CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	0.9758	0.9828	0.0070	0.7%	0.9830
High	0.9831	0.9895	0.0064	0.7%	0.9914
Low	0.9733	0.9766	0.0033	0.3%	0.9733
Close	0.9803	0.9869	0.0066	0.7%	0.9869
Range	0.0098	0.0129	0.0031	31.6%	0.0181
ATR	0.0134	0.0134	0.0000	-0.3%	0.0000
Volume	87,684	50,761	-36,923	-42.1%	352,080

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0230	1.0179	0.9940
R3	1.0101	1.0050	0.9904
R2	0.9972	0.9972	0.9893
R1	0.9921	0.9921	0.9881	0.9947
PP	0.9843	0.9843	0.9843	0.9856
S1	0.9792	0.9792	0.9857	0.9818
S2	0.9714	0.9714	0.9845
S3	0.9585	0.9663	0.9834
S4	0.9456	0.9534	0.9798

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0382	1.0306	0.9969
R3	1.0201	1.0125	0.9919
R2	1.0020	1.0020	0.9902
R1	0.9944	0.9944	0.9886	0.9982
PP	0.9839	0.9839	0.9839	0.9858
S1	0.9763	0.9763	0.9852	0.9801
S2	0.9658	0.9658	0.9836
S3	0.9477	0.9582	0.9819
S4	0.9296	0.9401	0.9769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9914	0.9733	0.0181	1.8%	0.0113	1.1%	75%	False	False	70,416
10	1.0076	0.9733	0.0343	3.5%	0.0134	1.4%	40%	False	False	78,963
20	1.0097	0.9727	0.0370	3.7%	0.0136	1.4%	38%	False	False	83,361
40	1.0183	0.9367	0.0816	8.3%	0.0138	1.4%	62%	False	False	95,292
60	1.0257	0.9367	0.0890	9.0%	0.0122	1.2%	56%	False	False	67,777
80	1.0593	0.9367	0.1226	12.4%	0.0119	1.2%	41%	False	False	50,969
100	1.0593	0.9367	0.1226	12.4%	0.0112	1.1%	41%	False	False	40,818
120	1.0593	0.9367	0.1226	12.4%	0.0104	1.1%	41%	False	False	34,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0443
2.618	1.0233
1.618	1.0104
1.000	1.0024
0.618	0.9975
HIGH	0.9895
0.618	0.9846
0.500	0.9831
0.382	0.9815
LOW	0.9766
0.618	0.9686
1.000	0.9637
1.618	0.9557
2.618	0.9428
4.250	0.9218

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	0.9856	0.9854
PP	0.9843	0.9838
S1	0.9831	0.9823

Download as Excel Spreadsheet

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

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