CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	0.9768	0.9802	0.0034	0.3%	0.9814
High	0.9831	0.9818	-0.0013	-0.1%	0.9945
Low	0.9742	0.9721	-0.0021	-0.2%	0.9742
Close	0.9818	0.9741	-0.0077	-0.8%	0.9818
Range	0.0089	0.0097	0.0008	9.0%	0.0203
ATR	0.0119	0.0117	-0.0002	-1.3%	0.0000
Volume	74,815	71,146	-3,669	-4.9%	359,504

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	0.9993	0.9794
R3	0.9954	0.9896	0.9768
R2	0.9857	0.9857	0.9759
R1	0.9799	0.9799	0.9750	0.9780
PP	0.9760	0.9760	0.9760	0.9750
S1	0.9702	0.9702	0.9732	0.9683
S2	0.9663	0.9663	0.9723
S3	0.9566	0.9605	0.9714
S4	0.9469	0.9508	0.9688

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	0.9721	0.0224	2.3%	0.0111	1.1%	9%	False	True	75,364
10	0.9945	0.9644	0.0301	3.1%	0.0115	1.2%	32%	False	False	77,811
20	0.9945	0.9497	0.0448	4.6%	0.0111	1.1%	54%	False	False	72,205
40	1.0097	0.9497	0.0600	6.2%	0.0123	1.3%	41%	False	False	77,783
60	1.0183	0.9367	0.0816	8.4%	0.0129	1.3%	46%	False	False	87,596
80	1.0257	0.9367	0.0890	9.1%	0.0119	1.2%	42%	False	False	68,884
100	1.0593	0.9367	0.1226	12.6%	0.0118	1.2%	31%	False	False	55,216
120	1.0593	0.9367	0.1226	12.6%	0.0112	1.1%	31%	False	False	46,049

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	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0230
2.618	1.0072
1.618	0.9975
1.000	0.9915
0.618	0.9878
HIGH	0.9818
0.618	0.9781
0.500	0.9770
0.382	0.9758
LOW	0.9721
0.618	0.9661
1.000	0.9624
1.618	0.9564
2.618	0.9467
4.250	0.9309

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	0.9770	0.9833
PP	0.9760	0.9802
S1	0.9751	0.9772

Download as Excel Spreadsheet

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

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