CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	1.0089	1.0075	-0.0014	-0.1%	1.0003
High	1.0089	1.0075	-0.0014	-0.1%	1.0102
Low	1.0065	1.0068	0.0003	0.0%	0.9979
Close	1.0072	1.0068	-0.0004	0.0%	1.0071
Range	0.0024	0.0007	-0.0017	-70.8%	0.0123
ATR	0.0033	0.0031	-0.0002	-5.6%	0.0000
Volume	4	11	7	175.0%	36

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0091	1.0087	1.0072
R3	1.0084	1.0080	1.0070
R2	1.0077	1.0077	1.0069
R1	1.0073	1.0073	1.0069	1.0072
PP	1.0070	1.0070	1.0070	1.0070
S1	1.0066	1.0066	1.0067	1.0065
S2	1.0063	1.0063	1.0067
S3	1.0056	1.0059	1.0066
S4	1.0049	1.0052	1.0064

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0420	1.0368	1.0139
R3	1.0297	1.0245	1.0105
R2	1.0174	1.0174	1.0094
R1	1.0122	1.0122	1.0082	1.0148
PP	1.0051	1.0051	1.0051	1.0064
S1	0.9999	0.9999	1.0060	1.0025
S2	0.9928	0.9928	1.0048
S3	0.9805	0.9876	1.0037
S4	0.9682	0.9753	1.0003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0089	1.0023	0.0066	0.7%	0.0026	0.3%	68%	False	False	7
10	1.0102	0.9976	0.0126	1.3%	0.0022	0.2%	73%	False	False	6
20	1.0104	0.9976	0.0128	1.3%	0.0014	0.1%	72%	False	False	10
40	1.0104	0.9899	0.0205	2.0%	0.0014	0.1%	82%	False	False	16

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

Fibonacci Retracements and Extensions
4.250	1.0105
2.618	1.0093
1.618	1.0086
1.000	1.0082
0.618	1.0079
HIGH	1.0075
0.618	1.0072
0.500	1.0072
0.382	1.0071
LOW	1.0068
0.618	1.0064
1.000	1.0061
1.618	1.0057
2.618	1.0050
4.250	1.0038

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	1.0072	1.0077
PP	1.0070	1.0074
S1	1.0069	1.0071

Download as Excel Spreadsheet

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

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