CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	1.0004	1.0000	-0.0004	0.0%	0.9994
High	1.0030	1.0024	-0.0006	-0.1%	1.0045
Low	0.9999	1.0000	0.0001	0.0%	0.9994
Close	1.0024	1.0024	0.0000	0.0%	1.0024
Range	0.0031	0.0024	-0.0007	-22.6%	0.0051
ATR	0.0044	0.0042	-0.0001	-3.2%	0.0000
Volume	1,303	189	-1,114	-85.5%	1,566

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0088	1.0080	1.0037
R3	1.0064	1.0056	1.0031
R2	1.0040	1.0040	1.0028
R1	1.0032	1.0032	1.0026	1.0036
PP	1.0016	1.0016	1.0016	1.0018
S1	1.0008	1.0008	1.0022	1.0012
S2	0.9992	0.9992	1.0020
S3	0.9968	0.9984	1.0017
S4	0.9944	0.9960	1.0011

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0174	1.0150	1.0052
R3	1.0123	1.0099	1.0038
R2	1.0072	1.0072	1.0033
R1	1.0048	1.0048	1.0029	1.0060
PP	1.0021	1.0021	1.0021	1.0027
S1	0.9997	0.9997	1.0019	1.0009
S2	0.9970	0.9970	1.0015
S3	0.9919	0.9946	1.0010
S4	0.9868	0.9895	0.9996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0045	0.9994	0.0051	0.5%	0.0024	0.2%	59%	False	False	313
10	1.0047	0.9910	0.0137	1.4%	0.0029	0.3%	83%	False	False	216
20	1.0086	0.9900	0.0186	1.9%	0.0032	0.3%	67%	False	False	234

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0126
2.618	1.0087
1.618	1.0063
1.000	1.0048
0.618	1.0039
HIGH	1.0024
0.618	1.0015
0.500	1.0012
0.382	1.0009
LOW	1.0000
0.618	0.9985
1.000	0.9976
1.618	0.9961
2.618	0.9937
4.250	0.9898

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	1.0020	1.0021
PP	1.0016	1.0018
S1	1.0012	1.0015

Download as Excel Spreadsheet

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

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