CME Canadian Dollar Future September 2013

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

Day Change Summary
	Previous	Current
	13-Mar-2013	14-Mar-2013	Change	Change %	Previous Week
Open	0.9703	0.9695	-0.0008	-0.1%	0.9675
High	0.9719	0.9750	0.0031	0.3%	0.9730
Low	0.9688	0.9695	0.0007	0.1%	0.9640
Close	0.9693	0.9741	0.0048	0.5%	0.9680
Range	0.0031	0.0055	0.0024	77.4%	0.0090
ATR	0.0040	0.0041	0.0001	3.1%	0.0000
Volume	446	51	-395	-88.6%	785

Daily Pivots for day following 14-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9872	0.9771
R3	0.9839	0.9817	0.9756
R2	0.9784	0.9784	0.9751
R1	0.9762	0.9762	0.9746	0.9773
PP	0.9729	0.9729	0.9729	0.9734
S1	0.9707	0.9707	0.9736	0.9718
S2	0.9674	0.9674	0.9731
S3	0.9619	0.9652	0.9726
S4	0.9564	0.9597	0.9711

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9953	0.9907	0.9730
R3	0.9863	0.9817	0.9705
R2	0.9773	0.9773	0.9697
R1	0.9727	0.9727	0.9688	0.9750
PP	0.9683	0.9683	0.9683	0.9695
S1	0.9637	0.9637	0.9672	0.9660
S2	0.9593	0.9593	0.9664
S3	0.9503	0.9547	0.9655
S4	0.9413	0.9457	0.9631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9750	0.9658	0.0092	0.9%	0.0038	0.4%	90%	True	False	206
10	0.9750	0.9637	0.0113	1.2%	0.0038	0.4%	92%	True	False	185
20	0.9950	0.9637	0.0313	3.2%	0.0039	0.4%	33%	False	False	159
40	1.0094	0.9637	0.0457	4.7%	0.0038	0.4%	23%	False	False	134
60	1.0113	0.9637	0.0476	4.9%	0.0031	0.3%	22%	False	False	92
80	1.0113	0.9637	0.0476	4.9%	0.0027	0.3%	22%	False	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9984
2.618	0.9894
1.618	0.9839
1.000	0.9805
0.618	0.9784
HIGH	0.9750
0.618	0.9729
0.500	0.9723
0.382	0.9716
LOW	0.9695
0.618	0.9661
1.000	0.9640
1.618	0.9606
2.618	0.9551
4.250	0.9461

Fisher Pivots for day following 14-Mar-2013
Pivot	1 day	3 day
R1	0.9735	0.9734
PP	0.9729	0.9726
S1	0.9723	0.9719

Download as Excel Spreadsheet

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

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