CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	0.9949	0.9831	-0.0118	-1.2%	0.9878
High	0.9996	0.9951	-0.0045	-0.5%	0.9941
Low	0.9778	0.9814	0.0036	0.4%	0.9727
Close	0.9848	0.9924	0.0076	0.8%	0.9893
Range	0.0218	0.0137	-0.0081	-37.2%	0.0214
ATR	0.0136	0.0136	0.0000	0.0%	0.0000
Volume	115,017	95,965	-19,052	-16.6%	445,797

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0307	1.0253	0.9999
R3	1.0170	1.0116	0.9962
R2	1.0033	1.0033	0.9949
R1	0.9979	0.9979	0.9937	1.0006
PP	0.9896	0.9896	0.9896	0.9910
S1	0.9842	0.9842	0.9911	0.9869
S2	0.9759	0.9759	0.9899
S3	0.9622	0.9705	0.9886
S4	0.9485	0.9568	0.9849

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%	0.0132	1.3%	71%	False	False	91,597
10	0.9996	0.9719	0.0277	2.8%	0.0136	1.4%	74%	False	False	87,843
20	0.9996	0.9367	0.0629	6.3%	0.0135	1.4%	89%	False	False	95,418
40	1.0257	0.9367	0.0890	9.0%	0.0127	1.3%	63%	False	False	77,907
60	1.0420	0.9367	0.1053	10.6%	0.0121	1.2%	53%	False	False	52,186
80	1.0593	0.9367	0.1226	12.4%	0.0112	1.1%	45%	False	False	39,195
100	1.0593	0.9367	0.1226	12.4%	0.0105	1.1%	45%	False	False	31,386
120	1.0593	0.9367	0.1226	12.4%	0.0096	1.0%	45%	False	False	26,170

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	0.0035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0533
2.618	1.0310
1.618	1.0173
1.000	1.0088
0.618	1.0036
HIGH	0.9951
0.618	0.9899
0.500	0.9883
0.382	0.9866
LOW	0.9814
0.618	0.9729
1.000	0.9677
1.618	0.9592
2.618	0.9455
4.250	0.9232

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	0.9910	0.9912
PP	0.9896	0.9899
S1	0.9883	0.9887

Download as Excel Spreadsheet

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

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