CME Canadian Dollar Future June 2013

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

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	0.9811	0.9793	-0.0018	-0.2%	0.9647
High	0.9846	0.9856	0.0010	0.1%	0.9834
Low	0.9786	0.9778	-0.0008	-0.1%	0.9631
Close	0.9791	0.9820	0.0029	0.3%	0.9790
Range	0.0060	0.0078	0.0018	30.0%	0.0203
ATR	0.0079	0.0079	0.0000	-0.1%	0.0000
Volume	94,478	71,888	-22,590	-23.9%	425,264

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	1.0014	0.9863
R3	0.9974	0.9936	0.9841
R2	0.9896	0.9896	0.9834
R1	0.9858	0.9858	0.9827	0.9877
PP	0.9818	0.9818	0.9818	0.9828
S1	0.9780	0.9780	0.9813	0.9799
S2	0.9740	0.9740	0.9806
S3	0.9662	0.9702	0.9799
S4	0.9584	0.9624	0.9777

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	0.9856	0.9717	0.0139	1.4%	0.0075	0.8%	74%	True	False	88,215
10	0.9856	0.9628	0.0228	2.3%	0.0085	0.9%	84%	True	False	86,607
20	0.9856	0.9591	0.0265	2.7%	0.0088	0.9%	86%	True	False	88,163
40	0.9977	0.9591	0.0386	3.9%	0.0071	0.7%	59%	False	False	77,251
60	0.9977	0.9591	0.0386	3.9%	0.0066	0.7%	59%	False	False	74,219
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	59%	False	False	61,486
100	1.0060	0.9591	0.0469	4.8%	0.0061	0.6%	49%	False	False	49,296
120	1.0151	0.9591	0.0560	5.7%	0.0056	0.6%	41%	False	False	41,093

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

Fibonacci Retracements and Extensions
4.250	1.0188
2.618	1.0060
1.618	0.9982
1.000	0.9934
0.618	0.9904
HIGH	0.9856
0.618	0.9826
0.500	0.9817
0.382	0.9808
LOW	0.9778
0.618	0.9730
1.000	0.9700
1.618	0.9652
2.618	0.9574
4.250	0.9447

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	0.9819	0.9815
PP	0.9818	0.9810
S1	0.9817	0.9805

Download as Excel Spreadsheet

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

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