CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	1.0025	1.0021	-0.0004	0.0%	1.0008
High	1.0038	1.0058	0.0020	0.2%	1.0058
Low	1.0020	1.0008	-0.0012	-0.1%	0.9986
Close	1.0020	1.0038	0.0018	0.2%	1.0038
Range	0.0018	0.0050	0.0032	177.8%	0.0072
ATR	0.0025	0.0027	0.0002	7.0%	0.0000
Volume	11	14	3	27.3%	59

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0185	1.0161	1.0066
R3	1.0135	1.0111	1.0052
R2	1.0085	1.0085	1.0047
R1	1.0061	1.0061	1.0043	1.0073
PP	1.0035	1.0035	1.0035	1.0041
S1	1.0011	1.0011	1.0033	1.0023
S2	0.9985	0.9985	1.0029
S3	0.9935	0.9961	1.0024
S4	0.9885	0.9911	1.0011

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.0243	1.0213	1.0078
R3	1.0171	1.0141	1.0058
R2	1.0099	1.0099	1.0051
R1	1.0069	1.0069	1.0045	1.0084
PP	1.0027	1.0027	1.0027	1.0035
S1	0.9997	0.9997	1.0031	1.0012
S2	0.9955	0.9955	1.0025
S3	0.9883	0.9925	1.0018
S4	0.9811	0.9853	0.9998

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0058	0.9986	0.0072	0.7%	0.0021	0.2%	72%	True	False	11
10	1.0058	0.9986	0.0072	0.7%	0.0017	0.2%	72%	True	False	15
20	1.0058	0.9899	0.0159	1.6%	0.0016	0.2%	87%	True	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.0271
2.618	1.0189
1.618	1.0139
1.000	1.0108
0.618	1.0089
HIGH	1.0058
0.618	1.0039
0.500	1.0033
0.382	1.0027
LOW	1.0008
0.618	0.9977
1.000	0.9958
1.618	0.9927
2.618	0.9877
4.250	0.9796

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	1.0036	1.0036
PP	1.0035	1.0035
S1	1.0033	1.0033

Download as Excel Spreadsheet

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

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