CME Canadian Dollar Future March 2013

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

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	0.9755	0.9673	-0.0082	-0.8%	0.9904
High	0.9755	0.9695	-0.0060	-0.6%	0.9904
Low	0.9732	0.9672	-0.0060	-0.6%	0.9724
Close	0.9733	0.9695	-0.0038	-0.4%	0.9724
Range	0.0023	0.0023	0.0000	0.0%	0.0180
ATR
Volume	12	25	13	108.3%	500

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	0.9756	0.9749	0.9708
R3	0.9733	0.9726	0.9701
R2	0.9710	0.9710	0.9699
R1	0.9703	0.9703	0.9697	0.9707
PP	0.9687	0.9687	0.9687	0.9689
S1	0.9680	0.9680	0.9693	0.9684
S2	0.9664	0.9664	0.9691
S3	0.9641	0.9657	0.9689
S4	0.9618	0.9634	0.9682

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0324	1.0204	0.9823
R3	1.0144	1.0024	0.9774
R2	0.9964	0.9964	0.9757
R1	0.9844	0.9844	0.9741	0.9814
PP	0.9784	0.9784	0.9784	0.9769
S1	0.9664	0.9664	0.9708	0.9634
S2	0.9604	0.9604	0.9691
S3	0.9424	0.9484	0.9675
S4	0.9244	0.9304	0.9625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9672	0.0128	1.3%	0.0020	0.2%	18%	False	True	104
10	0.9922	0.9672	0.0250	2.6%	0.0014	0.1%	9%	False	True	55

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.9793
2.618	0.9755
1.618	0.9732
1.000	0.9718
0.618	0.9709
HIGH	0.9695
0.618	0.9686
0.500	0.9684
0.382	0.9681
LOW	0.9672
0.618	0.9658
1.000	0.9649
1.618	0.9635
2.618	0.9612
4.250	0.9574

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	0.9691	0.9714
PP	0.9687	0.9707
S1	0.9684	0.9701

Download as Excel Spreadsheet

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

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