CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	0.9976	0.9991	0.0015	0.2%	0.9927
High	1.0006	1.0033	0.0027	0.3%	0.9990
Low	0.9976	0.9991	0.0015	0.2%	0.9890
Close	1.0005	1.0020	0.0015	0.1%	0.9975
Range	0.0030	0.0042	0.0012	40.0%	0.0100
ATR	0.0058	0.0057	-0.0001	-2.0%	0.0000
Volume	187	524	337	180.2%	2,858

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0141	1.0122	1.0043
R3	1.0099	1.0080	1.0032
R2	1.0057	1.0057	1.0028
R1	1.0038	1.0038	1.0024	1.0048
PP	1.0015	1.0015	1.0015	1.0019
S1	0.9996	0.9996	1.0016	1.0006
S2	0.9973	0.9973	1.0012
S3	0.9931	0.9954	1.0008
S4	0.9889	0.9912	0.9997

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0252	1.0213	1.0030
R3	1.0152	1.0113	1.0003
R2	1.0052	1.0052	0.9993
R1	1.0013	1.0013	0.9984	1.0033
PP	0.9952	0.9952	0.9952	0.9961
S1	0.9913	0.9913	0.9966	0.9933
S2	0.9852	0.9852	0.9957
S3	0.9752	0.9813	0.9948
S4	0.9652	0.9713	0.9920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0033	0.9890	0.0143	1.4%	0.0054	0.5%	91%	True	False	392
10	1.0033	0.9814	0.0219	2.2%	0.0055	0.5%	94%	True	False	471
20	1.0033	0.9723	0.0310	3.1%	0.0053	0.5%	96%	True	False	465
40	1.0033	0.9620	0.0413	4.1%	0.0056	0.6%	97%	True	False	374
60	1.0033	0.9545	0.0488	4.9%	0.0057	0.6%	97%	True	False	334
80	1.0136	0.9545	0.0591	5.9%	0.0053	0.5%	80%	False	False	267
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	80%	False	False	234
120	1.0136	0.9545	0.0591	5.9%	0.0047	0.5%	80%	False	False	235

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	0.0005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0212
2.618	1.0143
1.618	1.0101
1.000	1.0075
0.618	1.0059
HIGH	1.0033
0.618	1.0017
0.500	1.0012
0.382	1.0007
LOW	0.9991
0.618	0.9965
1.000	0.9949
1.618	0.9923
2.618	0.9881
4.250	0.9813

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	1.0017	1.0011
PP	1.0015	1.0002
S1	1.0012	0.9993

Download as Excel Spreadsheet

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

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