CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	0.9881	0.9834	-0.0047	-0.5%	0.9824
High	0.9881	0.9834	-0.0047	-0.5%	0.9900
Low	0.9840	0.9768	-0.0072	-0.7%	0.9799
Close	0.9846	0.9797	-0.0049	-0.5%	0.9846
Range	0.0041	0.0066	0.0025	61.0%	0.0101
ATR	0.0058	0.0059	0.0001	2.5%	0.0000
Volume	766	435	-331	-43.2%	2,238

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9998	0.9963	0.9833
R3	0.9932	0.9897	0.9815
R2	0.9866	0.9866	0.9809
R1	0.9831	0.9831	0.9803	0.9816
PP	0.9800	0.9800	0.9800	0.9792
S1	0.9765	0.9765	0.9791	0.9750
S2	0.9734	0.9734	0.9785
S3	0.9668	0.9699	0.9779
S4	0.9602	0.9633	0.9761

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	0.9768	0.0132	1.3%	0.0044	0.5%	22%	False	True	408
10	0.9900	0.9723	0.0177	1.8%	0.0048	0.5%	42%	False	False	417
20	0.9900	0.9620	0.0280	2.9%	0.0055	0.6%	63%	False	False	388
40	0.9900	0.9545	0.0355	3.6%	0.0057	0.6%	71%	False	False	325
60	1.0136	0.9545	0.0591	6.0%	0.0055	0.6%	43%	False	False	254
80	1.0136	0.9545	0.0591	6.0%	0.0050	0.5%	43%	False	False	211
100	1.0136	0.9545	0.0591	6.0%	0.0047	0.5%	43%	False	False	203
120	1.0136	0.9545	0.0591	6.0%	0.0044	0.4%	43%	False	False	191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0115
2.618	1.0007
1.618	0.9941
1.000	0.9900
0.618	0.9875
HIGH	0.9834
0.618	0.9809
0.500	0.9801
0.382	0.9793
LOW	0.9768
0.618	0.9727
1.000	0.9702
1.618	0.9661
2.618	0.9595
4.250	0.9488

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	0.9801	0.9834
PP	0.9800	0.9822
S1	0.9798	0.9809

Download as Excel Spreadsheet

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

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