CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	0.9720	0.9706	-0.0014	-0.1%	0.9528
High	0.9734	0.9853	0.0119	1.2%	0.9754
Low	0.9656	0.9666	0.0010	0.1%	0.9367
Close	0.9693	0.9836	0.0143	1.5%	0.9611
Range	0.0078	0.0187	0.0109	139.7%	0.0387
ATR	0.0130	0.0134	0.0004	3.1%	0.0000
Volume	70,211	97,616	27,405	39.0%	578,231

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0346	1.0278	0.9939
R3	1.0159	1.0091	0.9887
R2	0.9972	0.9972	0.9870
R1	0.9904	0.9904	0.9853	0.9938
PP	0.9785	0.9785	0.9785	0.9802
S1	0.9717	0.9717	0.9819	0.9751
S2	0.9598	0.9598	0.9802
S3	0.9411	0.9530	0.9785
S4	0.9224	0.9343	0.9733

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0738	1.0562	0.9824
R3	1.0351	1.0175	0.9717
R2	0.9964	0.9964	0.9682
R1	0.9788	0.9788	0.9646	0.9876
PP	0.9577	0.9577	0.9577	0.9622
S1	0.9401	0.9401	0.9576	0.9489
S2	0.9190	0.9190	0.9540
S3	0.8803	0.9014	0.9505
S4	0.8416	0.8627	0.9398

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9853	0.9523	0.0330	3.4%	0.0134	1.4%	95%	True	False	86,159
10	0.9853	0.9367	0.0486	4.9%	0.0134	1.4%	97%	True	False	102,992
20	1.0204	0.9367	0.0837	8.5%	0.0140	1.4%	56%	False	False	106,339
40	1.0257	0.9367	0.0890	9.0%	0.0115	1.2%	53%	False	False	56,107
60	1.0593	0.9367	0.1226	12.5%	0.0111	1.1%	38%	False	False	37,579
80	1.0593	0.9367	0.1226	12.5%	0.0104	1.1%	38%	False	False	28,236
100	1.0593	0.9367	0.1226	12.5%	0.0096	1.0%	38%	False	False	22,614
120	1.0593	0.9367	0.1226	12.5%	0.0090	0.9%	38%	False	False	18,856

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	0.0031
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.0648
2.618	1.0343
1.618	1.0156
1.000	1.0040
0.618	0.9969
HIGH	0.9853
0.618	0.9782
0.500	0.9760
0.382	0.9737
LOW	0.9666
0.618	0.9550
1.000	0.9479
1.618	0.9363
2.618	0.9176
4.250	0.8871

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	0.9811	0.9801
PP	0.9785	0.9767
S1	0.9760	0.9732

Download as Excel Spreadsheet

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

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