CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	1.0140	1.0100	-0.0040	-0.4%	1.0182
High	1.0140	1.0103	-0.0037	-0.4%	1.0197
Low	1.0140	1.0085	-0.0055	-0.5%	1.0127
Close	1.0140	1.0092	-0.0048	-0.5%	1.0167
Range	0.0000	0.0018	0.0018		0.0070
ATR	0.0032	0.0034	0.0002	5.1%	0.0000
Volume	43	43	0	0.0%	128

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0147	1.0138	1.0102
R3	1.0129	1.0120	1.0097
R2	1.0111	1.0111	1.0095
R1	1.0102	1.0102	1.0094	1.0098
PP	1.0093	1.0093	1.0093	1.0091
S1	1.0084	1.0084	1.0090	1.0080
S2	1.0075	1.0075	1.0089
S3	1.0057	1.0066	1.0087
S4	1.0039	1.0048	1.0082

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0340	1.0206
R3	1.0304	1.0270	1.0186
R2	1.0234	1.0234	1.0180
R1	1.0200	1.0200	1.0173	1.0182
PP	1.0164	1.0164	1.0164	1.0155
S1	1.0130	1.0130	1.0161	1.0112
S2	1.0094	1.0094	1.0154
S3	1.0024	1.0060	1.0148
S4	0.9954	0.9990	1.0129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0179	1.0085	0.0094	0.9%	0.0015	0.1%	7%	False	True	24
10	1.0254	1.0085	0.0169	1.7%	0.0019	0.2%	4%	False	True	34
20	1.0254	1.0001	0.0253	2.5%	0.0019	0.2%	36%	False	False	32
40	1.0254	0.9845	0.0409	4.1%	0.0016	0.2%	60%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0001
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0180
2.618	1.0150
1.618	1.0132
1.000	1.0121
0.618	1.0114
HIGH	1.0103
0.618	1.0096
0.500	1.0094
0.382	1.0092
LOW	1.0085
0.618	1.0074
1.000	1.0067
1.618	1.0056
2.618	1.0038
4.250	1.0009

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	1.0094	1.0120
PP	1.0093	1.0110
S1	1.0093	1.0101

Download as Excel Spreadsheet

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

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