CME Canadian Dollar Future December 2012

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	0.9987	0.9995	0.0008	0.1%	1.0036
High	1.0008	1.0002	-0.0006	-0.1%	1.0118
Low	0.9986	0.9957	-0.0029	-0.3%	0.9959
Close	0.9996	0.9979	-0.0017	-0.2%	0.9989
Range	0.0022	0.0045	0.0023	104.5%	0.0159
ATR	0.0060	0.0059	-0.0001	-1.8%	0.0000
Volume	39,759	64,906	25,147	63.2%	385,379

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0114	1.0092	1.0004
R3	1.0069	1.0047	0.9991
R2	1.0024	1.0024	0.9987
R1	1.0002	1.0002	0.9983	0.9991
PP	0.9979	0.9979	0.9979	0.9974
S1	0.9957	0.9957	0.9975	0.9946
S2	0.9934	0.9934	0.9971
S3	0.9889	0.9912	0.9967
S4	0.9844	0.9867	0.9954

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0499	1.0403	1.0076
R3	1.0340	1.0244	1.0033
R2	1.0181	1.0181	1.0018
R1	1.0085	1.0085	1.0004	1.0054
PP	1.0022	1.0022	1.0022	1.0006
S1	0.9926	0.9926	0.9974	0.9895
S2	0.9863	0.9863	0.9960
S3	0.9704	0.9767	0.9945
S4	0.9545	0.9608	0.9902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0118	0.9957	0.0161	1.6%	0.0057	0.6%	14%	False	True	76,041
10	1.0118	0.9957	0.0161	1.6%	0.0056	0.6%	14%	False	True	72,256
20	1.0231	0.9957	0.0274	2.7%	0.0063	0.6%	8%	False	True	71,816
40	1.0262	0.9957	0.0305	3.1%	0.0062	0.6%	7%	False	True	73,847
60	1.0359	0.9957	0.0402	4.0%	0.0062	0.6%	5%	False	True	58,995
80	1.0359	0.9745	0.0614	6.2%	0.0059	0.6%	38%	False	False	44,375
100	1.0359	0.9620	0.0739	7.4%	0.0058	0.6%	49%	False	False	35,577
120	1.0359	0.9545	0.0814	8.2%	0.0058	0.6%	53%	False	False	29,691

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0193
2.618	1.0120
1.618	1.0075
1.000	1.0047
0.618	1.0030
HIGH	1.0002
0.618	0.9985
0.500	0.9980
0.382	0.9974
LOW	0.9957
0.618	0.9929
1.000	0.9912
1.618	0.9884
2.618	0.9839
4.250	0.9766

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	0.9980	0.9984
PP	0.9979	0.9982
S1	0.9979	0.9981

Download as Excel Spreadsheet

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

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