CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 08-May-2013

Day Change Summary
	Previous	Current
	07-May-2013	08-May-2013	Change	Change %	Previous Week
Open	0.9905	0.9920	0.0015	0.2%	0.9806
High	0.9932	0.9952	0.0020	0.2%	0.9915
Low	0.9905	0.9914	0.0009	0.1%	0.9806
Close	0.9925	0.9942	0.0017	0.2%	0.9890
Range	0.0027	0.0038	0.0011	40.7%	0.0109
ATR	0.0045	0.0045	-0.0001	-1.2%	0.0000
Volume	56	213	157	280.4%	1,287

Daily Pivots for day following 08-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0050	1.0034	0.9963
R3	1.0012	0.9996	0.9952
R2	0.9974	0.9974	0.9949
R1	0.9958	0.9958	0.9945	0.9966
PP	0.9936	0.9936	0.9936	0.9940
S1	0.9920	0.9920	0.9939	0.9928
S2	0.9898	0.9898	0.9935
S3	0.9860	0.9882	0.9932
S4	0.9822	0.9844	0.9921

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0153	0.9950
R3	1.0088	1.0044	0.9920
R2	0.9979	0.9979	0.9910
R1	0.9935	0.9935	0.9900	0.9957
PP	0.9870	0.9870	0.9870	0.9882
S1	0.9826	0.9826	0.9880	0.9848
S2	0.9761	0.9761	0.9870
S3	0.9652	0.9717	0.9860
S4	0.9543	0.9608	0.9830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9952	0.9840	0.0112	1.1%	0.0039	0.4%	91%	True	False	144
10	0.9952	0.9721	0.0231	2.3%	0.0047	0.5%	96%	True	False	197
20	0.9952	0.9680	0.0272	2.7%	0.0047	0.5%	96%	True	False	181
40	0.9952	0.9680	0.0272	2.7%	0.0042	0.4%	96%	True	False	153
60	0.9952	0.9637	0.0315	3.2%	0.0041	0.4%	97%	True	False	147
80	1.0109	0.9637	0.0472	4.7%	0.0040	0.4%	65%	False	False	138
100	1.0113	0.9637	0.0476	4.8%	0.0035	0.3%	64%	False	False	112
120	1.0113	0.9637	0.0476	4.8%	0.0031	0.3%	64%	False	False	96

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0114
2.618	1.0051
1.618	1.0013
1.000	0.9990
0.618	0.9975
HIGH	0.9952
0.618	0.9937
0.500	0.9933
0.382	0.9929
LOW	0.9914
0.618	0.9891
1.000	0.9876
1.618	0.9853
2.618	0.9815
4.250	0.9753

Fisher Pivots for day following 08-May-2013
Pivot	1 day	3 day
R1	0.9939	0.9933
PP	0.9936	0.9923
S1	0.9933	0.9914

Download as Excel Spreadsheet

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

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