CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	0.9950	0.9962	0.0012	0.1%	0.9834
High	0.9965	0.9964	-0.0001	0.0%	0.9935
Low	0.9925	0.9915	-0.0010	-0.1%	0.9745
Close	0.9942	0.9927	-0.0015	-0.2%	0.9927
Range	0.0040	0.0049	0.0009	22.5%	0.0190
ATR	0.0059	0.0059	-0.0001	-1.3%	0.0000
Volume	718	351	-367	-51.1%	2,359

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0082	1.0054	0.9954
R3	1.0033	1.0005	0.9940
R2	0.9984	0.9984	0.9936
R1	0.9956	0.9956	0.9931	0.9946
PP	0.9935	0.9935	0.9935	0.9930
S1	0.9907	0.9907	0.9923	0.9897
S2	0.9886	0.9886	0.9918
S3	0.9837	0.9858	0.9914
S4	0.9788	0.9809	0.9900

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0439	1.0373	1.0032
R3	1.0249	1.0183	0.9979
R2	1.0059	1.0059	0.9962
R1	0.9993	0.9993	0.9944	1.0026
PP	0.9869	0.9869	0.9869	0.9886
S1	0.9803	0.9803	0.9910	0.9836
S2	0.9679	0.9679	0.9892
S3	0.9489	0.9613	0.9875
S4	0.9299	0.9423	0.9823

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9965	0.9814	0.0151	1.5%	0.0055	0.6%	75%	False	False	550
10	0.9965	0.9745	0.0220	2.2%	0.0056	0.6%	83%	False	False	538
20	0.9965	0.9723	0.0242	2.4%	0.0053	0.5%	84%	False	False	464
40	0.9965	0.9618	0.0347	3.5%	0.0059	0.6%	89%	False	False	364
60	0.9988	0.9545	0.0443	4.5%	0.0057	0.6%	86%	False	False	307
80	1.0136	0.9545	0.0591	6.0%	0.0053	0.5%	65%	False	False	250
100	1.0136	0.9545	0.0591	6.0%	0.0049	0.5%	65%	False	False	231
120	1.0136	0.9545	0.0591	6.0%	0.0046	0.5%	65%	False	False	221

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0172
2.618	1.0092
1.618	1.0043
1.000	1.0013
0.618	0.9994
HIGH	0.9964
0.618	0.9945
0.500	0.9940
0.382	0.9934
LOW	0.9915
0.618	0.9885
1.000	0.9866
1.618	0.9836
2.618	0.9787
4.250	0.9707

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	0.9940	0.9940
PP	0.9935	0.9936
S1	0.9931	0.9931

Download as Excel Spreadsheet

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

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