CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	0.9706	0.9802	0.0096	1.0%	0.9528
High	0.9853	0.9823	-0.0030	-0.3%	0.9754
Low	0.9666	0.9719	0.0053	0.5%	0.9367
Close	0.9836	0.9802	-0.0034	-0.3%	0.9611
Range	0.0187	0.0104	-0.0083	-44.4%	0.0387
ATR	0.0134	0.0133	-0.0001	-0.9%	0.0000
Volume	97,616	80,486	-17,130	-17.5%	578,231

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0093	1.0052	0.9859
R3	0.9989	0.9948	0.9831
R2	0.9885	0.9885	0.9821
R1	0.9844	0.9844	0.9812	0.9854
PP	0.9781	0.9781	0.9781	0.9787
S1	0.9740	0.9740	0.9792	0.9750
S2	0.9677	0.9677	0.9783
S3	0.9573	0.9636	0.9773
S4	0.9469	0.9532	0.9745

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	0.9583	0.0270	2.8%	0.0134	1.4%	81%	False	False	80,997
10	0.9853	0.9367	0.0486	5.0%	0.0131	1.3%	90%	False	False	99,561
20	1.0204	0.9367	0.0837	8.5%	0.0139	1.4%	52%	False	False	107,211
40	1.0257	0.9367	0.0890	9.1%	0.0115	1.2%	49%	False	False	58,115
60	1.0593	0.9367	0.1226	12.5%	0.0112	1.1%	35%	False	False	38,917
80	1.0593	0.9367	0.1226	12.5%	0.0105	1.1%	35%	False	False	29,242
100	1.0593	0.9367	0.1226	12.5%	0.0097	1.0%	35%	False	False	23,419
120	1.0593	0.9367	0.1226	12.5%	0.0091	0.9%	35%	False	False	19,526

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0265
2.618	1.0095
1.618	0.9991
1.000	0.9927
0.618	0.9887
HIGH	0.9823
0.618	0.9783
0.500	0.9771
0.382	0.9759
LOW	0.9719
0.618	0.9655
1.000	0.9615
1.618	0.9551
2.618	0.9447
4.250	0.9277

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	0.9792	0.9786
PP	0.9781	0.9770
S1	0.9771	0.9755

Download as Excel Spreadsheet

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

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