CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	1.0087	1.0109	0.0022	0.2%	1.0186
High	1.0094	1.0169	0.0075	0.7%	1.0186
Low	1.0072	1.0109	0.0037	0.4%	1.0129
Close	1.0072	1.0169	0.0097	1.0%	1.0144
Range	0.0022	0.0060	0.0038	172.7%	0.0057
ATR	0.0037	0.0041	0.0004	11.5%	0.0000
Volume	23	20	-3	-13.0%	188

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0329	1.0309	1.0202
R3	1.0269	1.0249	1.0186
R2	1.0209	1.0209	1.0180
R1	1.0189	1.0189	1.0175	1.0199
PP	1.0149	1.0149	1.0149	1.0154
S1	1.0129	1.0129	1.0164	1.0139
S2	1.0089	1.0089	1.0158
S3	1.0029	1.0069	1.0153
S4	0.9969	1.0009	1.0136

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0324	1.0291	1.0175
R3	1.0267	1.0234	1.0160
R2	1.0210	1.0210	1.0154
R1	1.0177	1.0177	1.0149	1.0165
PP	1.0153	1.0153	1.0153	1.0147
S1	1.0120	1.0120	1.0139	1.0108
S2	1.0096	1.0096	1.0134
S3	1.0039	1.0063	1.0128
S4	0.9982	1.0006	1.0113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0169	1.0072	0.0097	1.0%	0.0019	0.2%	100%	True	False	41
10	1.0200	1.0072	0.0128	1.3%	0.0026	0.3%	76%	False	False	28
20	1.0200	1.0058	0.0142	1.4%	0.0019	0.2%	78%	False	False	24
40	1.0254	0.9992	0.0262	2.6%	0.0019	0.2%	68%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.0424
2.618	1.0326
1.618	1.0266
1.000	1.0229
0.618	1.0206
HIGH	1.0169
0.618	1.0146
0.500	1.0139
0.382	1.0132
LOW	1.0109
0.618	1.0072
1.000	1.0049
1.618	1.0012
2.618	0.9952
4.250	0.9854

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	1.0159	1.0153
PP	1.0149	1.0137
S1	1.0139	1.0121

Download as Excel Spreadsheet

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

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