CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 14-Jan-2013

Day Change Summary
	Previous	Current
	11-Jan-2013	14-Jan-2013	Change	Change %	Previous Week
Open	1.0113	1.0085	-0.0028	-0.3%	1.0083
High	1.0113	1.0109	-0.0004	0.0%	1.0113
Low	1.0105	1.0082	-0.0023	-0.2%	1.0065
Close	1.0106	1.0107	0.0001	0.0%	1.0106
Range	0.0008	0.0027	0.0019	237.5%	0.0048
ATR	0.0030	0.0030	0.0000	-0.7%	0.0000
Volume	16	8	-8	-50.0%	48

Daily Pivots for day following 14-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0180	1.0171	1.0122
R3	1.0153	1.0144	1.0114
R2	1.0126	1.0126	1.0112
R1	1.0117	1.0117	1.0109	1.0122
PP	1.0099	1.0099	1.0099	1.0102
S1	1.0090	1.0090	1.0105	1.0095
S2	1.0072	1.0072	1.0102
S3	1.0045	1.0063	1.0100
S4	1.0018	1.0036	1.0092

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0239	1.0220	1.0132
R3	1.0191	1.0172	1.0119
R2	1.0143	1.0143	1.0115
R1	1.0124	1.0124	1.0110	1.0134
PP	1.0095	1.0095	1.0095	1.0099
S1	1.0076	1.0076	1.0102	1.0086
S2	1.0047	1.0047	1.0097
S3	0.9999	1.0028	1.0093
S4	0.9951	0.9980	1.0080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0113	1.0065	0.0048	0.5%	0.0017	0.2%	88%	False	False	10
10	1.0113	0.9979	0.0134	1.3%	0.0026	0.3%	96%	False	False	9
20	1.0113	0.9976	0.0137	1.4%	0.0017	0.2%	96%	False	False	9
40	1.0113	0.9899	0.0214	2.1%	0.0015	0.2%	97%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0224
2.618	1.0180
1.618	1.0153
1.000	1.0136
0.618	1.0126
HIGH	1.0109
0.618	1.0099
0.500	1.0096
0.382	1.0092
LOW	1.0082
0.618	1.0065
1.000	1.0055
1.618	1.0038
2.618	1.0011
4.250	0.9967

Fisher Pivots for day following 14-Jan-2013
Pivot	1 day	3 day
R1	1.0103	1.0104
PP	1.0099	1.0101
S1	1.0096	1.0098

Download as Excel Spreadsheet

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

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