CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	0.9851	0.9842	-0.0009	-0.1%	0.9819
High	0.9885	0.9847	-0.0038	-0.4%	0.9885
Low	0.9829	0.9781	-0.0048	-0.5%	0.9781
Close	0.9851	0.9786	-0.0065	-0.7%	0.9786
Range	0.0056	0.0066	0.0010	17.9%	0.0104
ATR	0.0076	0.0076	0.0000	-0.6%	0.0000
Volume	233	89,338	89,105	38,242.5%	157,149

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9960	0.9822
R3	0.9937	0.9894	0.9804
R2	0.9871	0.9871	0.9798
R1	0.9828	0.9828	0.9792	0.9817
PP	0.9805	0.9805	0.9805	0.9799
S1	0.9762	0.9762	0.9780	0.9751
S2	0.9739	0.9739	0.9774
S3	0.9673	0.9696	0.9768
S4	0.9607	0.9630	0.9750

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0062	0.9843
R3	1.0025	0.9958	0.9815
R2	0.9921	0.9921	0.9805
R1	0.9854	0.9854	0.9796	0.9836
PP	0.9817	0.9817	0.9817	0.9808
S1	0.9750	0.9750	0.9776	0.9732
S2	0.9713	0.9713	0.9767
S3	0.9609	0.9646	0.9757
S4	0.9505	0.9542	0.9729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9641	0.0244	2.5%	0.0079	0.8%	59%	False	False	61,855
10	0.9885	0.9632	0.0253	2.6%	0.0074	0.8%	61%	False	False	77,388
20	0.9885	0.9632	0.0253	2.6%	0.0076	0.8%	61%	False	False	69,688
40	1.0015	0.9554	0.0461	4.7%	0.0076	0.8%	50%	False	False	35,431
60	1.0168	0.9554	0.0614	6.3%	0.0073	0.7%	38%	False	False	23,722
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	38%	False	False	17,822
100	1.0168	0.9554	0.0614	6.3%	0.0062	0.6%	38%	False	False	14,273
120	1.0168	0.9554	0.0614	6.3%	0.0056	0.6%	38%	False	False	11,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0128
2.618	1.0020
1.618	0.9954
1.000	0.9913
0.618	0.9888
HIGH	0.9847
0.618	0.9822
0.500	0.9814
0.382	0.9806
LOW	0.9781
0.618	0.9740
1.000	0.9715
1.618	0.9674
2.618	0.9608
4.250	0.9501

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	0.9814	0.9833
PP	0.9805	0.9817
S1	0.9795	0.9802

Download as Excel Spreadsheet

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

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