CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	0.9539	0.9566	0.0027	0.3%	0.9724
High	0.9574	0.9699	0.0125	1.3%	0.9726
Low	0.9497	0.9523	0.0026	0.3%	0.9497
Close	0.9523	0.9643	0.0120	1.3%	0.9523
Range	0.0077	0.0176	0.0099	128.6%	0.0229
ATR	0.0117	0.0121	0.0004	3.6%	0.0000
Volume	59,811	65,463	5,652	9.4%	268,735

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0150	1.0072	0.9740
R3	0.9974	0.9896	0.9691
R2	0.9798	0.9798	0.9675
R1	0.9720	0.9720	0.9659	0.9759
PP	0.9622	0.9622	0.9622	0.9641
S1	0.9544	0.9544	0.9627	0.9583
S2	0.9446	0.9446	0.9611
S3	0.9270	0.9368	0.9595
S4	0.9094	0.9192	0.9546

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0125	0.9649
R3	1.0040	0.9896	0.9586
R2	0.9811	0.9811	0.9565
R1	0.9667	0.9667	0.9544	0.9625
PP	0.9582	0.9582	0.9582	0.9561
S1	0.9438	0.9438	0.9502	0.9396
S2	0.9353	0.9353	0.9481
S3	0.9124	0.9209	0.9460
S4	0.8895	0.8980	0.9397

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9726	0.9497	0.0229	2.4%	0.0112	1.2%	64%	False	False	66,839
10	0.9903	0.9497	0.0406	4.2%	0.0107	1.1%	36%	False	False	66,598
20	1.0076	0.9497	0.0579	6.0%	0.0120	1.2%	25%	False	False	72,781
40	1.0097	0.9367	0.0730	7.6%	0.0127	1.3%	38%	False	False	82,113
60	1.0228	0.9367	0.0861	8.9%	0.0127	1.3%	32%	False	False	78,720
80	1.0257	0.9367	0.0890	9.2%	0.0120	1.2%	31%	False	False	59,266
100	1.0593	0.9367	0.1226	12.7%	0.0115	1.2%	23%	False	False	47,460
120	1.0593	0.9367	0.1226	12.7%	0.0109	1.1%	23%	False	False	39,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.0447
2.618	1.0160
1.618	0.9984
1.000	0.9875
0.618	0.9808
HIGH	0.9699
0.618	0.9632
0.500	0.9611
0.382	0.9590
LOW	0.9523
0.618	0.9414
1.000	0.9347
1.618	0.9238
2.618	0.9062
4.250	0.8775

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	0.9632	0.9628
PP	0.9622	0.9613
S1	0.9611	0.9598

Download as Excel Spreadsheet

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

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