CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 12-Feb-2013

Day Change Summary
	Previous	Current
	11-Feb-2013	12-Feb-2013	Change	Change %	Previous Week
Open	0.9962	0.9942	-0.0020	-0.2%	1.0021
High	0.9965	0.9972	0.0007	0.1%	1.0059
Low	0.9909	0.9906	-0.0003	0.0%	0.9954
Close	0.9938	0.9962	0.0024	0.2%	0.9964
Range	0.0056	0.0066	0.0010	17.9%	0.0105
ATR	0.0053	0.0054	0.0001	1.7%	0.0000
Volume	61,210	62,009	799	1.3%	306,394

Daily Pivots for day following 12-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0145	1.0119	0.9998
R3	1.0079	1.0053	0.9980
R2	1.0013	1.0013	0.9974
R1	0.9987	0.9987	0.9968	1.0000
PP	0.9947	0.9947	0.9947	0.9953
S1	0.9921	0.9921	0.9956	0.9934
S2	0.9881	0.9881	0.9950
S3	0.9815	0.9855	0.9944
S4	0.9749	0.9789	0.9926

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0307	1.0241	1.0022
R3	1.0202	1.0136	0.9993
R2	1.0097	1.0097	0.9983
R1	1.0031	1.0031	0.9974	1.0012
PP	0.9992	0.9992	0.9992	0.9983
S1	0.9926	0.9926	0.9954	0.9907
S2	0.9887	0.9887	0.9945
S3	0.9782	0.9821	0.9935
S4	0.9677	0.9716	0.9906

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0059	0.9906	0.0153	1.5%	0.0058	0.6%	37%	False	True	63,345
10	1.0059	0.9906	0.0153	1.5%	0.0054	0.5%	37%	False	True	65,081
20	1.0156	0.9889	0.0267	2.7%	0.0056	0.6%	27%	False	False	71,580
40	1.0175	0.9889	0.0286	2.9%	0.0050	0.5%	26%	False	False	62,784
60	1.0175	0.9889	0.0286	2.9%	0.0046	0.5%	26%	False	False	44,910
80	1.0210	0.9889	0.0321	3.2%	0.0047	0.5%	23%	False	False	33,788
100	1.0232	0.9889	0.0343	3.4%	0.0048	0.5%	21%	False	False	27,066
120	1.0320	0.9889	0.0431	4.3%	0.0046	0.5%	17%	False	False	22,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0253
2.618	1.0145
1.618	1.0079
1.000	1.0038
0.618	1.0013
HIGH	0.9972
0.618	0.9947
0.500	0.9939
0.382	0.9931
LOW	0.9906
0.618	0.9865
1.000	0.9840
1.618	0.9799
2.618	0.9733
4.250	0.9626

Fisher Pivots for day following 12-Feb-2013
Pivot	1 day	3 day
R1	0.9954	0.9964
PP	0.9947	0.9963
S1	0.9939	0.9963

Download as Excel Spreadsheet

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

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