CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	0.9893	0.9949	0.0056	0.6%	0.9878
High	0.9965	0.9996	0.0031	0.3%	0.9941
Low	0.9887	0.9778	-0.0109	-1.1%	0.9727
Close	0.9937	0.9848	-0.0089	-0.9%	0.9893
Range	0.0078	0.0218	0.0140	179.5%	0.0214
ATR	0.0130	0.0136	0.0006	4.8%	0.0000
Volume	65,785	115,017	49,232	74.8%	445,797

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0528	1.0406	0.9968
R3	1.0310	1.0188	0.9908
R2	1.0092	1.0092	0.9888
R1	0.9970	0.9970	0.9868	0.9922
PP	0.9874	0.9874	0.9874	0.9850
S1	0.9752	0.9752	0.9828	0.9704
S2	0.9656	0.9656	0.9808
S3	0.9438	0.9534	0.9788
S4	0.9220	0.9316	0.9728

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0496	1.0408	1.0011
R3	1.0282	1.0194	0.9952
R2	1.0068	1.0068	0.9932
R1	0.9980	0.9980	0.9913	1.0024
PP	0.9854	0.9854	0.9854	0.9876
S1	0.9766	0.9766	0.9873	0.9810
S2	0.9640	0.9640	0.9854
S3	0.9426	0.9552	0.9834
S4	0.9212	0.9338	0.9775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9996	0.9745	0.0251	2.5%	0.0131	1.3%	41%	True	False	88,884
10	0.9996	0.9666	0.0330	3.4%	0.0141	1.4%	55%	True	False	88,008
20	0.9996	0.9367	0.0629	6.4%	0.0136	1.4%	76%	True	False	95,791
40	1.0257	0.9367	0.0890	9.0%	0.0125	1.3%	54%	False	False	75,550
60	1.0429	0.9367	0.1062	10.8%	0.0120	1.2%	45%	False	False	50,589
80	1.0593	0.9367	0.1226	12.4%	0.0111	1.1%	39%	False	False	37,996
100	1.0593	0.9367	0.1226	12.4%	0.0104	1.1%	39%	False	False	30,428
120	1.0593	0.9367	0.1226	12.4%	0.0096	1.0%	39%	False	False	25,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1.0923
2.618	1.0567
1.618	1.0349
1.000	1.0214
0.618	1.0131
HIGH	0.9996
0.618	0.9913
0.500	0.9887
0.382	0.9861
LOW	0.9778
0.618	0.9643
1.000	0.9560
1.618	0.9425
2.618	0.9207
4.250	0.8852

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	0.9887	0.9887
PP	0.9874	0.9874
S1	0.9861	0.9861

Download as Excel Spreadsheet

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

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