CME Canadian Dollar Future March 2013

Trading Metrics calculated at close of trading on 14-Mar-2013

Day Change Summary
	Previous	Current
	13-Mar-2013	14-Mar-2013	Change	Change %	Previous Week
Open	0.9746	0.9727	-0.0019	-0.2%	0.9731
High	0.9758	0.9791	0.0033	0.3%	0.9770
Low	0.9712	0.9723	0.0011	0.1%	0.9671
Close	0.9732	0.9781	0.0049	0.5%	0.9718
Range	0.0046	0.0068	0.0022	47.8%	0.0099
ATR	0.0055	0.0056	0.0001	1.6%	0.0000
Volume	107,191	96,881	-10,310	-9.6%	422,776

Daily Pivots for day following 14-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9943	0.9818
R3	0.9901	0.9875	0.9800
R2	0.9833	0.9833	0.9793
R1	0.9807	0.9807	0.9787	0.9820
PP	0.9765	0.9765	0.9765	0.9772
S1	0.9739	0.9739	0.9775	0.9752
S2	0.9697	0.9697	0.9769
S3	0.9629	0.9671	0.9762
S4	0.9561	0.9603	0.9744

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	0.9791	0.9692	0.0099	1.0%	0.0052	0.5%	90%	True	False	91,535
10	0.9791	0.9665	0.0126	1.3%	0.0053	0.5%	92%	True	False	87,031
20	0.9993	0.9665	0.0328	3.4%	0.0059	0.6%	35%	False	False	86,750
40	1.0150	0.9665	0.0485	5.0%	0.0058	0.6%	24%	False	False	79,044
60	1.0175	0.9665	0.0510	5.2%	0.0053	0.5%	23%	False	False	70,328
80	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	23%	False	False	55,984
100	1.0175	0.9665	0.0510	5.2%	0.0049	0.5%	23%	False	False	44,879
120	1.0232	0.9665	0.0567	5.8%	0.0050	0.5%	20%	False	False	37,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0080
2.618	0.9969
1.618	0.9901
1.000	0.9859
0.618	0.9833
HIGH	0.9791
0.618	0.9765
0.500	0.9757
0.382	0.9749
LOW	0.9723
0.618	0.9681
1.000	0.9655
1.618	0.9613
2.618	0.9545
4.250	0.9434

Fisher Pivots for day following 14-Mar-2013
Pivot	1 day	3 day
R1	0.9773	0.9771
PP	0.9765	0.9761
S1	0.9757	0.9752

Download as Excel Spreadsheet

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

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