CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	0.9987	1.0012	0.0025	0.3%	0.9958
High	0.9996	1.0023	0.0027	0.3%	1.0016
Low	0.9987	0.9988	0.0001	0.0%	0.9951
Close	0.9996	0.9991	-0.0005	-0.1%	1.0016
Range	0.0009	0.0035	0.0026	288.9%	0.0065
ATR	0.0029	0.0030	0.0000	1.4%	0.0000
Volume	5	1	-4	-80.0%	129

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0106	1.0083	1.0010
R3	1.0071	1.0048	1.0001
R2	1.0036	1.0036	0.9997
R1	1.0013	1.0013	0.9994	1.0007
PP	1.0001	1.0001	1.0001	0.9998
S1	0.9978	0.9978	0.9988	0.9972
S2	0.9966	0.9966	0.9985
S3	0.9931	0.9943	0.9981
S4	0.9896	0.9908	0.9972

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0189	1.0168	1.0052
R3	1.0124	1.0103	1.0034
R2	1.0059	1.0059	1.0028
R1	1.0038	1.0038	1.0022	1.0049
PP	0.9994	0.9994	0.9994	1.0000
S1	0.9973	0.9973	1.0010	0.9984
S2	0.9929	0.9929	1.0004
S3	0.9864	0.9908	0.9998
S4	0.9799	0.9843	0.9980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0023	0.9951	0.0072	0.7%	0.0019	0.2%	56%	True	False	25
10	1.0023	0.9899	0.0124	1.2%	0.0016	0.2%	74%	True	False	24
20	1.0028	0.9899	0.0129	1.3%	0.0016	0.2%	71%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0172
2.618	1.0115
1.618	1.0080
1.000	1.0058
0.618	1.0045
HIGH	1.0023
0.618	1.0010
0.500	1.0006
0.382	1.0001
LOW	0.9988
0.618	0.9966
1.000	0.9953
1.618	0.9931
2.618	0.9896
4.250	0.9839

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	1.0006	1.0003
PP	1.0001	0.9999
S1	0.9996	0.9995

Download as Excel Spreadsheet

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

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