CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	0.9528	0.9477	-0.0051	-0.5%	0.9702
High	0.9570	0.9498	-0.0072	-0.8%	0.9839
Low	0.9465	0.9367	-0.0098	-1.0%	0.9504
Close	0.9507	0.9376	-0.0131	-1.4%	0.9561
Range	0.0105	0.0131	0.0026	24.8%	0.0335
ATR	0.0126	0.0127	0.0001	0.8%	0.0000
Volume	109,813	136,383	26,570	24.2%	580,310

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9807	0.9722	0.9448
R3	0.9676	0.9591	0.9412
R2	0.9545	0.9545	0.9400
R1	0.9460	0.9460	0.9388	0.9437
PP	0.9414	0.9414	0.9414	0.9402
S1	0.9329	0.9329	0.9364	0.9306
S2	0.9283	0.9283	0.9352
S3	0.9152	0.9198	0.9340
S4	0.9021	0.9067	0.9304

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0640	1.0435	0.9745
R3	1.0305	1.0100	0.9653
R2	0.9970	0.9970	0.9622
R1	0.9765	0.9765	0.9592	0.9700
PP	0.9635	0.9635	0.9635	0.9602
S1	0.9430	0.9430	0.9530	0.9365
S2	0.9300	0.9300	0.9500
S3	0.8965	0.9095	0.9469
S4	0.8630	0.8760	0.9377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9814	0.9367	0.0447	4.8%	0.0134	1.4%	2%	False	True	116,821
10	1.0065	0.9367	0.0698	7.4%	0.0156	1.7%	1%	False	True	127,604
20	1.0204	0.9367	0.0837	8.9%	0.0128	1.4%	1%	False	True	84,012
40	1.0257	0.9367	0.0890	9.5%	0.0113	1.2%	1%	False	True	42,511
60	1.0593	0.9367	0.1226	13.1%	0.0108	1.1%	1%	False	True	28,455
80	1.0593	0.9367	0.1226	13.1%	0.0100	1.1%	1%	False	True	21,380
100	1.0593	0.9367	0.1226	13.1%	0.0091	1.0%	1%	False	True	17,126
120	1.0593	0.9367	0.1226	13.1%	0.0087	0.9%	1%	False	True	14,280

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	0.0035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0055
2.618	0.9841
1.618	0.9710
1.000	0.9629
0.618	0.9579
HIGH	0.9498
0.618	0.9448
0.500	0.9433
0.382	0.9417
LOW	0.9367
0.618	0.9286
1.000	0.9236
1.618	0.9155
2.618	0.9024
4.250	0.8810

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	0.9433	0.9504
PP	0.9414	0.9461
S1	0.9395	0.9419

Download as Excel Spreadsheet

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

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