	0.9760
R3	0.9853	0.9820	0.9742
R2	0.9790	0.9790	0.9737
R1	0.9757	0.9757	0.9731	0.9774
PP	0.9727	0.9727	0.9727	0.9735
S1	0.9694	0.9694	0.9719	0.9711
S2	0.9664	0.9664	0.9713
S3	0.9601	0.9631	0.9708
S4	0.9538	0.9568	0.9690

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0231	0.9817
R3	1.0110	1.0013	0.9757
R2	0.9892	0.9892	0.9737
R1	0.9795	0.9795	0.9717	0.9844
PP	0.9674	0.9674	0.9674	0.9699
S1	0.9577	0.9577	0.9677	0.9626
S2	0.9456	0.9456	0.9657
S3	0.9238	0.9359	0.9637
S4	0.9020	0.9141	0.9577

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9783	0.9639	0.0144	1.5%	0.0079	0.8%	60%	False	False	25,801
10	0.9783	0.9554	0.0229	2.4%	0.0081	0.8%	75%	False	False	14,202
20	0.9869	0.9554	0.0315	3.2%	0.0078	0.8%	54%	False	False	7,546
40	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	28%	False	False	3,928
60	1.0168	0.9554	0.0614	6.3%	0.0067	0.7%	28%	False	False	2,671
80	1.0168	0.9554	0.0614	6.3%	0.0062	0.6%	28%	False	False	2,031
100	1.0168	0.9554	0.0614	6.3%	0.0055	0.6%	28%	False	False	1,630
120	1.0168	0.9554	0.0614	6.3%	0.0050	0.5%	28%	False	False	1,361

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0027
2.618	0.9924
1.618	0.9861
1.000	0.9822
0.618	0.9798
HIGH	0.9759
0.618	0.9735
0.500	0.9728
0.382	0.9720
LOW	0.9696
0.618	0.9657
1.000	0.9633
1.618	0.9594
2.618	0.9531
4.250	0.9428

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	0.9728	0.9720
PP	0.9727	0.9716
S1	0.9726	0.9711

Download as Excel Spreadsheet

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

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