CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	0.9710	0.9691	-0.0019	-0.2%	0.9755
High	0.9710	0.9736	0.0026	0.3%	0.9800
Low	0.9657	0.9680	0.0023	0.2%	0.9670
Close	0.9678	0.9729	0.0051	0.5%	0.9721
Range	0.0053	0.0056	0.0003	5.7%	0.0130
ATR	0.0066	0.0065	-0.0001	-0.8%	0.0000
Volume	251	253	2	0.8%	1,065

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9862	0.9760
R3	0.9827	0.9806	0.9744
R2	0.9771	0.9771	0.9739
R1	0.9750	0.9750	0.9734	0.9761
PP	0.9715	0.9715	0.9715	0.9720
S1	0.9694	0.9694	0.9724	0.9705
S2	0.9659	0.9659	0.9719
S3	0.9603	0.9638	0.9714
S4	0.9547	0.9582	0.9698

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0120	1.0051	0.9793
R3	0.9990	0.9921	0.9757
R2	0.9860	0.9860	0.9745
R1	0.9791	0.9791	0.9733	0.9761
PP	0.9730	0.9730	0.9730	0.9715
S1	0.9661	0.9661	0.9709	0.9631
S2	0.9600	0.9600	0.9697
S3	0.9470	0.9531	0.9685
S4	0.9340	0.9401	0.9650

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9657	0.0143	1.5%	0.0064	0.7%	50%	False	False	259
10	0.9800	0.9657	0.0143	1.5%	0.0055	0.6%	50%	False	False	186
20	0.9800	0.9545	0.0255	2.6%	0.0060	0.6%	72%	False	False	251
40	1.0097	0.9545	0.0552	5.7%	0.0056	0.6%	33%	False	False	198
60	1.0136	0.9545	0.0591	6.1%	0.0049	0.5%	31%	False	False	156
80	1.0136	0.9545	0.0591	6.1%	0.0045	0.5%	31%	False	False	155
100	1.0136	0.9545	0.0591	6.1%	0.0042	0.4%	31%	False	False	157

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9974
2.618	0.9883
1.618	0.9827
1.000	0.9792
0.618	0.9771
HIGH	0.9736
0.618	0.9715
0.500	0.9708
0.382	0.9701
LOW	0.9680
0.618	0.9645
1.000	0.9624
1.618	0.9589
2.618	0.9533
4.250	0.9442

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	0.9722	0.9718
PP	0.9715	0.9707
S1	0.9708	0.9697

Download as Excel Spreadsheet

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

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