CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	0.9906	0.9768	-0.0138	-1.4%	0.9814
High	0.9945	0.9831	-0.0114	-1.1%	0.9945
Low	0.9768	0.9742	-0.0026	-0.3%	0.9742
Close	0.9797	0.9818	0.0021	0.2%	0.9818
Range	0.0177	0.0089	-0.0088	-49.7%	0.0203
ATR	0.0121	0.0119	-0.0002	-1.9%	0.0000
Volume	93,653	74,815	-18,838	-20.1%	359,504

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0064	1.0030	0.9867
R3	0.9975	0.9941	0.9842
R2	0.9886	0.9886	0.9834
R1	0.9852	0.9852	0.9826	0.9869
PP	0.9797	0.9797	0.9797	0.9806
S1	0.9763	0.9763	0.9810	0.9780
S2	0.9708	0.9708	0.9802
S3	0.9619	0.9674	0.9794
S4	0.9530	0.9585	0.9769

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0444	1.0334	0.9930
R3	1.0241	1.0131	0.9874
R2	1.0038	1.0038	0.9855
R1	0.9928	0.9928	0.9837	0.9983
PP	0.9835	0.9835	0.9835	0.9863
S1	0.9725	0.9725	0.9799	0.9780
S2	0.9632	0.9632	0.9781
S3	0.9429	0.9522	0.9762
S4	0.9226	0.9319	0.9706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9945	0.9742	0.0203	2.1%	0.0106	1.1%	37%	False	True	71,900
10	0.9945	0.9523	0.0422	4.3%	0.0123	1.3%	70%	False	False	77,243
20	0.9945	0.9497	0.0448	4.6%	0.0113	1.1%	72%	False	False	71,185
40	1.0097	0.9497	0.0600	6.1%	0.0124	1.3%	54%	False	False	77,889
60	1.0204	0.9367	0.0837	8.5%	0.0129	1.3%	54%	False	False	87,663
80	1.0257	0.9367	0.0890	9.1%	0.0120	1.2%	51%	False	False	68,002
100	1.0593	0.9367	0.1226	12.5%	0.0117	1.2%	37%	False	False	54,506
120	1.0593	0.9367	0.1226	12.5%	0.0111	1.1%	37%	False	False	45,457

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0209
2.618	1.0064
1.618	0.9975
1.000	0.9920
0.618	0.9886
HIGH	0.9831
0.618	0.9797
0.500	0.9787
0.382	0.9776
LOW	0.9742
0.618	0.9687
1.000	0.9653
1.618	0.9598
2.618	0.9509
4.250	0.9364

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	0.9808	0.9844
PP	0.9797	0.9835
S1	0.9787	0.9827

Download as Excel Spreadsheet

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

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