CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	0.9898	0.9758	-0.0140	-1.4%	1.0070
High	0.9912	0.9831	-0.0081	-0.8%	1.0076
Low	0.9752	0.9733	-0.0019	-0.2%	0.9766
Close	0.9770	0.9803	0.0033	0.3%	0.9821
Range	0.0160	0.0098	-0.0062	-38.8%	0.0310
ATR	0.0137	0.0134	-0.0003	-2.0%	0.0000
Volume	94,685	87,684	-7,001	-7.4%	437,559

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0083	1.0041	0.9857
R3	0.9985	0.9943	0.9830
R2	0.9887	0.9887	0.9821
R1	0.9845	0.9845	0.9812	0.9866
PP	0.9789	0.9789	0.9789	0.9800
S1	0.9747	0.9747	0.9794	0.9768
S2	0.9691	0.9691	0.9785
S3	0.9593	0.9649	0.9776
S4	0.9495	0.9551	0.9749

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	0.9920	0.9733	0.0187	1.9%	0.0118	1.2%	37%	False	True	76,141
10	1.0094	0.9733	0.0361	3.7%	0.0128	1.3%	19%	False	True	79,857
20	1.0097	0.9727	0.0370	3.8%	0.0136	1.4%	21%	False	False	84,592
40	1.0204	0.9367	0.0837	8.5%	0.0137	1.4%	52%	False	False	95,902
60	1.0257	0.9367	0.0890	9.1%	0.0122	1.2%	49%	False	False	66,941
80	1.0593	0.9367	0.1226	12.5%	0.0118	1.2%	36%	False	False	50,336
100	1.0593	0.9367	0.1226	12.5%	0.0111	1.1%	36%	False	False	40,312
120	1.0593	0.9367	0.1226	12.5%	0.0103	1.1%	36%	False	False	33,614

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0248
2.618	1.0088
1.618	0.9990
1.000	0.9929
0.618	0.9892
HIGH	0.9831
0.618	0.9794
0.500	0.9782
0.382	0.9770
LOW	0.9733
0.618	0.9672
1.000	0.9635
1.618	0.9574
2.618	0.9476
4.250	0.9317

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	0.9796	0.9824
PP	0.9789	0.9817
S1	0.9782	0.9810

Download as Excel Spreadsheet

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

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