CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	1.0075	1.0087	0.0012	0.1%	1.0003
High	1.0075	1.0103	0.0028	0.3%	1.0102
Low	1.0068	1.0085	0.0017	0.2%	0.9979
Close	1.0068	1.0103	0.0035	0.3%	1.0071
Range	0.0007	0.0018	0.0011	157.1%	0.0123
ATR	0.0031	0.0031	0.0000	0.9%	0.0000
Volume	11	12	1	9.1%	36

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0151	1.0145	1.0113
R3	1.0133	1.0127	1.0108
R2	1.0115	1.0115	1.0106
R1	1.0109	1.0109	1.0105	1.0112
PP	1.0097	1.0097	1.0097	1.0099
S1	1.0091	1.0091	1.0101	1.0094
S2	1.0079	1.0079	1.0100
S3	1.0061	1.0073	1.0098
S4	1.0043	1.0055	1.0093

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	1.0103	1.0023	0.0080	0.8%	0.0024	0.2%	100%	True	False	8
10	1.0103	0.9976	0.0127	1.3%	0.0023	0.2%	100%	True	False	7
20	1.0104	0.9976	0.0128	1.3%	0.0015	0.1%	99%	False	False	9
40	1.0104	0.9899	0.0205	2.0%	0.0015	0.1%	100%	False	False	15

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0180
2.618	1.0150
1.618	1.0132
1.000	1.0121
0.618	1.0114
HIGH	1.0103
0.618	1.0096
0.500	1.0094
0.382	1.0092
LOW	1.0085
0.618	1.0074
1.000	1.0067
1.618	1.0056
2.618	1.0038
4.250	1.0009

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	1.0100	1.0097
PP	1.0097	1.0090
S1	1.0094	1.0084

Download as Excel Spreadsheet

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

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