CME Canadian Dollar Future March 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	0.9605	0.9648	0.0043	0.4%	0.9787
High	0.9670	0.9692	0.0022	0.2%	0.9798
Low	0.9591	0.9589	-0.0002	0.0%	0.9573
Close	0.9635	0.9612	-0.0023	-0.2%	0.9612
Range	0.0079	0.0103	0.0024	30.4%	0.0225
ATR	0.0107	0.0107	0.0000	-0.3%	0.0000
Volume	39,335	55,984	16,649	42.3%	184,353

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	0.9940	0.9879	0.9669
R3	0.9837	0.9776	0.9640
R2	0.9734	0.9734	0.9631
R1	0.9673	0.9673	0.9621	0.9652
PP	0.9631	0.9631	0.9631	0.9621
S1	0.9570	0.9570	0.9603	0.9549
S2	0.9528	0.9528	0.9593
S3	0.9425	0.9467	0.9584
S4	0.9322	0.9364	0.9555

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0336	1.0199	0.9736
R3	1.0111	0.9974	0.9674
R2	0.9886	0.9886	0.9653
R1	0.9749	0.9749	0.9633	0.9705
PP	0.9661	0.9661	0.9661	0.9639
S1	0.9524	0.9524	0.9591	0.9480
S2	0.9436	0.9436	0.9571
S3	0.9211	0.9299	0.9550
S4	0.8986	0.9074	0.9488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9798	0.9573	0.0225	2.3%	0.0096	1.0%	17%	False	False	36,870
10	0.9923	0.9573	0.0350	3.6%	0.0099	1.0%	11%	False	False	21,076
20	0.9923	0.9485	0.0438	4.6%	0.0101	1.0%	29%	False	False	11,716
40	1.0075	0.9485	0.0590	6.1%	0.0106	1.1%	22%	False	False	6,026
60	1.0075	0.9359	0.0716	7.4%	0.0110	1.1%	35%	False	False	4,143
80	1.0245	0.9359	0.0886	9.2%	0.0103	1.1%	29%	False	False	3,147
100	1.0486	0.9359	0.1127	11.7%	0.0097	1.0%	22%	False	False	2,543
120	1.0544	0.9359	0.1185	12.3%	0.0086	0.9%	21%	False	False	2,123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0130
2.618	0.9962
1.618	0.9859
1.000	0.9795
0.618	0.9756
HIGH	0.9692
0.618	0.9653
0.500	0.9641
0.382	0.9628
LOW	0.9589
0.618	0.9525
1.000	0.9486
1.618	0.9422
2.618	0.9319
4.250	0.9151

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	0.9641	0.9633
PP	0.9631	0.9626
S1	0.9622	0.9619

Download as Excel Spreadsheet

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

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