CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	1.0150	1.0150	0.0000	0.0%	1.0120
High	1.0167	1.0150	-0.0017	-0.2%	1.0200
Low	1.0150	1.0129	-0.0021	-0.2%	1.0058
Close	1.0167	1.0129	-0.0038	-0.4%	1.0150
Range	0.0017	0.0021	0.0004	23.5%	0.0142
ATR	0.0038	0.0038	0.0000	0.1%	0.0000
Volume	21	5	-16	-76.2%	31

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0199	1.0185	1.0141
R3	1.0178	1.0164	1.0135
R2	1.0157	1.0157	1.0133
R1	1.0143	1.0143	1.0131	1.0140
PP	1.0136	1.0136	1.0136	1.0134
S1	1.0122	1.0122	1.0127	1.0119
S2	1.0115	1.0115	1.0125
S3	1.0094	1.0101	1.0123
S4	1.0073	1.0080	1.0117

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0562	1.0498	1.0228
R3	1.0420	1.0356	1.0189
R2	1.0278	1.0278	1.0176
R1	1.0214	1.0214	1.0163	1.0246
PP	1.0136	1.0136	1.0136	1.0152
S1	1.0072	1.0072	1.0137	1.0104
S2	0.9994	0.9994	1.0124
S3	0.9852	0.9930	1.0111
S4	0.9710	0.9788	1.0072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0200	1.0075	0.0125	1.2%	0.0033	0.3%	43%	False	False	14
10	1.0200	1.0058	0.0142	1.4%	0.0022	0.2%	50%	False	False	16
20	1.0254	1.0058	0.0196	1.9%	0.0020	0.2%	36%	False	False	25
40	1.0254	0.9992	0.0262	2.6%	0.0019	0.2%	52%	False	False	23

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0239
2.618	1.0205
1.618	1.0184
1.000	1.0171
0.618	1.0163
HIGH	1.0150
0.618	1.0142
0.500	1.0140
0.382	1.0137
LOW	1.0129
0.618	1.0116
1.000	1.0108
1.618	1.0095
2.618	1.0074
4.250	1.0040

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	1.0140	1.0158
PP	1.0136	1.0148
S1	1.0133	1.0139

Download as Excel Spreadsheet

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

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