CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	0.9744	0.9746	0.0002	0.0%	0.9731
High	0.9755	0.9758	0.0003	0.0%	0.9770
Low	0.9722	0.9712	-0.0010	-0.1%	0.9671
Close	0.9743	0.9732	-0.0011	-0.1%	0.9718
Range	0.0033	0.0046	0.0013	39.4%	0.0099
ATR	0.0056	0.0055	-0.0001	-1.3%	0.0000
Volume	79,355	107,191	27,836	35.1%	422,776

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9872	0.9848	0.9757
R3	0.9826	0.9802	0.9745
R2	0.9780	0.9780	0.9740
R1	0.9756	0.9756	0.9736	0.9745
PP	0.9734	0.9734	0.9734	0.9729
S1	0.9710	0.9710	0.9728	0.9699
S2	0.9688	0.9688	0.9724
S3	0.9642	0.9664	0.9719
S4	0.9596	0.9618	0.9707

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0017	0.9966	0.9772
R3	0.9918	0.9867	0.9745
R2	0.9819	0.9819	0.9736
R1	0.9768	0.9768	0.9727	0.9744
PP	0.9720	0.9720	0.9720	0.9708
S1	0.9669	0.9669	0.9709	0.9645
S2	0.9621	0.9621	0.9700
S3	0.9522	0.9570	0.9691
S4	0.9423	0.9471	0.9664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9770	0.9678	0.0092	0.9%	0.0047	0.5%	59%	False	False	84,859
10	0.9783	0.9665	0.0118	1.2%	0.0056	0.6%	57%	False	False	86,734
20	0.9993	0.9665	0.0328	3.4%	0.0058	0.6%	20%	False	False	84,407
40	1.0156	0.9665	0.0491	5.0%	0.0057	0.6%	14%	False	False	77,993
60	1.0175	0.9665	0.0510	5.2%	0.0053	0.5%	13%	False	False	69,991
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	13%	False	False	54,784
100	1.0210	0.9665	0.0545	5.6%	0.0049	0.5%	12%	False	False	43,912
120	1.0232	0.9665	0.0567	5.8%	0.0050	0.5%	12%	False	False	36,623

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9954
2.618	0.9878
1.618	0.9832
1.000	0.9804
0.618	0.9786
HIGH	0.9758
0.618	0.9740
0.500	0.9735
0.382	0.9730
LOW	0.9712
0.618	0.9684
1.000	0.9666
1.618	0.9638
2.618	0.9592
4.250	0.9517

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	0.9735	0.9735
PP	0.9734	0.9734
S1	0.9733	0.9733

Download as Excel Spreadsheet

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

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