CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	1.0070	1.0092	0.0022	0.2%	1.0102
High	1.0125	1.0136	0.0011	0.1%	1.0207
Low	1.0070	1.0074	0.0004	0.0%	1.0039
Close	1.0089	1.0093	0.0004	0.0%	1.0082
Range	0.0055	0.0062	0.0007	12.7%	0.0168
ATR	0.0101	0.0098	-0.0003	-2.8%	0.0000
Volume	302	319	17	5.6%	2,561

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0287	1.0252	1.0127
R3	1.0225	1.0190	1.0110
R2	1.0163	1.0163	1.0104
R1	1.0128	1.0128	1.0099	1.0146
PP	1.0101	1.0101	1.0101	1.0110
S1	1.0066	1.0066	1.0087	1.0084
S2	1.0039	1.0039	1.0082
S3	0.9977	1.0004	1.0076
S4	0.9915	0.9942	1.0059

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0613	1.0516	1.0174
R3	1.0445	1.0348	1.0128
R2	1.0277	1.0277	1.0113
R1	1.0180	1.0180	1.0097	1.0145
PP	1.0109	1.0109	1.0109	1.0092
S1	1.0012	1.0012	1.0067	0.9977
S2	0.9941	0.9941	1.0051
S3	0.9773	0.9844	1.0036
S4	0.9605	0.9676	0.9990

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0180	1.0039	0.0141	1.4%	0.0087	0.9%	38%	False	False	564
10	1.0207	1.0009	0.0198	2.0%	0.0087	0.9%	42%	False	False	518
20	1.0535	0.9967	0.0568	5.6%	0.0108	1.1%	22%	False	False	611
40	1.0593	0.9967	0.0626	6.2%	0.0096	1.0%	20%	False	False	415
60	1.0593	0.9967	0.0626	6.2%	0.0087	0.9%	20%	False	False	329
80	1.0593	0.9967	0.0626	6.2%	0.0080	0.8%	20%	False	False	264
100	1.0593	0.9967	0.0626	6.2%	0.0075	0.7%	20%	False	False	220
120	1.0593	0.9967	0.0626	6.2%	0.0070	0.7%	20%	False	False	192

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0400
2.618	1.0298
1.618	1.0236
1.000	1.0198
0.618	1.0174
HIGH	1.0136
0.618	1.0112
0.500	1.0105
0.382	1.0098
LOW	1.0074
0.618	1.0036
1.000	1.0012
1.618	0.9974
2.618	0.9912
4.250	0.9811

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	1.0105	1.0105
PP	1.0101	1.0101
S1	1.0097	1.0097

Download as Excel Spreadsheet

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

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