CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	0.9782	0.9778	-0.0004	0.0%	0.9723
High	0.9800	0.9778	-0.0022	-0.2%	0.9765
Low	0.9740	0.9680	-0.0060	-0.6%	0.9654
Close	0.9771	0.9692	-0.0079	-0.8%	0.9739
Range	0.0060	0.0098	0.0038	63.3%	0.0111
ATR	0.0064	0.0067	0.0002	3.8%	0.0000
Volume	254	253	-1	-0.4%	1,164

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0011	0.9949	0.9746
R3	0.9913	0.9851	0.9719
R2	0.9815	0.9815	0.9710
R1	0.9753	0.9753	0.9701	0.9735
PP	0.9717	0.9717	0.9717	0.9708
S1	0.9655	0.9655	0.9683	0.9637
S2	0.9619	0.9619	0.9674
S3	0.9521	0.9557	0.9665
S4	0.9423	0.9459	0.9638

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	1.0007	0.9800
R3	0.9941	0.9896	0.9770
R2	0.9830	0.9830	0.9759
R1	0.9785	0.9785	0.9749	0.9808
PP	0.9719	0.9719	0.9719	0.9731
S1	0.9674	0.9674	0.9729	0.9697
S2	0.9608	0.9608	0.9719
S3	0.9497	0.9563	0.9708
S4	0.9386	0.9452	0.9678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9680	0.0120	1.2%	0.0061	0.6%	10%	False	True	175
10	0.9800	0.9630	0.0170	1.8%	0.0062	0.6%	36%	False	False	220
20	0.9800	0.9545	0.0255	2.6%	0.0059	0.6%	58%	False	False	265
40	1.0136	0.9545	0.0591	6.1%	0.0055	0.6%	25%	False	False	180
60	1.0136	0.9545	0.0591	6.1%	0.0048	0.5%	25%	False	False	148
80	1.0136	0.9545	0.0591	6.1%	0.0044	0.5%	25%	False	False	162
100	1.0136	0.9545	0.0591	6.1%	0.0041	0.4%	25%	False	False	149

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

Fibonacci Retracements and Extensions
4.250	1.0195
2.618	1.0035
1.618	0.9937
1.000	0.9876
0.618	0.9839
HIGH	0.9778
0.618	0.9741
0.500	0.9729
0.382	0.9717
LOW	0.9680
0.618	0.9619
1.000	0.9582
1.618	0.9521
2.618	0.9423
4.250	0.9264

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	0.9729	0.9740
PP	0.9717	0.9724
S1	0.9704	0.9708

Download as Excel Spreadsheet

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

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