CME Canadian Dollar Future June 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	0.9845	0.9833	-0.0012	-0.1%	0.9786
High	0.9868	0.9852	-0.0016	-0.2%	0.9868
Low	0.9816	0.9799	-0.0017	-0.2%	0.9753
Close	0.9832	0.9804	-0.0028	-0.3%	0.9832
Range	0.0052	0.0053	0.0001	1.9%	0.0115
ATR	0.0077	0.0075	-0.0002	-2.2%	0.0000
Volume	21,087	4,837	-16,250	-77.1%	366,142

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9977	0.9944	0.9833
R3	0.9924	0.9891	0.9819
R2	0.9871	0.9871	0.9814
R1	0.9838	0.9838	0.9809	0.9828
PP	0.9818	0.9818	0.9818	0.9814
S1	0.9785	0.9785	0.9799	0.9775
S2	0.9765	0.9765	0.9794
S3	0.9712	0.9732	0.9789
S4	0.9659	0.9679	0.9775

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0163	1.0112	0.9895
R3	1.0048	0.9997	0.9864
R2	0.9933	0.9933	0.9853
R1	0.9882	0.9882	0.9843	0.9908
PP	0.9818	0.9818	0.9818	0.9830
S1	0.9767	0.9767	0.9821	0.9793
S2	0.9703	0.9703	0.9811
S3	0.9588	0.9652	0.9800
S4	0.9473	0.9537	0.9769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9868	0.9753	0.0115	1.2%	0.0063	0.6%	44%	False	False	57,070
10	0.9868	0.9631	0.0237	2.4%	0.0077	0.8%	73%	False	False	71,002
20	0.9868	0.9591	0.0277	2.8%	0.0083	0.8%	77%	False	False	80,039
40	0.9977	0.9591	0.0386	3.9%	0.0072	0.7%	55%	False	False	75,070
60	0.9977	0.9591	0.0386	3.9%	0.0066	0.7%	55%	False	False	72,538
80	0.9977	0.9591	0.0386	3.9%	0.0063	0.6%	55%	False	False	61,777
100	1.0035	0.9591	0.0444	4.5%	0.0060	0.6%	48%	False	False	49,552
120	1.0151	0.9591	0.0560	5.7%	0.0056	0.6%	38%	False	False	41,307

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0077
2.618	0.9991
1.618	0.9938
1.000	0.9905
0.618	0.9885
HIGH	0.9852
0.618	0.9832
0.500	0.9826
0.382	0.9819
LOW	0.9799
0.618	0.9766
1.000	0.9746
1.618	0.9713
2.618	0.9660
4.250	0.9574

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	0.9826	0.9823
PP	0.9818	0.9817
S1	0.9811	0.9810

Download as Excel Spreadsheet

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

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