CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	0.9770	0.9773	0.0003	0.0%	0.9794
High	0.9795	0.9790	-0.0005	-0.1%	0.9866
Low	0.9754	0.9723	-0.0031	-0.3%	0.9764
Close	0.9754	0.9785	0.0031	0.3%	0.9767
Range	0.0041	0.0067	0.0026	63.4%	0.0102
ATR	0.0064	0.0064	0.0000	0.3%	0.0000
Volume	329	210	-119	-36.2%	2,021

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9967	0.9943	0.9822
R3	0.9900	0.9876	0.9803
R2	0.9833	0.9833	0.9797
R1	0.9809	0.9809	0.9791	0.9821
PP	0.9766	0.9766	0.9766	0.9772
S1	0.9742	0.9742	0.9779	0.9754
S2	0.9699	0.9699	0.9773
S3	0.9632	0.9675	0.9767
S4	0.9565	0.9608	0.9748

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0105	1.0038	0.9823
R3	1.0003	0.9936	0.9795
R2	0.9901	0.9901	0.9786
R1	0.9834	0.9834	0.9776	0.9817
PP	0.9799	0.9799	0.9799	0.9790
S1	0.9732	0.9732	0.9758	0.9715
S2	0.9697	0.9697	0.9748
S3	0.9595	0.9630	0.9739
S4	0.9493	0.9528	0.9711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9833	0.9723	0.0110	1.1%	0.0053	0.5%	56%	False	True	372
10	0.9866	0.9620	0.0246	2.5%	0.0065	0.7%	67%	False	False	387
20	0.9866	0.9620	0.0246	2.5%	0.0059	0.6%	67%	False	False	287
40	0.9877	0.9545	0.0332	3.4%	0.0059	0.6%	72%	False	False	268
60	1.0136	0.9545	0.0591	6.0%	0.0053	0.5%	41%	False	False	202
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	41%	False	False	179
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	41%	False	False	190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0075
2.618	0.9965
1.618	0.9898
1.000	0.9857
0.618	0.9831
HIGH	0.9790
0.618	0.9764
0.500	0.9757
0.382	0.9749
LOW	0.9723
0.618	0.9682
1.000	0.9656
1.618	0.9615
2.618	0.9548
4.250	0.9438

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	0.9776	0.9777
PP	0.9766	0.9769
S1	0.9757	0.9762

Download as Excel Spreadsheet

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

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