CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	0.9750	0.9750	0.0000	0.0%	0.9804
High	0.9810	0.9865	0.0055	0.6%	0.9895
Low	0.9720	0.9750	0.0030	0.3%	0.9720
Close	0.9787	0.9852	0.0065	0.7%	0.9852
Range	0.0090	0.0115	0.0025	27.8%	0.0175
ATR	0.0123	0.0123	-0.0001	-0.5%	0.0000
Volume	398	126	-272	-68.3%	1,292

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0167	1.0125	0.9915
R3	1.0052	1.0010	0.9884
R2	0.9937	0.9937	0.9873
R1	0.9895	0.9895	0.9863	0.9916
PP	0.9822	0.9822	0.9822	0.9833
S1	0.9780	0.9780	0.9841	0.9801
S2	0.9707	0.9707	0.9831
S3	0.9592	0.9665	0.9820
S4	0.9477	0.9550	0.9789

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0347	1.0275	0.9948
R3	1.0172	1.0100	0.9900
R2	0.9997	0.9997	0.9884
R1	0.9925	0.9925	0.9868	0.9961
PP	0.9822	0.9822	0.9822	0.9841
S1	0.9750	0.9750	0.9836	0.9786
S2	0.9647	0.9647	0.9820
S3	0.9472	0.9575	0.9804
S4	0.9297	0.9400	0.9756

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9895	0.9720	0.0175	1.8%	0.0102	1.0%	75%	False	False	258
10	1.0043	0.9720	0.0323	3.3%	0.0122	1.2%	41%	False	False	288
20	1.0075	0.9714	0.0361	3.7%	0.0122	1.2%	38%	False	False	325
40	1.0151	0.9359	0.0792	8.0%	0.0120	1.2%	62%	False	False	346
60	1.0245	0.9359	0.0886	9.0%	0.0102	1.0%	56%	False	False	268
80	1.0544	0.9359	0.1185	12.0%	0.0092	0.9%	42%	False	False	230
100	1.0544	0.9359	0.1185	12.0%	0.0080	0.8%	42%	False	False	188
120	1.0544	0.9359	0.1185	12.0%	0.0070	0.7%	42%	False	False	159

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0354
2.618	1.0166
1.618	1.0051
1.000	0.9980
0.618	0.9936
HIGH	0.9865
0.618	0.9821
0.500	0.9808
0.382	0.9794
LOW	0.9750
0.618	0.9679
1.000	0.9635
1.618	0.9564
2.618	0.9449
4.250	0.9261

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	0.9837	0.9836
PP	0.9822	0.9821
S1	0.9808	0.9805

Download as Excel Spreadsheet

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

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