CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 12-Apr-2013

Day Change Summary
	Previous	Current
	11-Apr-2013	12-Apr-2013	Change	Change %	Previous Week
Open	0.9843	0.9880	0.0037	0.4%	0.9817
High	0.9902	0.9891	-0.0011	-0.1%	0.9902
Low	0.9830	0.9841	0.0011	0.1%	0.9774
Close	0.9879	0.9849	-0.0030	-0.3%	0.9849
Range	0.0072	0.0050	-0.0022	-30.6%	0.0128
ATR	0.0052	0.0052	0.0000	-0.3%	0.0000
Volume	64,047	56,431	-7,616	-11.9%	285,189

Daily Pivots for day following 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0010	0.9980	0.9877
R3	0.9960	0.9930	0.9863
R2	0.9910	0.9910	0.9858
R1	0.9880	0.9880	0.9854	0.9870
PP	0.9860	0.9860	0.9860	0.9856
S1	0.9830	0.9830	0.9844	0.9820
S2	0.9810	0.9810	0.9840
S3	0.9760	0.9780	0.9835
S4	0.9710	0.9730	0.9822

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0226	1.0165	0.9919
R3	1.0098	1.0037	0.9884
R2	0.9970	0.9970	0.9872
R1	0.9909	0.9909	0.9861	0.9940
PP	0.9842	0.9842	0.9842	0.9857
S1	0.9781	0.9781	0.9837	0.9812
S2	0.9714	0.9714	0.9826
S3	0.9586	0.9653	0.9814
S4	0.9458	0.9525	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9902	0.9774	0.0128	1.3%	0.0049	0.5%	59%	False	False	57,037
10	0.9902	0.9754	0.0148	1.5%	0.0052	0.5%	64%	False	False	62,445
20	0.9902	0.9704	0.0198	2.0%	0.0051	0.5%	73%	False	False	63,942
40	0.9972	0.9646	0.0326	3.3%	0.0053	0.5%	62%	False	False	38,334
60	1.0123	0.9646	0.0477	4.8%	0.0051	0.5%	43%	False	False	25,720
80	1.0151	0.9646	0.0505	5.1%	0.0046	0.5%	40%	False	False	19,309
100	1.0151	0.9646	0.0505	5.1%	0.0041	0.4%	40%	False	False	15,458
120	1.0151	0.9646	0.0505	5.1%	0.0039	0.4%	40%	False	False	12,889

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0104
2.618	1.0022
1.618	0.9972
1.000	0.9941
0.618	0.9922
HIGH	0.9891
0.618	0.9872
0.500	0.9866
0.382	0.9860
LOW	0.9841
0.618	0.9810
1.000	0.9791
1.618	0.9760
2.618	0.9710
4.250	0.9629

Fisher Pivots for day following 12-Apr-2013
Pivot	1 day	3 day
R1	0.9866	0.9861
PP	0.9860	0.9857
S1	0.9855	0.9853

Download as Excel Spreadsheet

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

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