CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	0.9824	0.9826	0.0002	0.0%	0.9769
High	0.9832	0.9845	0.0013	0.1%	0.9837
Low	0.9799	0.9804	0.0005	0.1%	0.9723
Close	0.9823	0.9843	0.0020	0.2%	0.9825
Range	0.0033	0.0041	0.0008	24.2%	0.0114
ATR	0.0062	0.0060	-0.0001	-2.4%	0.0000
Volume	630	204	-426	-67.6%	1,841

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9954	0.9939	0.9866
R3	0.9913	0.9898	0.9854
R2	0.9872	0.9872	0.9851
R1	0.9857	0.9857	0.9847	0.9865
PP	0.9831	0.9831	0.9831	0.9834
S1	0.9816	0.9816	0.9839	0.9824
S2	0.9790	0.9790	0.9835
S3	0.9749	0.9775	0.9832
S4	0.9708	0.9734	0.9820

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	0.9845	0.9723	0.0122	1.2%	0.0049	0.5%	98%	True	False	395
10	0.9866	0.9723	0.0143	1.5%	0.0050	0.5%	84%	False	False	368
20	0.9866	0.9620	0.0246	2.5%	0.0059	0.6%	91%	False	False	348
40	0.9866	0.9545	0.0321	3.3%	0.0058	0.6%	93%	False	False	299
60	1.0136	0.9545	0.0591	6.0%	0.0054	0.5%	50%	False	False	224
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	50%	False	False	193
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	50%	False	False	203

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0019
2.618	0.9952
1.618	0.9911
1.000	0.9886
0.618	0.9870
HIGH	0.9845
0.618	0.9829
0.500	0.9825
0.382	0.9820
LOW	0.9804
0.618	0.9779
1.000	0.9763
1.618	0.9738
2.618	0.9697
4.250	0.9630

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	0.9837	0.9832
PP	0.9831	0.9821
S1	0.9825	0.9810

Download as Excel Spreadsheet

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

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