CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	0.9995	1.0051	0.0056	0.6%	0.9992
High	1.0053	1.0051	-0.0002	0.0%	1.0030
Low	0.9995	1.0018	0.0023	0.2%	0.9922
Close	1.0053	1.0021	-0.0032	-0.3%	0.9969
Range	0.0058	0.0033	-0.0025	-43.1%	0.0108
ATR	0.0050	0.0049	-0.0001	-2.1%	0.0000
Volume	155	139	-16	-10.3%	516

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0129	1.0108	1.0039
R3	1.0096	1.0075	1.0030
R2	1.0063	1.0063	1.0027
R1	1.0042	1.0042	1.0024	1.0036
PP	1.0030	1.0030	1.0030	1.0027
S1	1.0009	1.0009	1.0018	1.0003
S2	0.9997	0.9997	1.0015
S3	0.9964	0.9976	1.0012
S4	0.9931	0.9943	1.0003

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0298	1.0241	1.0028
R3	1.0190	1.0133	0.9999
R2	1.0082	1.0082	0.9989
R1	1.0025	1.0025	0.9979	1.0000
PP	0.9974	0.9974	0.9974	0.9961
S1	0.9917	0.9917	0.9959	0.9892
S2	0.9866	0.9866	0.9949
S3	0.9758	0.9809	0.9939
S4	0.9650	0.9701	0.9910

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0053	0.9922	0.0131	1.3%	0.0041	0.4%	76%	False	False	99
10	1.0053	0.9914	0.0139	1.4%	0.0041	0.4%	77%	False	False	110
20	1.0078	0.9914	0.0164	1.6%	0.0034	0.3%	65%	False	False	144
40	1.0086	0.9900	0.0186	1.9%	0.0032	0.3%	65%	False	False	161

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	False
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	1.0191
2.618	1.0137
1.618	1.0104
1.000	1.0084
0.618	1.0071
HIGH	1.0051
0.618	1.0038
0.500	1.0035
0.382	1.0031
LOW	1.0018
0.618	0.9998
1.000	0.9985
1.618	0.9965
2.618	0.9932
4.250	0.9878

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	1.0035	1.0015
PP	1.0030	1.0008
S1	1.0026	1.0002

Download as Excel Spreadsheet

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

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