CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	0.9811	0.9858	0.0047	0.5%	0.9566
High	0.9861	0.9917	0.0056	0.6%	0.9917
Low	0.9778	0.9802	0.0024	0.2%	0.9523
Close	0.9852	0.9820	-0.0032	-0.3%	0.9820
Range	0.0083	0.0115	0.0032	38.6%	0.0394
ATR	0.0124	0.0124	-0.0001	-0.5%	0.0000
Volume	88,851	74,799	-14,052	-15.8%	412,929

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0191	1.0121	0.9883
R3	1.0076	1.0006	0.9852
R2	0.9961	0.9961	0.9841
R1	0.9891	0.9891	0.9831	0.9869
PP	0.9846	0.9846	0.9846	0.9835
S1	0.9776	0.9776	0.9809	0.9754
S2	0.9731	0.9731	0.9799
S3	0.9616	0.9661	0.9788
S4	0.9501	0.9546	0.9757

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0935	1.0772	1.0037
R3	1.0541	1.0378	0.9928
R2	1.0147	1.0147	0.9892
R1	0.9984	0.9984	0.9856	1.0066
PP	0.9753	0.9753	0.9753	0.9794
S1	0.9590	0.9590	0.9784	0.9672
S2	0.9359	0.9359	0.9748
S3	0.8965	0.9196	0.9712
S4	0.8571	0.8802	0.9603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9917	0.9523	0.0394	4.0%	0.0140	1.4%	75%	True	False	82,585
10	0.9917	0.9497	0.0420	4.3%	0.0119	1.2%	77%	True	False	74,760
20	0.9920	0.9497	0.0423	4.3%	0.0116	1.2%	76%	False	False	72,246
40	1.0097	0.9497	0.0600	6.1%	0.0128	1.3%	54%	False	False	79,026
60	1.0204	0.9367	0.0837	8.5%	0.0130	1.3%	54%	False	False	84,269
80	1.0257	0.9367	0.0890	9.1%	0.0119	1.2%	51%	False	False	63,538
100	1.0593	0.9367	0.1226	12.5%	0.0116	1.2%	37%	False	False	50,924
120	1.0593	0.9367	0.1226	12.5%	0.0111	1.1%	37%	False	False	42,466

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0406
2.618	1.0218
1.618	1.0103
1.000	1.0032
0.618	0.9988
HIGH	0.9917
0.618	0.9873
0.500	0.9860
0.382	0.9846
LOW	0.9802
0.618	0.9731
1.000	0.9687
1.618	0.9616
2.618	0.9501
4.250	0.9313

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	0.9860	0.9807
PP	0.9846	0.9794
S1	0.9833	0.9781

Download as Excel Spreadsheet

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

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