CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	0.9700	0.9811	0.0111	1.1%	0.9724
High	0.9874	0.9861	-0.0013	-0.1%	0.9726
Low	0.9645	0.9778	0.0133	1.4%	0.9497
Close	0.9801	0.9852	0.0051	0.5%	0.9523
Range	0.0229	0.0083	-0.0146	-63.8%	0.0229
ATR	0.0127	0.0124	-0.0003	-2.5%	0.0000
Volume	116,078	88,851	-27,227	-23.5%	268,735

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0079	1.0049	0.9898
R3	0.9996	0.9966	0.9875
R2	0.9913	0.9913	0.9867
R1	0.9883	0.9883	0.9860	0.9898
PP	0.9830	0.9830	0.9830	0.9838
S1	0.9800	0.9800	0.9844	0.9815
S2	0.9747	0.9747	0.9837
S3	0.9664	0.9717	0.9829
S4	0.9581	0.9634	0.9806

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	0.9874	0.9497	0.0377	3.8%	0.0133	1.3%	94%	False	False	79,588
10	0.9874	0.9497	0.0377	3.8%	0.0117	1.2%	94%	False	False	75,417
20	0.9935	0.9497	0.0438	4.4%	0.0118	1.2%	81%	False	False	73,153
40	1.0097	0.9497	0.0600	6.1%	0.0127	1.3%	59%	False	False	79,813
60	1.0204	0.9367	0.0837	8.5%	0.0129	1.3%	58%	False	False	83,111
80	1.0257	0.9367	0.0890	9.0%	0.0119	1.2%	54%	False	False	62,629
100	1.0593	0.9367	0.1226	12.4%	0.0116	1.2%	40%	False	False	50,181
120	1.0593	0.9367	0.1226	12.4%	0.0111	1.1%	40%	False	False	41,844

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0214
2.618	1.0078
1.618	0.9995
1.000	0.9944
0.618	0.9912
HIGH	0.9861
0.618	0.9829
0.500	0.9820
0.382	0.9810
LOW	0.9778
0.618	0.9727
1.000	0.9695
1.618	0.9644
2.618	0.9561
4.250	0.9425

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	0.9841	0.9821
PP	0.9830	0.9790
S1	0.9820	0.9759

Download as Excel Spreadsheet

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

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