CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	0.9799	0.9840	0.0041	0.4%	0.9710
High	0.9847	0.9866	0.0019	0.2%	0.9804
Low	0.9799	0.9811	0.0012	0.1%	0.9620
Close	0.9837	0.9832	-0.0005	-0.1%	0.9797
Range	0.0048	0.0055	0.0007	14.6%	0.0184
ATR	0.0069	0.0068	-0.0001	-1.5%	0.0000
Volume	114	274	160	140.4%	1,239

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0001	0.9972	0.9862
R3	0.9946	0.9917	0.9847
R2	0.9891	0.9891	0.9842
R1	0.9862	0.9862	0.9837	0.9849
PP	0.9836	0.9836	0.9836	0.9830
S1	0.9807	0.9807	0.9827	0.9794
S2	0.9781	0.9781	0.9822
S3	0.9726	0.9752	0.9817
S4	0.9671	0.9697	0.9802

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0292	1.0229	0.9898
R3	1.0108	1.0045	0.9848
R2	0.9924	0.9924	0.9831
R1	0.9861	0.9861	0.9814	0.9893
PP	0.9740	0.9740	0.9740	0.9756
S1	0.9677	0.9677	0.9780	0.9709
S2	0.9556	0.9556	0.9763
S3	0.9372	0.9493	0.9746
S4	0.9188	0.9309	0.9696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9866	0.9620	0.0246	2.5%	0.0077	0.8%	86%	True	False	402
10	0.9866	0.9620	0.0246	2.5%	0.0067	0.7%	86%	True	False	317
20	0.9866	0.9620	0.0246	2.5%	0.0063	0.6%	86%	True	False	270
40	0.9988	0.9545	0.0443	4.5%	0.0059	0.6%	65%	False	False	233
60	1.0136	0.9545	0.0591	6.0%	0.0053	0.5%	49%	False	False	183
80	1.0136	0.9545	0.0591	6.0%	0.0048	0.5%	49%	False	False	175
100	1.0136	0.9545	0.0591	6.0%	0.0045	0.5%	49%	False	False	175

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0100
2.618	1.0010
1.618	0.9955
1.000	0.9921
0.618	0.9900
HIGH	0.9866
0.618	0.9845
0.500	0.9839
0.382	0.9832
LOW	0.9811
0.618	0.9777
1.000	0.9756
1.618	0.9722
2.618	0.9667
4.250	0.9577

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	0.9839	0.9827
PP	0.9836	0.9823
S1	0.9834	0.9818

Download as Excel Spreadsheet

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

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