CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 13-Mar-2013

Day Change Summary
	Previous	Current
	12-Mar-2013	13-Mar-2013	Change	Change %	Previous Week
Open	0.9724	0.9724	0.0000	0.0%	0.9712
High	0.9734	0.9739	0.0005	0.1%	0.9750
Low	0.9701	0.9691	-0.0010	-0.1%	0.9650
Close	0.9723	0.9712	-0.0011	-0.1%	0.9698
Range	0.0033	0.0048	0.0015	45.5%	0.0100
ATR	0.0052	0.0052	0.0000	-0.5%	0.0000
Volume	34,555	64,959	30,404	88.0%	57,996

Daily Pivots for day following 13-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9858	0.9833	0.9738
R3	0.9810	0.9785	0.9725
R2	0.9762	0.9762	0.9721
R1	0.9737	0.9737	0.9716	0.9726
PP	0.9714	0.9714	0.9714	0.9708
S1	0.9689	0.9689	0.9708	0.9678
S2	0.9666	0.9666	0.9703
S3	0.9618	0.9641	0.9699
S4	0.9570	0.9593	0.9686

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9999	0.9949	0.9753
R3	0.9899	0.9849	0.9726
R2	0.9799	0.9799	0.9716
R1	0.9749	0.9749	0.9707	0.9724
PP	0.9699	0.9699	0.9699	0.9687
S1	0.9649	0.9649	0.9689	0.9624
S2	0.9599	0.9599	0.9680
S3	0.9499	0.9549	0.9671
S4	0.9399	0.9449	0.9643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9750	0.9659	0.0091	0.9%	0.0047	0.5%	58%	False	False	32,833
10	0.9760	0.9646	0.0114	1.2%	0.0054	0.6%	58%	False	False	18,621
20	0.9972	0.9646	0.0326	3.4%	0.0053	0.5%	20%	False	False	9,733
40	1.0130	0.9646	0.0484	5.0%	0.0051	0.5%	14%	False	False	5,109
60	1.0151	0.9646	0.0505	5.2%	0.0043	0.4%	13%	False	False	3,431
80	1.0151	0.9646	0.0505	5.2%	0.0038	0.4%	13%	False	False	2,587
100	1.0151	0.9646	0.0505	5.2%	0.0036	0.4%	13%	False	False	2,078
120	1.0200	0.9646	0.0554	5.7%	0.0033	0.3%	12%	False	False	1,736

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9943
2.618	0.9865
1.618	0.9817
1.000	0.9787
0.618	0.9769
HIGH	0.9739
0.618	0.9721
0.500	0.9715
0.382	0.9709
LOW	0.9691
0.618	0.9661
1.000	0.9643
1.618	0.9613
2.618	0.9565
4.250	0.9487

Fisher Pivots for day following 13-Mar-2013
Pivot	1 day	3 day
R1	0.9715	0.9715
PP	0.9714	0.9714
S1	0.9713	0.9713

Download as Excel Spreadsheet

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

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