CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	0.9773	0.9780	0.0007	0.1%	0.9769
High	0.9790	0.9837	0.0047	0.5%	0.9837
Low	0.9723	0.9775	0.0052	0.5%	0.9723
Close	0.9785	0.9825	0.0040	0.4%	0.9825
Range	0.0067	0.0062	-0.0005	-7.5%	0.0114
ATR	0.0064	0.0064	0.0000	-0.3%	0.0000
Volume	210	604	394	187.6%	1,841

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9974	0.9859
R3	0.9936	0.9912	0.9842
R2	0.9874	0.9874	0.9836
R1	0.9850	0.9850	0.9831	0.9862
PP	0.9812	0.9812	0.9812	0.9819
S1	0.9788	0.9788	0.9819	0.9800
S2	0.9750	0.9750	0.9814
S3	0.9688	0.9726	0.9808
S4	0.9626	0.9664	0.9791

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0137	1.0095	0.9888
R3	1.0023	0.9981	0.9856
R2	0.9909	0.9909	0.9846
R1	0.9867	0.9867	0.9835	0.9888
PP	0.9795	0.9795	0.9795	0.9806
S1	0.9753	0.9753	0.9815	0.9774
S2	0.9681	0.9681	0.9804
S3	0.9567	0.9639	0.9794
S4	0.9453	0.9525	0.9762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9837	0.9723	0.0114	1.2%	0.0052	0.5%	89%	True	False	368
10	0.9866	0.9671	0.0195	2.0%	0.0060	0.6%	79%	False	False	415
20	0.9866	0.9620	0.0246	2.5%	0.0060	0.6%	83%	False	False	313
40	0.9866	0.9545	0.0321	3.3%	0.0059	0.6%	87%	False	False	282
60	1.0136	0.9545	0.0591	6.0%	0.0054	0.6%	47%	False	False	211
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	47%	False	False	185
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	47%	False	False	196

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0101
2.618	0.9999
1.618	0.9937
1.000	0.9899
0.618	0.9875
HIGH	0.9837
0.618	0.9813
0.500	0.9806
0.382	0.9799
LOW	0.9775
0.618	0.9737
1.000	0.9713
1.618	0.9675
2.618	0.9613
4.250	0.9512

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	0.9819	0.9810
PP	0.9812	0.9795
S1	0.9806	0.9780

Download as Excel Spreadsheet

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

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