CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 11-Apr-2013

Day Change Summary
	Previous	Current
	10-Apr-2013	11-Apr-2013	Change	Change %	Previous Week
Open	0.9818	0.9815	-0.0003	0.0%	0.9793
High	0.9823	0.9880	0.0057	0.6%	0.9860
Low	0.9814	0.9815	0.0001	0.0%	0.9735
Close	0.9819	0.9859	0.0040	0.4%	0.9791
Range	0.0009	0.0065	0.0056	622.2%	0.0125
ATR	0.0042	0.0044	0.0002	3.9%	0.0000
Volume	142	23	-119	-83.8%	361

Daily Pivots for day following 11-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0018	0.9895
R3	0.9981	0.9953	0.9877
R2	0.9916	0.9916	0.9871
R1	0.9888	0.9888	0.9865	0.9902
PP	0.9851	0.9851	0.9851	0.9859
S1	0.9823	0.9823	0.9853	0.9837
S2	0.9786	0.9786	0.9847
S3	0.9721	0.9758	0.9841
S4	0.9656	0.9693	0.9823

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0170	1.0106	0.9860
R3	1.0045	0.9981	0.9825
R2	0.9920	0.9920	0.9814
R1	0.9856	0.9856	0.9802	0.9826
PP	0.9795	0.9795	0.9795	0.9780
S1	0.9731	0.9731	0.9780	0.9701
S2	0.9670	0.9670	0.9768
S3	0.9545	0.9606	0.9757
S4	0.9420	0.9481	0.9722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9880	0.9735	0.0145	1.5%	0.0049	0.5%	86%	True	False	142
10	0.9880	0.9735	0.0145	1.5%	0.0039	0.4%	86%	True	False	104
20	0.9880	0.9687	0.0193	2.0%	0.0040	0.4%	89%	True	False	104
40	0.9950	0.9637	0.0313	3.2%	0.0038	0.4%	71%	False	False	130
60	1.0105	0.9637	0.0468	4.7%	0.0038	0.4%	47%	False	False	124
80	1.0113	0.9637	0.0476	4.8%	0.0032	0.3%	47%	False	False	95
100	1.0113	0.9637	0.0476	4.8%	0.0029	0.3%	47%	False	False	80

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	1.0156
2.618	1.0050
1.618	0.9985
1.000	0.9945
0.618	0.9920
HIGH	0.9880
0.618	0.9855
0.500	0.9848
0.382	0.9840
LOW	0.9815
0.618	0.9775
1.000	0.9750
1.618	0.9710
2.618	0.9645
4.250	0.9539

Fisher Pivots for day following 11-Apr-2013
Pivot	1 day	3 day
R1	0.9855	0.9853
PP	0.9851	0.9846
S1	0.9848	0.9840

Download as Excel Spreadsheet

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

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