CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	0.9786	0.9809	0.0023	0.2%	0.9647
High	0.9832	0.9826	-0.0006	-0.1%	0.9834
Low	0.9783	0.9753	-0.0030	-0.3%	0.9631
Close	0.9810	0.9813	0.0003	0.0%	0.9790
Range	0.0049	0.0073	0.0024	49.0%	0.0203
ATR	0.0081	0.0081	-0.0001	-0.7%	0.0000
Volume	85,627	93,062	7,435	8.7%	425,264

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0016	0.9988	0.9853
R3	0.9943	0.9915	0.9833
R2	0.9870	0.9870	0.9826
R1	0.9842	0.9842	0.9820	0.9856
PP	0.9797	0.9797	0.9797	0.9805
S1	0.9769	0.9769	0.9806	0.9783
S2	0.9724	0.9724	0.9800
S3	0.9651	0.9696	0.9793
S4	0.9578	0.9623	0.9773

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0361	1.0278	0.9902
R3	1.0158	1.0075	0.9846
R2	0.9955	0.9955	0.9827
R1	0.9872	0.9872	0.9809	0.9914
PP	0.9752	0.9752	0.9752	0.9772
S1	0.9669	0.9669	0.9771	0.9711
S2	0.9549	0.9549	0.9753
S3	0.9346	0.9466	0.9734
S4	0.9143	0.9263	0.9678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9834	0.9631	0.0203	2.1%	0.0089	0.9%	90%	False	False	89,969
10	0.9834	0.9591	0.0243	2.5%	0.0087	0.9%	91%	False	False	86,369
20	0.9903	0.9591	0.0312	3.2%	0.0089	0.9%	71%	False	False	87,773
40	0.9977	0.9591	0.0386	3.9%	0.0071	0.7%	58%	False	False	77,614
60	0.9977	0.9591	0.0386	3.9%	0.0065	0.7%	58%	False	False	73,570
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	58%	False	False	59,418
100	1.0123	0.9591	0.0532	5.4%	0.0060	0.6%	42%	False	False	47,634
120	1.0151	0.9591	0.0560	5.7%	0.0055	0.6%	40%	False	False	39,707

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0136
2.618	1.0017
1.618	0.9944
1.000	0.9899
0.618	0.9871
HIGH	0.9826
0.618	0.9798
0.500	0.9790
0.382	0.9781
LOW	0.9753
0.618	0.9708
1.000	0.9680
1.618	0.9635
2.618	0.9562
4.250	0.9443

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	0.9805	0.9801
PP	0.9797	0.9788
S1	0.9790	0.9776

Download as Excel Spreadsheet

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

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