CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	0.9826	0.9850	0.0024	0.2%	0.9769
High	0.9845	0.9865	0.0020	0.2%	0.9837
Low	0.9804	0.9823	0.0019	0.2%	0.9723
Close	0.9843	0.9856	0.0013	0.1%	0.9825
Range	0.0041	0.0042	0.0001	2.4%	0.0114
ATR	0.0060	0.0059	-0.0001	-2.2%	0.0000
Volume	204	320	116	56.9%	1,841

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9974	0.9957	0.9879
R3	0.9932	0.9915	0.9868
R2	0.9890	0.9890	0.9864
R1	0.9873	0.9873	0.9860	0.9882
PP	0.9848	0.9848	0.9848	0.9852
S1	0.9831	0.9831	0.9852	0.9840
S2	0.9806	0.9806	0.9848
S3	0.9764	0.9789	0.9844
S4	0.9722	0.9747	0.9833

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	0.9865	0.9723	0.0142	1.4%	0.0049	0.5%	94%	True	False	393
10	0.9866	0.9723	0.0143	1.5%	0.0050	0.5%	93%	False	False	389
20	0.9866	0.9620	0.0246	2.5%	0.0059	0.6%	96%	False	False	352
40	0.9866	0.9545	0.0321	3.3%	0.0058	0.6%	97%	False	False	298
60	1.0136	0.9545	0.0591	6.0%	0.0054	0.5%	53%	False	False	229
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	53%	False	False	194
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	53%	False	False	205

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0044
2.618	0.9975
1.618	0.9933
1.000	0.9907
0.618	0.9891
HIGH	0.9865
0.618	0.9849
0.500	0.9844
0.382	0.9839
LOW	0.9823
0.618	0.9797
1.000	0.9781
1.618	0.9755
2.618	0.9713
4.250	0.9645

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	0.9852	0.9848
PP	0.9848	0.9840
S1	0.9844	0.9832

Download as Excel Spreadsheet

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

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