CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	0.9785	0.9792	0.0007	0.1%	0.9628
High	0.9805	0.9823	0.0018	0.2%	0.9812
Low	0.9732	0.9765	0.0033	0.3%	0.9611
Close	0.9791	0.9769	-0.0022	-0.2%	0.9768
Range	0.0073	0.0058	-0.0015	-20.5%	0.0201
ATR	0.0078	0.0076	-0.0001	-1.8%	0.0000
Volume	30,208	44,423	14,215	47.1%	34,553

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9960	0.9922	0.9801
R3	0.9902	0.9864	0.9785
R2	0.9844	0.9844	0.9780
R1	0.9806	0.9806	0.9774	0.9796
PP	0.9786	0.9786	0.9786	0.9781
S1	0.9748	0.9748	0.9764	0.9738
S2	0.9728	0.9728	0.9758
S3	0.9670	0.9690	0.9753
S4	0.9612	0.9632	0.9737

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0333	1.0252	0.9879
R3	1.0132	1.0051	0.9823
R2	0.9931	0.9931	0.9805
R1	0.9850	0.9850	0.9786	0.9891
PP	0.9730	0.9730	0.9730	0.9751
S1	0.9649	0.9649	0.9750	0.9690
S2	0.9529	0.9529	0.9731
S3	0.9328	0.9448	0.9713
S4	0.9127	0.9247	0.9657

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9823	0.9623	0.0200	2.0%	0.0090	0.9%	73%	True	False	24,572
10	0.9823	0.9602	0.0221	2.3%	0.0084	0.9%	76%	True	False	13,622
20	0.9826	0.9573	0.0253	2.6%	0.0083	0.8%	77%	False	False	7,401
40	0.9955	0.9573	0.0382	3.9%	0.0066	0.7%	51%	False	False	3,844
60	0.9955	0.9573	0.0382	3.9%	0.0058	0.6%	51%	False	False	2,605
80	0.9955	0.9573	0.0382	3.9%	0.0053	0.5%	51%	False	False	1,996
100	1.0047	0.9573	0.0474	4.9%	0.0050	0.5%	41%	False	False	1,619
120	1.0113	0.9573	0.0540	5.5%	0.0045	0.5%	36%	False	False	1,351

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0070
2.618	0.9975
1.618	0.9917
1.000	0.9881
0.618	0.9859
HIGH	0.9823
0.618	0.9801
0.500	0.9794
0.382	0.9787
LOW	0.9765
0.618	0.9729
1.000	0.9707
1.618	0.9671
2.618	0.9613
4.250	0.9519

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	0.9794	0.9778
PP	0.9786	0.9775
S1	0.9777	0.9772

Download as Excel Spreadsheet

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

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