CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	0.9814	0.9831	0.0017	0.2%	0.9566
High	0.9877	0.9914	0.0037	0.4%	0.9917
Low	0.9806	0.9793	-0.0013	-0.1%	0.9523
Close	0.9829	0.9909	0.0080	0.8%	0.9820
Range	0.0071	0.0121	0.0050	70.4%	0.0394
ATR	0.0120	0.0120	0.0000	0.1%	0.0000
Volume	53,826	72,118	18,292	34.0%	412,929

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0235	1.0193	0.9976
R3	1.0114	1.0072	0.9942
R2	0.9993	0.9993	0.9931
R1	0.9951	0.9951	0.9920	0.9972
PP	0.9872	0.9872	0.9872	0.9883
S1	0.9830	0.9830	0.9898	0.9851
S2	0.9751	0.9751	0.9887
S3	0.9630	0.9709	0.9876
S4	0.9509	0.9588	0.9842

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	0.9645	0.0272	2.7%	0.0124	1.2%	97%	False	False	81,134
10	0.9917	0.9497	0.0420	4.2%	0.0115	1.2%	98%	False	False	73,725
20	0.9917	0.9497	0.0420	4.2%	0.0114	1.1%	98%	False	False	71,773
40	1.0097	0.9497	0.0600	6.1%	0.0125	1.3%	69%	False	False	78,258
60	1.0204	0.9367	0.0837	8.4%	0.0129	1.3%	65%	False	False	85,870
80	1.0257	0.9367	0.0890	9.0%	0.0119	1.2%	61%	False	False	65,093
100	1.0593	0.9367	0.1226	12.4%	0.0116	1.2%	44%	False	False	52,178
120	1.0593	0.9367	0.1226	12.4%	0.0110	1.1%	44%	False	False	43,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0428
2.618	1.0231
1.618	1.0110
1.000	1.0035
0.618	0.9989
HIGH	0.9914
0.618	0.9868
0.500	0.9854
0.382	0.9839
LOW	0.9793
0.618	0.9718
1.000	0.9672
1.618	0.9597
2.618	0.9476
4.250	0.9279

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	0.9891	0.9891
PP	0.9872	0.9873
S1	0.9854	0.9855

Download as Excel Spreadsheet

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

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