CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	0.9728	0.9728	0.0000	0.0%	0.9755
High	0.9728	0.9728	0.0000	0.0%	0.9800
Low	0.9705	0.9620	-0.0085	-0.9%	0.9670
Close	0.9712	0.9625	-0.0087	-0.9%	0.9721
Range	0.0023	0.0108	0.0085	369.6%	0.0130
ATR	0.0062	0.0065	0.0003	5.3%	0.0000
Volume	120	322	202	168.3%	1,065

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9982	0.9911	0.9684
R3	0.9874	0.9803	0.9655
R2	0.9766	0.9766	0.9645
R1	0.9695	0.9695	0.9635	0.9677
PP	0.9658	0.9658	0.9658	0.9648
S1	0.9587	0.9587	0.9615	0.9569
S2	0.9550	0.9550	0.9605
S3	0.9442	0.9479	0.9595
S4	0.9334	0.9371	0.9566

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	0.9736	0.9620	0.0116	1.2%	0.0059	0.6%	4%	False	True	246
10	0.9800	0.9620	0.0180	1.9%	0.0060	0.6%	3%	False	True	211
20	0.9800	0.9545	0.0255	2.6%	0.0061	0.6%	31%	False	False	243
40	1.0097	0.9545	0.0552	5.7%	0.0057	0.6%	14%	False	False	204
60	1.0136	0.9545	0.0591	6.1%	0.0050	0.5%	14%	False	False	159
80	1.0136	0.9545	0.0591	6.1%	0.0046	0.5%	14%	False	False	156
100	1.0136	0.9545	0.0591	6.1%	0.0043	0.4%	14%	False	False	160

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	0.0008
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	1.0187
2.618	1.0011
1.618	0.9903
1.000	0.9836
0.618	0.9795
HIGH	0.9728
0.618	0.9687
0.500	0.9674
0.382	0.9661
LOW	0.9620
0.618	0.9553
1.000	0.9512
1.618	0.9445
2.618	0.9337
4.250	0.9161

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	0.9674	0.9678
PP	0.9658	0.9660
S1	0.9641	0.9643

Download as Excel Spreadsheet

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

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