CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	1.0132	1.0179	0.0047	0.5%	1.0182
High	1.0171	1.0179	0.0008	0.1%	1.0197
Low	1.0127	1.0167	0.0040	0.4%	1.0127
Close	1.0171	1.0167	-0.0004	0.0%	1.0167
Range	0.0044	0.0012	-0.0032	-72.7%	0.0070
ATR	0.0037	0.0035	-0.0002	-4.8%	0.0000
Volume	26	7	-19	-73.1%	128

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0207	1.0199	1.0174
R3	1.0195	1.0187	1.0170
R2	1.0183	1.0183	1.0169
R1	1.0175	1.0175	1.0168	1.0173
PP	1.0171	1.0171	1.0171	1.0170
S1	1.0163	1.0163	1.0166	1.0161
S2	1.0159	1.0159	1.0165
S3	1.0147	1.0151	1.0164
S4	1.0135	1.0139	1.0160

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0374	1.0340	1.0206
R3	1.0304	1.0270	1.0186
R2	1.0234	1.0234	1.0180
R1	1.0200	1.0200	1.0173	1.0182
PP	1.0164	1.0164	1.0164	1.0155
S1	1.0130	1.0130	1.0161	1.0112
S2	1.0094	1.0094	1.0154
S3	1.0024	1.0060	1.0148
S4	0.9954	0.9990	1.0129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0197	1.0127	0.0070	0.7%	0.0013	0.1%	57%	False	False	25
10	1.0254	1.0127	0.0127	1.2%	0.0025	0.2%	31%	False	False	30
20	1.0254	1.0001	0.0253	2.5%	0.0019	0.2%	66%	False	False	30

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	True
Stretch	0.0001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0230
2.618	1.0210
1.618	1.0198
1.000	1.0191
0.618	1.0186
HIGH	1.0179
0.618	1.0174
0.500	1.0173
0.382	1.0172
LOW	1.0167
0.618	1.0160
1.000	1.0155
1.618	1.0148
2.618	1.0136
4.250	1.0116

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	1.0173	1.0165
PP	1.0171	1.0164
S1	1.0169	1.0162

Download as Excel Spreadsheet

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

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