CME Canadian Dollar Future September 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	0.9970	0.9955	-0.0015	-0.2%	0.9852
High	0.9987	0.9986	-0.0001	0.0%	0.9960
Low	0.9947	0.9934	-0.0013	-0.1%	0.9761
Close	0.9962	0.9947	-0.0015	-0.2%	0.9948
Range	0.0040	0.0052	0.0012	30.0%	0.0199
ATR	0.0066	0.0065	-0.0001	-1.5%	0.0000
Volume	86,322	79,644	-6,678	-7.7%	575,647

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0112	1.0081	0.9976
R3	1.0060	1.0029	0.9961
R2	1.0008	1.0008	0.9957
R1	0.9977	0.9977	0.9952	0.9967
PP	0.9956	0.9956	0.9956	0.9950
S1	0.9925	0.9925	0.9942	0.9915
S2	0.9904	0.9904	0.9937
S3	0.9852	0.9873	0.9933
S4	0.9800	0.9821	0.9918

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0487	1.0416	1.0057
R3	1.0288	1.0217	1.0003
R2	1.0089	1.0089	0.9984
R1	1.0018	1.0018	0.9966	1.0054
PP	0.9890	0.9890	0.9890	0.9907
S1	0.9819	0.9819	0.9930	0.9855
S2	0.9691	0.9691	0.9912
S3	0.9492	0.9620	0.9893
S4	0.9293	0.9421	0.9839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9987	0.9825	0.0162	1.6%	0.0062	0.6%	75%	False	False	97,130
10	0.9987	0.9761	0.0226	2.3%	0.0065	0.7%	82%	False	False	100,770
20	0.9987	0.9740	0.0247	2.5%	0.0060	0.6%	84%	False	False	87,316
40	0.9987	0.9610	0.0377	3.8%	0.0070	0.7%	89%	False	False	76,443
60	1.0015	0.9554	0.0461	4.6%	0.0071	0.7%	85%	False	False	51,244
80	1.0168	0.9554	0.0614	6.2%	0.0070	0.7%	64%	False	False	38,505
100	1.0168	0.9554	0.0614	6.2%	0.0066	0.7%	64%	False	False	30,826
120	1.0168	0.9554	0.0614	6.2%	0.0061	0.6%	64%	False	False	25,701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0207
2.618	1.0122
1.618	1.0070
1.000	1.0038
0.618	1.0018
HIGH	0.9986
0.618	0.9966
0.500	0.9960
0.382	0.9954
LOW	0.9934
0.618	0.9902
1.000	0.9882
1.618	0.9850
2.618	0.9798
4.250	0.9713

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	0.9960	0.9961
PP	0.9956	0.9956
S1	0.9951	0.9952

Download as Excel Spreadsheet

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

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