CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	0.9802	0.9733	-0.0069	-0.7%	0.9814
High	0.9818	0.9773	-0.0045	-0.5%	0.9945
Low	0.9721	0.9660	-0.0061	-0.6%	0.9742
Close	0.9741	0.9687	-0.0054	-0.6%	0.9818
Range	0.0097	0.0113	0.0016	16.5%	0.0203
ATR	0.0117	0.0117	0.0000	-0.2%	0.0000
Volume	71,146	91,135	19,989	28.1%	359,504

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	0.9979	0.9749
R3	0.9933	0.9866	0.9718
R2	0.9820	0.9820	0.9708
R1	0.9753	0.9753	0.9697	0.9730
PP	0.9707	0.9707	0.9707	0.9695
S1	0.9640	0.9640	0.9677	0.9617
S2	0.9594	0.9594	0.9666
S3	0.9481	0.9527	0.9656
S4	0.9368	0.9414	0.9625

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	0.9660	0.0285	2.9%	0.0109	1.1%	9%	False	True	79,168
10	0.9945	0.9645	0.0300	3.1%	0.0117	1.2%	14%	False	False	80,151
20	0.9945	0.9497	0.0448	4.6%	0.0112	1.2%	42%	False	False	74,444
40	1.0097	0.9497	0.0600	6.2%	0.0121	1.3%	32%	False	False	78,092
60	1.0100	0.9367	0.0733	7.6%	0.0129	1.3%	44%	False	False	87,716
80	1.0257	0.9367	0.0890	9.2%	0.0120	1.2%	36%	False	False	70,009
100	1.0593	0.9367	0.1226	12.7%	0.0118	1.2%	26%	False	False	56,126
120	1.0593	0.9367	0.1226	12.7%	0.0112	1.2%	26%	False	False	46,808

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	0.0035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0253
2.618	1.0069
1.618	0.9956
1.000	0.9886
0.618	0.9843
HIGH	0.9773
0.618	0.9730
0.500	0.9717
0.382	0.9703
LOW	0.9660
0.618	0.9590
1.000	0.9547
1.618	0.9477
2.618	0.9364
4.250	0.9180

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	0.9717	0.9746
PP	0.9707	0.9726
S1	0.9697	0.9707

Download as Excel Spreadsheet

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

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