CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	0.9787	0.9795	0.0008	0.1%	0.9819
High	0.9806	0.9821	0.0015	0.2%	0.9885
Low	0.9767	0.9761	-0.0006	-0.1%	0.9781
Close	0.9791	0.9762	-0.0029	-0.3%	0.9786
Range	0.0039	0.0060	0.0021	53.8%	0.0104
ATR	0.0073	0.0072	-0.0001	-1.3%	0.0000
Volume	64,664	73,468	8,804	13.6%	157,149

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9961	0.9922	0.9795
R3	0.9901	0.9862	0.9779
R2	0.9841	0.9841	0.9773
R1	0.9802	0.9802	0.9768	0.9792
PP	0.9781	0.9781	0.9781	0.9776
S1	0.9742	0.9742	0.9757	0.9732
S2	0.9721	0.9721	0.9751
S3	0.9661	0.9682	0.9746
S4	0.9601	0.9622	0.9729

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	0.9761	0.0124	1.3%	0.0055	0.6%	1%	False	True	45,574
10	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	51%	False	False	74,593
20	0.9885	0.9632	0.0253	2.6%	0.0071	0.7%	51%	False	False	75,742
40	0.9980	0.9554	0.0426	4.4%	0.0075	0.8%	49%	False	False	38,869
60	1.0168	0.9554	0.0614	6.3%	0.0072	0.7%	34%	False	False	26,017
80	1.0168	0.9554	0.0614	6.3%	0.0068	0.7%	34%	False	False	19,543
100	1.0168	0.9554	0.0614	6.3%	0.0062	0.6%	34%	False	False	15,654
120	1.0168	0.9554	0.0614	6.3%	0.0056	0.6%	34%	False	False	13,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0076
2.618	0.9978
1.618	0.9918
1.000	0.9881
0.618	0.9858
HIGH	0.9821
0.618	0.9798
0.500	0.9791
0.382	0.9784
LOW	0.9761
0.618	0.9724
1.000	0.9701
1.618	0.9664
2.618	0.9604
4.250	0.9506

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	0.9791	0.9804
PP	0.9781	0.9790
S1	0.9772	0.9776

Download as Excel Spreadsheet

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

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