CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	1.0340	1.0358	0.0018	0.2%	1.0308
High	1.0379	1.0422	0.0043	0.4%	1.0422
Low	1.0340	1.0358	0.0018	0.2%	1.0254
Close	1.0353	1.0366	0.0013	0.1%	1.0366
Range	0.0039	0.0064	0.0025	64.1%	0.0168
ATR	0.0055	0.0056	0.0001	1.9%	0.0000
Volume	32	33	1	3.1%	315

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0574	1.0534	1.0401
R3	1.0510	1.0470	1.0384
R2	1.0446	1.0446	1.0378
R1	1.0406	1.0406	1.0372	1.0426
PP	1.0382	1.0382	1.0382	1.0392
S1	1.0342	1.0342	1.0360	1.0362
S2	1.0318	1.0318	1.0354
S3	1.0254	1.0278	1.0348
S4	1.0190	1.0214	1.0331

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0851	1.0777	1.0458
R3	1.0683	1.0609	1.0412
R2	1.0515	1.0515	1.0397
R1	1.0441	1.0441	1.0381	1.0478
PP	1.0347	1.0347	1.0347	1.0366
S1	1.0273	1.0273	1.0351	1.0310
S2	1.0179	1.0179	1.0335
S3	1.0011	1.0105	1.0320
S4	0.9843	0.9937	1.0274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0422	1.0254	0.0168	1.6%	0.0049	0.5%	67%	True	False	63
10	1.0422	1.0178	0.0244	2.4%	0.0037	0.4%	77%	True	False	46
20	1.0422	0.9981	0.0441	4.3%	0.0050	0.5%	87%	True	False	44
40	1.0422	0.9973	0.0449	4.3%	0.0039	0.4%	88%	True	False	50

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	0.0002
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0694
2.618	1.0590
1.618	1.0526
1.000	1.0486
0.618	1.0462
HIGH	1.0422
0.618	1.0398
0.500	1.0390
0.382	1.0382
LOW	1.0358
0.618	1.0318
1.000	1.0294
1.618	1.0254
2.618	1.0190
4.250	1.0086

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	1.0390	1.0381
PP	1.0382	1.0376
S1	1.0374	1.0371

Download as Excel Spreadsheet

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

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