CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	1.0006	0.9994	-0.0012	-0.1%	0.9987
High	1.0012	1.0008	-0.0004	0.0%	1.0023
Low	1.0006	0.9994	-0.0012	-0.1%	0.9987
Close	1.0012	1.0004	-0.0008	-0.1%	1.0004
Range	0.0006	0.0014	0.0008	133.3%	0.0036
ATR	0.0027	0.0027	-0.0001	-2.4%	0.0000
Volume	11	3	-8	-72.7%	97

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0044	1.0038	1.0012
R3	1.0030	1.0024	1.0008
R2	1.0016	1.0016	1.0007
R1	1.0010	1.0010	1.0005	1.0013
PP	1.0002	1.0002	1.0002	1.0004
S1	0.9996	0.9996	1.0003	0.9999
S2	0.9988	0.9988	1.0001
S3	0.9974	0.9982	1.0000
S4	0.9960	0.9968	0.9996

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0113	1.0094	1.0024
R3	1.0077	1.0058	1.0014
R2	1.0041	1.0041	1.0011
R1	1.0022	1.0022	1.0007	1.0032
PP	1.0005	1.0005	1.0005	1.0009
S1	0.9986	0.9986	1.0001	0.9996
S2	0.9969	0.9969	0.9997
S3	0.9933	0.9950	0.9994
S4	0.9897	0.9914	0.9984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0023	0.9987	0.0036	0.4%	0.0013	0.1%	47%	False	False	19
10	1.0023	0.9899	0.0124	1.2%	0.0016	0.2%	85%	False	False	23
20	1.0028	0.9899	0.0129	1.3%	0.0016	0.2%	81%	False	False	25

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0068
2.618	1.0045
1.618	1.0031
1.000	1.0022
0.618	1.0017
HIGH	1.0008
0.618	1.0003
0.500	1.0001
0.382	0.9999
LOW	0.9994
0.618	0.9985
1.000	0.9980
1.618	0.9971
2.618	0.9957
4.250	0.9935

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	1.0003	1.0004
PP	1.0002	1.0003
S1	1.0001	1.0003

Download as Excel Spreadsheet

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

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