CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	1.0103	1.0120	0.0017	0.2%	1.0154
High	1.0103	1.0120	0.0017	0.2%	1.0154
Low	1.0103	1.0110	0.0007	0.1%	1.0085
Close	1.0103	1.0117	0.0014	0.1%	1.0103
Range	0.0000	0.0010	0.0010		0.0069
ATR	0.0034	0.0033	-0.0001	-3.6%	0.0000
Volume	42	1	-41	-97.6%	172

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0146	1.0141	1.0123
R3	1.0136	1.0131	1.0120
R2	1.0126	1.0126	1.0119
R1	1.0121	1.0121	1.0118	1.0119
PP	1.0116	1.0116	1.0116	1.0114
S1	1.0111	1.0111	1.0116	1.0109
S2	1.0106	1.0106	1.0115
S3	1.0096	1.0101	1.0114
S4	1.0086	1.0091	1.0112

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0321	1.0281	1.0141
R3	1.0252	1.0212	1.0122
R2	1.0183	1.0183	1.0116
R1	1.0143	1.0143	1.0109	1.0129
PP	1.0114	1.0114	1.0114	1.0107
S1	1.0074	1.0074	1.0097	1.0060
S2	1.0045	1.0045	1.0090
S3	0.9976	1.0005	1.0084
S4	0.9907	0.9936	1.0065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0140	1.0085	0.0055	0.5%	0.0014	0.1%	58%	False	False	34
10	1.0197	1.0085	0.0112	1.1%	0.0014	0.1%	29%	False	False	27
20	1.0254	1.0021	0.0233	2.3%	0.0020	0.2%	41%	False	False	27
40	1.0254	0.9931	0.0323	3.2%	0.0016	0.2%	58%	False	False	23

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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0163
2.618	1.0146
1.618	1.0136
1.000	1.0130
0.618	1.0126
HIGH	1.0120
0.618	1.0116
0.500	1.0115
0.382	1.0114
LOW	1.0110
0.618	1.0104
1.000	1.0100
1.618	1.0094
2.618	1.0084
4.250	1.0068

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	1.0116	1.0115
PP	1.0116	1.0113
S1	1.0115	1.0111

Download as Excel Spreadsheet

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

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