CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	0.9885	0.9907	0.0022	0.2%	0.9845
High	0.9921	0.9918	-0.0003	0.0%	0.9921
Low	0.9876	0.9858	-0.0018	-0.2%	0.9816
Close	0.9915	0.9866	-0.0049	-0.5%	0.9866
Range	0.0045	0.0060	0.0015	33.3%	0.0105
ATR	0.0064	0.0064	0.0000	-0.5%	0.0000
Volume	96,133	85,238	-10,895	-11.3%	417,451

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0061	1.0023	0.9899
R3	1.0001	0.9963	0.9883
R2	0.9941	0.9941	0.9877
R1	0.9903	0.9903	0.9872	0.9892
PP	0.9881	0.9881	0.9881	0.9875
S1	0.9843	0.9843	0.9861	0.9832
S2	0.9821	0.9821	0.9855
S3	0.9761	0.9783	0.9850
S4	0.9701	0.9723	0.9833

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0183	1.0129	0.9924
R3	1.0078	1.0024	0.9895
R2	0.9973	0.9973	0.9885
R1	0.9919	0.9919	0.9876	0.9946
PP	0.9868	0.9868	0.9868	0.9881
S1	0.9814	0.9814	0.9856	0.9841
S2	0.9763	0.9763	0.9847
S3	0.9658	0.9709	0.9837
S4	0.9553	0.9604	0.9808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9921	0.9816	0.0105	1.1%	0.0048	0.5%	48%	False	False	83,490
10	0.9921	0.9740	0.0181	1.8%	0.0054	0.5%	70%	False	False	83,041
20	0.9921	0.9632	0.0289	2.9%	0.0064	0.6%	81%	False	False	80,214
40	0.9921	0.9554	0.0367	3.7%	0.0071	0.7%	85%	False	False	56,070
60	1.0168	0.9554	0.0614	6.2%	0.0070	0.7%	51%	False	False	37,511
80	1.0168	0.9554	0.0614	6.2%	0.0068	0.7%	51%	False	False	28,187
100	1.0168	0.9554	0.0614	6.2%	0.0064	0.6%	51%	False	False	22,570
120	1.0168	0.9554	0.0614	6.2%	0.0058	0.6%	51%	False	False	18,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0173
2.618	1.0075
1.618	1.0015
1.000	0.9978
0.618	0.9955
HIGH	0.9918
0.618	0.9895
0.500	0.9888
0.382	0.9881
LOW	0.9858
0.618	0.9821
1.000	0.9798
1.618	0.9761
2.618	0.9701
4.250	0.9603

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	0.9888	0.9881
PP	0.9881	0.9876
S1	0.9873	0.9871

Download as Excel Spreadsheet

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

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