CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	0.9870	0.9881	0.0011	0.1%	0.9824
High	0.9900	0.9881	-0.0019	-0.2%	0.9900
Low	0.9869	0.9840	-0.0029	-0.3%	0.9799
Close	0.9895	0.9846	-0.0049	-0.5%	0.9846
Range	0.0031	0.0041	0.0010	32.3%	0.0101
ATR	0.0058	0.0058	0.0000	-0.4%	0.0000
Volume	318	766	448	140.9%	2,238

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9979	0.9953	0.9869
R3	0.9938	0.9912	0.9857
R2	0.9897	0.9897	0.9854
R1	0.9871	0.9871	0.9850	0.9864
PP	0.9856	0.9856	0.9856	0.9852
S1	0.9830	0.9830	0.9842	0.9823
S2	0.9815	0.9815	0.9838
S3	0.9774	0.9789	0.9835
S4	0.9733	0.9748	0.9823

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0151	1.0100	0.9902
R3	1.0050	0.9999	0.9874
R2	0.9949	0.9949	0.9865
R1	0.9898	0.9898	0.9855	0.9924
PP	0.9848	0.9848	0.9848	0.9861
S1	0.9797	0.9797	0.9837	0.9823
S2	0.9747	0.9747	0.9827
S3	0.9646	0.9696	0.9818
S4	0.9545	0.9595	0.9790

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9799	0.0101	1.0%	0.0038	0.4%	47%	False	False	447
10	0.9900	0.9723	0.0177	1.8%	0.0045	0.5%	69%	False	False	407
20	0.9900	0.9620	0.0280	2.8%	0.0054	0.6%	81%	False	False	381
40	0.9900	0.9545	0.0355	3.6%	0.0057	0.6%	85%	False	False	323
60	1.0136	0.9545	0.0591	6.0%	0.0054	0.6%	51%	False	False	247
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	51%	False	False	206
100	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	51%	False	False	206
120	1.0136	0.9545	0.0591	6.0%	0.0043	0.4%	51%	False	False	188

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0055
2.618	0.9988
1.618	0.9947
1.000	0.9922
0.618	0.9906
HIGH	0.9881
0.618	0.9865
0.500	0.9861
0.382	0.9856
LOW	0.9840
0.618	0.9815
1.000	0.9799
1.618	0.9774
2.618	0.9733
4.250	0.9666

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	0.9861	0.9862
PP	0.9856	0.9856
S1	0.9851	0.9851

Download as Excel Spreadsheet

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

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