CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	0.9852	0.9805	-0.0047	-0.5%	0.9845
High	0.9866	0.9833	-0.0033	-0.3%	0.9921
Low	0.9787	0.9766	-0.0021	-0.2%	0.9816
Close	0.9816	0.9772	-0.0044	-0.4%	0.9866
Range	0.0079	0.0067	-0.0012	-15.2%	0.0105
ATR	0.0065	0.0065	0.0000	0.2%	0.0000
Volume	109,807	108,836	-971	-0.9%	417,451

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9991	0.9949	0.9809
R3	0.9924	0.9882	0.9790
R2	0.9857	0.9857	0.9784
R1	0.9815	0.9815	0.9778	0.9803
PP	0.9790	0.9790	0.9790	0.9784
S1	0.9748	0.9748	0.9766	0.9736
S2	0.9723	0.9723	0.9760
S3	0.9656	0.9681	0.9754
S4	0.9589	0.9614	0.9735

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	0.9766	0.0155	1.6%	0.0060	0.6%	4%	False	True	95,260
10	0.9921	0.9740	0.0181	1.9%	0.0059	0.6%	18%	False	False	91,092
20	0.9921	0.9632	0.0289	3.0%	0.0065	0.7%	48%	False	False	82,842
40	0.9921	0.9554	0.0367	3.8%	0.0071	0.7%	59%	False	False	61,450
60	1.0160	0.9554	0.0606	6.2%	0.0071	0.7%	36%	False	False	41,137
80	1.0168	0.9554	0.0614	6.3%	0.0069	0.7%	36%	False	False	30,918
100	1.0168	0.9554	0.0614	6.3%	0.0065	0.7%	36%	False	False	24,755
120	1.0168	0.9554	0.0614	6.3%	0.0059	0.6%	36%	False	False	20,639

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	1.0008
1.618	0.9941
1.000	0.9900
0.618	0.9874
HIGH	0.9833
0.618	0.9807
0.500	0.9800
0.382	0.9792
LOW	0.9766
0.618	0.9725
1.000	0.9699
1.618	0.9658
2.618	0.9591
4.250	0.9481

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	0.9800	0.9842
PP	0.9790	0.9819
S1	0.9781	0.9795

Download as Excel Spreadsheet

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

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