CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	1.0010	1.0006	-0.0004	0.0%	0.9958
High	1.0010	1.0012	0.0002	0.0%	1.0016
Low	1.0008	1.0006	-0.0002	0.0%	0.9951
Close	1.0008	1.0012	0.0004	0.0%	1.0016
Range	0.0002	0.0006	0.0004	200.0%	0.0065
ATR	0.0029	0.0027	-0.0002	-5.7%	0.0000
Volume	77	11	-66	-85.7%	129

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0028	1.0026	1.0015
R3	1.0022	1.0020	1.0014
R2	1.0016	1.0016	1.0013
R1	1.0014	1.0014	1.0013	1.0015
PP	1.0010	1.0010	1.0010	1.0011
S1	1.0008	1.0008	1.0011	1.0009
S2	1.0004	1.0004	1.0011
S3	0.9998	1.0002	1.0010
S4	0.9992	0.9996	1.0009

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	0.9982	0.0041	0.4%	0.0017	0.2%	73%	False	False	23
10	1.0023	0.9899	0.0124	1.2%	0.0016	0.2%	91%	False	False	28
20	1.0028	0.9899	0.0129	1.3%	0.0015	0.2%	88%	False	False	27

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

Fibonacci Retracements and Extensions
4.250	1.0038
2.618	1.0028
1.618	1.0022
1.000	1.0018
0.618	1.0016
HIGH	1.0012
0.618	1.0010
0.500	1.0009
0.382	1.0008
LOW	1.0006
0.618	1.0002
1.000	1.0000
1.618	0.9996
2.618	0.9990
4.250	0.9981

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	1.0011	1.0010
PP	1.0010	1.0008
S1	1.0009	1.0006

Download as Excel Spreadsheet

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

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