CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	1.0016	1.0030	0.0014	0.1%	1.0041
High	1.0016	1.0030	0.0014	0.1%	1.0065
Low	1.0016	1.0021	0.0005	0.0%	0.9992
Close	1.0016	1.0021	0.0005	0.0%	1.0016
Range	0.0000	0.0009	0.0009		0.0073
ATR	0.0024	0.0023	-0.0001	-3.0%	0.0000
Volume	11	11	0	0.0%	90

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0051	1.0045	1.0026
R3	1.0042	1.0036	1.0023
R2	1.0033	1.0033	1.0023
R1	1.0027	1.0027	1.0022	1.0026
PP	1.0024	1.0024	1.0024	1.0023
S1	1.0018	1.0018	1.0020	1.0017
S2	1.0015	1.0015	1.0019
S3	1.0006	1.0009	1.0019
S4	0.9997	1.0000	1.0016

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0203	1.0056
R3	1.0170	1.0130	1.0036
R2	1.0097	1.0097	1.0029
R1	1.0057	1.0057	1.0023	1.0041
PP	1.0024	1.0024	1.0024	1.0016
S1	0.9984	0.9984	1.0009	0.9968
S2	0.9951	0.9951	1.0003
S3	0.9878	0.9911	0.9996
S4	0.9805	0.9838	0.9976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0065	0.9992	0.0073	0.7%	0.0017	0.2%	40%	False	False	17
10	1.0065	0.9992	0.0073	0.7%	0.0013	0.1%	40%	False	False	12
20	1.0065	0.9845	0.0220	2.2%	0.0012	0.1%	80%	False	False	9

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	0.0000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0068
2.618	1.0054
1.618	1.0045
1.000	1.0039
0.618	1.0036
HIGH	1.0030
0.618	1.0027
0.500	1.0026
0.382	1.0024
LOW	1.0021
0.618	1.0015
1.000	1.0012
1.618	1.0006
2.618	0.9997
4.250	0.9983

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	1.0026	1.0018
PP	1.0024	1.0014
S1	1.0023	1.0011

Download as Excel Spreadsheet

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

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