CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 25-Jan-2013

Day Change Summary
	Previous	Current
	24-Jan-2013	25-Jan-2013	Change	Change %	Previous Week
Open	0.9970	0.9944	-0.0026	-0.3%	1.0042
High	0.9978	0.9944	-0.0034	-0.3%	1.0060
Low	0.9934	0.9870	-0.0064	-0.6%	0.9870
Close	0.9938	0.9891	-0.0047	-0.5%	0.9891
Range	0.0044	0.0074	0.0030	68.2%	0.0190
ATR	0.0043	0.0045	0.0002	5.2%	0.0000
Volume	1,202	1,362	160	13.3%	2,968

Daily Pivots for day following 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0081	0.9932
R3	1.0050	1.0007	0.9911
R2	0.9976	0.9976	0.9905
R1	0.9933	0.9933	0.9898	0.9918
PP	0.9902	0.9902	0.9902	0.9894
S1	0.9859	0.9859	0.9884	0.9844
S2	0.9828	0.9828	0.9877
S3	0.9754	0.9785	0.9871
S4	0.9680	0.9711	0.9850

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0510	1.0391	0.9996
R3	1.0320	1.0201	0.9943
R2	1.0130	1.0130	0.9926
R1	1.0011	1.0011	0.9908	0.9976
PP	0.9940	0.9940	0.9940	0.9923
S1	0.9821	0.9821	0.9874	0.9786
S2	0.9750	0.9750	0.9856
S3	0.9560	0.9631	0.9839
S4	0.9370	0.9441	0.9787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0092	0.9870	0.0222	2.2%	0.0062	0.6%	9%	False	True	602
10	1.0151	0.9870	0.0281	2.8%	0.0046	0.5%	7%	False	True	332
20	1.0151	0.9870	0.0281	2.8%	0.0040	0.4%	7%	False	True	197
40	1.0151	0.9870	0.0281	2.8%	0.0030	0.3%	7%	False	True	133
60	1.0151	0.9870	0.0281	2.8%	0.0028	0.3%	7%	False	True	105
80	1.0200	0.9870	0.0330	3.3%	0.0027	0.3%	6%	False	True	86
100	1.0254	0.9870	0.0384	3.9%	0.0026	0.3%	5%	False	True	74
120	1.0254	0.9870	0.0384	3.9%	0.0024	0.2%	5%	False	True	65

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0259
2.618	1.0138
1.618	1.0064
1.000	1.0018
0.618	0.9990
HIGH	0.9944
0.618	0.9916
0.500	0.9907
0.382	0.9898
LOW	0.9870
0.618	0.9824
1.000	0.9796
1.618	0.9750
2.618	0.9676
4.250	0.9556

Fisher Pivots for day following 25-Jan-2013
Pivot	1 day	3 day
R1	0.9907	0.9965
PP	0.9902	0.9940
S1	0.9896	0.9916

Download as Excel Spreadsheet

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

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