CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 19-Feb-2013

Day Change Summary
	Previous	Current
	15-Feb-2013	19-Feb-2013	Change	Change %	Previous Week
Open	0.9983	0.9918	-0.0065	-0.7%	0.9962
High	0.9992	0.9936	-0.0056	-0.6%	0.9993
Low	0.9911	0.9858	-0.0053	-0.5%	0.9906
Close	0.9921	0.9875	-0.0046	-0.5%	0.9921
Range	0.0081	0.0078	-0.0003	-3.7%	0.0087
ATR	0.0053	0.0054	0.0002	3.4%	0.0000
Volume	67,823	93,255	25,432	37.5%	292,154

Daily Pivots for day following 19-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0077	0.9918
R3	1.0046	0.9999	0.9896
R2	0.9968	0.9968	0.9889
R1	0.9921	0.9921	0.9882	0.9906
PP	0.9890	0.9890	0.9890	0.9882
S1	0.9843	0.9843	0.9868	0.9828
S2	0.9812	0.9812	0.9861
S3	0.9734	0.9765	0.9854
S4	0.9656	0.9687	0.9832

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0201	1.0148	0.9969
R3	1.0114	1.0061	0.9945
R2	1.0027	1.0027	0.9937
R1	0.9974	0.9974	0.9929	0.9957
PP	0.9940	0.9940	0.9940	0.9932
S1	0.9887	0.9887	0.9913	0.9870
S2	0.9853	0.9853	0.9905
S3	0.9766	0.9800	0.9897
S4	0.9679	0.9713	0.9873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9993	0.9858	0.0135	1.4%	0.0056	0.6%	13%	False	True	64,839
10	1.0059	0.9858	0.0201	2.0%	0.0055	0.6%	8%	False	True	63,255
20	1.0085	0.9858	0.0227	2.3%	0.0056	0.6%	7%	False	True	71,438
40	1.0175	0.9858	0.0317	3.2%	0.0052	0.5%	5%	False	True	62,972
60	1.0175	0.9858	0.0317	3.2%	0.0047	0.5%	5%	False	True	49,243
80	1.0175	0.9858	0.0317	3.2%	0.0046	0.5%	5%	False	True	37,047
100	1.0230	0.9858	0.0372	3.8%	0.0048	0.5%	5%	False	True	29,685
120	1.0320	0.9858	0.0462	4.7%	0.0047	0.5%	4%	False	True	24,755

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0268
2.618	1.0140
1.618	1.0062
1.000	1.0014
0.618	0.9984
HIGH	0.9936
0.618	0.9906
0.500	0.9897
0.382	0.9888
LOW	0.9858
0.618	0.9810
1.000	0.9780
1.618	0.9732
2.618	0.9654
4.250	0.9527

Fisher Pivots for day following 19-Feb-2013
Pivot	1 day	3 day
R1	0.9897	0.9926
PP	0.9890	0.9909
S1	0.9882	0.9892

Download as Excel Spreadsheet

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

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