CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	0.9756	0.9776	0.0020	0.2%	0.9749
High	0.9771	0.9795	0.0024	0.2%	0.9783
Low	0.9725	0.9710	-0.0015	-0.2%	0.9663
Close	0.9754	0.9741	-0.0013	-0.1%	0.9754
Range	0.0046	0.0085	0.0039	84.8%	0.0120
ATR	0.0074	0.0075	0.0001	1.0%	0.0000
Volume	65,289	101,414	36,125	55.3%	188,991

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0004	0.9957	0.9788
R3	0.9919	0.9872	0.9764
R2	0.9834	0.9834	0.9757
R1	0.9787	0.9787	0.9749	0.9768
PP	0.9749	0.9749	0.9749	0.9739
S1	0.9702	0.9702	0.9733	0.9683
S2	0.9664	0.9664	0.9725
S3	0.9579	0.9617	0.9718
S4	0.9494	0.9532	0.9694

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0093	1.0044	0.9820
R3	0.9973	0.9924	0.9787
R2	0.9853	0.9853	0.9776
R1	0.9804	0.9804	0.9765	0.9829
PP	0.9733	0.9733	0.9733	0.9746
S1	0.9684	0.9684	0.9743	0.9709
S2	0.9613	0.9613	0.9732
S3	0.9493	0.9564	0.9721
S4	0.9373	0.9444	0.9688

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9795	0.9663	0.0132	1.4%	0.0064	0.7%	59%	True	False	55,734
10	0.9795	0.9574	0.0221	2.3%	0.0076	0.8%	76%	True	False	30,478
20	0.9820	0.9554	0.0266	2.7%	0.0076	0.8%	70%	False	False	15,798
40	1.0168	0.9554	0.0614	6.3%	0.0071	0.7%	30%	False	False	8,085
60	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	30%	False	False	5,447
80	1.0168	0.9554	0.0614	6.3%	0.0063	0.6%	30%	False	False	4,109
100	1.0168	0.9554	0.0614	6.3%	0.0055	0.6%	30%	False	False	3,296
120	1.0168	0.9554	0.0614	6.3%	0.0051	0.5%	30%	False	False	2,750

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	1.0018
1.618	0.9933
1.000	0.9880
0.618	0.9848
HIGH	0.9795
0.618	0.9763
0.500	0.9753
0.382	0.9742
LOW	0.9710
0.618	0.9657
1.000	0.9625
1.618	0.9572
2.618	0.9487
4.250	0.9349

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	0.9753	0.9746
PP	0.9749	0.9744
S1	0.9745	0.9743

Download as Excel Spreadsheet

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

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