CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	0.9700	0.9690	-0.0010	-0.1%	0.9550
High	0.9755	0.9707	-0.0048	-0.5%	0.9755
Low	0.9680	0.9630	-0.0050	-0.5%	0.9545
Close	0.9722	0.9682	-0.0040	-0.4%	0.9682
Range	0.0075	0.0077	0.0002	2.7%	0.0210
ATR	0.0063	0.0065	0.0002	3.3%	0.0000
Volume	288	262	-26	-9.0%	1,260

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9904	0.9870	0.9724
R3	0.9827	0.9793	0.9703
R2	0.9750	0.9750	0.9696
R1	0.9716	0.9716	0.9689	0.9695
PP	0.9673	0.9673	0.9673	0.9662
S1	0.9639	0.9639	0.9675	0.9618
S2	0.9596	0.9596	0.9668
S3	0.9519	0.9562	0.9661
S4	0.9442	0.9485	0.9640

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0291	1.0196	0.9798
R3	1.0081	0.9986	0.9740
R2	0.9871	0.9871	0.9721
R1	0.9776	0.9776	0.9701	0.9824
PP	0.9661	0.9661	0.9661	0.9684
S1	0.9566	0.9566	0.9663	0.9614
S2	0.9451	0.9451	0.9644
S3	0.9241	0.9356	0.9624
S4	0.9031	0.9146	0.9567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9755	0.9545	0.0210	2.2%	0.0063	0.7%	65%	False	False	252
10	0.9755	0.9545	0.0210	2.2%	0.0058	0.6%	65%	False	False	302
20	0.9988	0.9545	0.0443	4.6%	0.0057	0.6%	31%	False	False	219
40	1.0136	0.9545	0.0591	6.1%	0.0049	0.5%	23%	False	False	142
60	1.0136	0.9545	0.0591	6.1%	0.0045	0.5%	23%	False	False	131
80	1.0136	0.9545	0.0591	6.1%	0.0042	0.4%	23%	False	False	155

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0034
2.618	0.9909
1.618	0.9832
1.000	0.9784
0.618	0.9755
HIGH	0.9707
0.618	0.9678
0.500	0.9669
0.382	0.9659
LOW	0.9630
0.618	0.9582
1.000	0.9553
1.618	0.9505
2.618	0.9428
4.250	0.9303

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	0.9678	0.9687
PP	0.9673	0.9685
S1	0.9669	0.9684

Download as Excel Spreadsheet

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

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