CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 29-Jan-2013

Day Change Summary
	Previous	Current
	28-Jan-2013	29-Jan-2013	Change	Change %	Previous Week
Open	0.9919	0.9928	0.0009	0.1%	1.0064
High	0.9931	0.9981	0.0050	0.5%	1.0085
Low	0.9889	0.9923	0.0034	0.3%	0.9889
Close	0.9925	0.9966	0.0041	0.4%	0.9911
Range	0.0042	0.0058	0.0016	38.1%	0.0196
ATR	0.0053	0.0053	0.0000	0.7%	0.0000
Volume	69,173	65,021	-4,152	-6.0%	381,568

Daily Pivots for day following 29-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0106	0.9998
R3	1.0073	1.0048	0.9982
R2	1.0015	1.0015	0.9977
R1	0.9990	0.9990	0.9971	1.0003
PP	0.9957	0.9957	0.9957	0.9963
S1	0.9932	0.9932	0.9961	0.9945
S2	0.9899	0.9899	0.9955
S3	0.9841	0.9874	0.9950
S4	0.9783	0.9816	0.9934

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0550	1.0426	1.0019
R3	1.0354	1.0230	0.9965
R2	1.0158	1.0158	0.9947
R1	1.0034	1.0034	0.9929	0.9998
PP	0.9962	0.9962	0.9962	0.9944
S1	0.9838	0.9838	0.9893	0.9802
S2	0.9766	0.9766	0.9875
S3	0.9570	0.9642	0.9857
S4	0.9374	0.9446	0.9803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0085	0.9889	0.0196	2.0%	0.0065	0.7%	39%	False	False	85,613
10	1.0156	0.9889	0.0267	2.7%	0.0058	0.6%	29%	False	False	78,078
20	1.0175	0.9889	0.0286	2.9%	0.0052	0.5%	27%	False	False	67,775
40	1.0175	0.9889	0.0286	2.9%	0.0046	0.5%	27%	False	False	50,950
60	1.0175	0.9889	0.0286	2.9%	0.0044	0.4%	27%	False	False	34,124
80	1.0230	0.9889	0.0341	3.4%	0.0048	0.5%	23%	False	False	25,688
100	1.0320	0.9889	0.0431	4.3%	0.0047	0.5%	18%	False	False	20,574
120	1.0320	0.9889	0.0431	4.3%	0.0043	0.4%	18%	False	False	17,153

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0228
2.618	1.0133
1.618	1.0075
1.000	1.0039
0.618	1.0017
HIGH	0.9981
0.618	0.9959
0.500	0.9952
0.382	0.9945
LOW	0.9923
0.618	0.9887
1.000	0.9865
1.618	0.9829
2.618	0.9771
4.250	0.9677

Fisher Pivots for day following 29-Jan-2013
Pivot	1 day	3 day
R1	0.9961	0.9956
PP	0.9957	0.9945
S1	0.9952	0.9935

Download as Excel Spreadsheet

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

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