CME Canadian Dollar Future June 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	0.9900	0.9861	-0.0039	-0.4%	0.9588
High	0.9900	0.9905	0.0005	0.1%	0.9870
Low	0.9835	0.9737	-0.0098	-1.0%	0.9568
Close	0.9856	0.9763	-0.0093	-0.9%	0.9786
Range	0.0065	0.0168	0.0103	158.5%	0.0302
ATR	0.0086	0.0092	0.0006	6.8%	0.0000
Volume	59	61	2	3.4%	1,055

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0306	1.0202	0.9855
R3	1.0138	1.0034	0.9809
R2	0.9970	0.9970	0.9794
R1	0.9866	0.9866	0.9778	0.9834
PP	0.9802	0.9802	0.9802	0.9786
S1	0.9698	0.9698	0.9748	0.9666
S2	0.9634	0.9634	0.9732
S3	0.9466	0.9530	0.9717
S4	0.9298	0.9362	0.9671

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0647	1.0519	0.9952
R3	1.0345	1.0217	0.9869
R2	1.0043	1.0043	0.9841
R1	0.9915	0.9915	0.9814	0.9979
PP	0.9741	0.9741	0.9741	0.9774
S1	0.9613	0.9613	0.9758	0.9677
S2	0.9439	0.9439	0.9731
S3	0.9137	0.9311	0.9703
S4	0.8835	0.9009	0.9620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9905	0.9737	0.0168	1.7%	0.0095	1.0%	15%	True	True	39
10	0.9905	0.9484	0.0421	4.3%	0.0089	0.9%	66%	True	False	146
20	0.9905	0.9484	0.0421	4.3%	0.0069	0.7%	66%	True	False	121
40	1.0058	0.9484	0.0574	5.9%	0.0066	0.7%	49%	False	False	85
60	1.0160	0.9360	0.0800	8.2%	0.0061	0.6%	50%	False	False	78
80	1.0195	0.9360	0.0835	8.6%	0.0048	0.5%	48%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0619
2.618	1.0345
1.618	1.0177
1.000	1.0073
0.618	1.0009
HIGH	0.9905
0.618	0.9841
0.500	0.9821
0.382	0.9801
LOW	0.9737
0.618	0.9633
1.000	0.9569
1.618	0.9465
2.618	0.9297
4.250	0.9023

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	0.9821	0.9821
PP	0.9802	0.9802
S1	0.9782	0.9782

Download as Excel Spreadsheet

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

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