CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	1.0095	1.0086	-0.0009	-0.1%	1.0055
High	1.0132	1.0086	-0.0046	-0.5%	1.0114
Low	1.0074	1.0029	-0.0045	-0.4%	1.0030
Close	1.0084	1.0067	-0.0017	-0.2%	1.0087
Range	0.0058	0.0057	-0.0001	-1.7%	0.0084
ATR	0.0049	0.0050	0.0001	1.2%	0.0000
Volume	329	566	237	72.0%	2,870

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0232	1.0206	1.0098
R3	1.0175	1.0149	1.0083
R2	1.0118	1.0118	1.0077
R1	1.0092	1.0092	1.0072	1.0077
PP	1.0061	1.0061	1.0061	1.0053
S1	1.0035	1.0035	1.0062	1.0020
S2	1.0004	1.0004	1.0057
S3	0.9947	0.9978	1.0051
S4	0.9890	0.9921	1.0036

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0329	1.0292	1.0133
R3	1.0245	1.0208	1.0110
R2	1.0161	1.0161	1.0102
R1	1.0124	1.0124	1.0095	1.0143
PP	1.0077	1.0077	1.0077	1.0086
S1	1.0040	1.0040	1.0079	1.0059
S2	0.9993	0.9993	1.0072
S3	0.9909	0.9956	1.0064
S4	0.9825	0.9872	1.0041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0132	1.0029	0.0103	1.0%	0.0043	0.4%	37%	False	True	553
10	1.0132	0.9995	0.0137	1.4%	0.0042	0.4%	53%	False	False	534
20	1.0132	0.9814	0.0318	3.2%	0.0049	0.5%	80%	False	False	502
40	1.0132	0.9620	0.0512	5.1%	0.0052	0.5%	87%	False	False	461
60	1.0132	0.9545	0.0587	5.8%	0.0055	0.5%	89%	False	False	391
80	1.0132	0.9545	0.0587	5.8%	0.0054	0.5%	89%	False	False	329
100	1.0136	0.9545	0.0591	5.9%	0.0050	0.5%	88%	False	False	278
120	1.0136	0.9545	0.0591	5.9%	0.0048	0.5%	88%	False	False	257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0328
2.618	1.0235
1.618	1.0178
1.000	1.0143
0.618	1.0121
HIGH	1.0086
0.618	1.0064
0.500	1.0058
0.382	1.0051
LOW	1.0029
0.618	0.9994
1.000	0.9972
1.618	0.9937
2.618	0.9880
4.250	0.9787

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	1.0064	1.0081
PP	1.0061	1.0076
S1	1.0058	1.0072

Download as Excel Spreadsheet

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

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