CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	0.9859	0.9898	0.0039	0.4%	1.0070
High	0.9914	0.9912	-0.0002	0.0%	1.0076
Low	0.9812	0.9752	-0.0060	-0.6%	0.9766
Close	0.9895	0.9770	-0.0125	-1.3%	0.9821
Range	0.0102	0.0160	0.0058	56.9%	0.0310
ATR	0.0135	0.0137	0.0002	1.3%	0.0000
Volume	62,951	94,685	31,734	50.4%	437,559

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0291	1.0191	0.9858
R3	1.0131	1.0031	0.9814
R2	0.9971	0.9971	0.9799
R1	0.9871	0.9871	0.9785	0.9841
PP	0.9811	0.9811	0.9811	0.9797
S1	0.9711	0.9711	0.9755	0.9681
S2	0.9651	0.9651	0.9741
S3	0.9491	0.9551	0.9726
S4	0.9331	0.9391	0.9682

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0818	1.0629	0.9992
R3	1.0508	1.0319	0.9906
R2	1.0198	1.0198	0.9878
R1	1.0009	1.0009	0.9849	0.9949
PP	0.9888	0.9888	0.9888	0.9857
S1	0.9699	0.9699	0.9793	0.9639
S2	0.9578	0.9578	0.9764
S3	0.9268	0.9389	0.9736
S4	0.8958	0.9079	0.9651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9935	0.9752	0.0183	1.9%	0.0130	1.3%	10%	False	True	77,193
10	1.0097	0.9752	0.0345	3.5%	0.0136	1.4%	5%	False	True	80,622
20	1.0097	0.9719	0.0378	3.9%	0.0136	1.4%	13%	False	False	84,233
40	1.0204	0.9367	0.0837	8.6%	0.0138	1.4%	48%	False	False	95,286
60	1.0257	0.9367	0.0890	9.1%	0.0122	1.2%	45%	False	False	65,482
80	1.0593	0.9367	0.1226	12.5%	0.0118	1.2%	33%	False	False	49,242
100	1.0593	0.9367	0.1226	12.5%	0.0111	1.1%	33%	False	False	39,436
120	1.0593	0.9367	0.1226	12.5%	0.0103	1.1%	33%	False	False	32,884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0592
2.618	1.0331
1.618	1.0171
1.000	1.0072
0.618	1.0011
HIGH	0.9912
0.618	0.9851
0.500	0.9832
0.382	0.9813
LOW	0.9752
0.618	0.9653
1.000	0.9592
1.618	0.9493
2.618	0.9333
4.250	0.9072

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	0.9832	0.9833
PP	0.9811	0.9812
S1	0.9791	0.9791

Download as Excel Spreadsheet

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

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