CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	1.0025	1.0004	-0.0021	-0.2%	1.0025
High	1.0025	1.0030	0.0005	0.0%	1.0047
Low	1.0001	0.9999	-0.0002	0.0%	0.9910
Close	1.0004	1.0024	0.0020	0.2%	1.0034
Range	0.0024	0.0031	0.0007	29.2%	0.0137
ATR	0.0045	0.0044	-0.0001	-2.2%	0.0000
Volume	14	1,303	1,289	9,207.1%	594

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0111	1.0098	1.0041
R3	1.0080	1.0067	1.0033
R2	1.0049	1.0049	1.0030
R1	1.0036	1.0036	1.0027	1.0043
PP	1.0018	1.0018	1.0018	1.0021
S1	1.0005	1.0005	1.0021	1.0012
S2	0.9987	0.9987	1.0018
S3	0.9956	0.9974	1.0015
S4	0.9925	0.9943	1.0007

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0408	1.0358	1.0109
R3	1.0271	1.0221	1.0072
R2	1.0134	1.0134	1.0059
R1	1.0084	1.0084	1.0047	1.0109
PP	0.9997	0.9997	0.9997	1.0010
S1	0.9947	0.9947	1.0021	0.9972
S2	0.9860	0.9860	1.0009
S3	0.9723	0.9810	0.9996
S4	0.9586	0.9673	0.9959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0047	0.9994	0.0053	0.5%	0.0022	0.2%	57%	False	False	281
10	1.0067	0.9910	0.0157	1.6%	0.0029	0.3%	73%	False	False	248
20	1.0086	0.9900	0.0186	1.9%	0.0034	0.3%	67%	False	False	226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0162
2.618	1.0111
1.618	1.0080
1.000	1.0061
0.618	1.0049
HIGH	1.0030
0.618	1.0018
0.500	1.0015
0.382	1.0011
LOW	0.9999
0.618	0.9980
1.000	0.9968
1.618	0.9949
2.618	0.9918
4.250	0.9867

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	1.0021	1.0023
PP	1.0018	1.0023
S1	1.0015	1.0022

Download as Excel Spreadsheet

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

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