CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	0.9792	0.9773	-0.0019	-0.2%	0.9628
High	0.9823	0.9834	0.0011	0.1%	0.9812
Low	0.9765	0.9757	-0.0008	-0.1%	0.9611
Close	0.9769	0.9798	0.0029	0.3%	0.9768
Range	0.0058	0.0077	0.0019	32.8%	0.0201
ATR	0.0076	0.0076	0.0000	0.1%	0.0000
Volume	44,423	48,281	3,858	8.7%	34,553

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0027	0.9990	0.9840
R3	0.9950	0.9913	0.9819
R2	0.9873	0.9873	0.9812
R1	0.9836	0.9836	0.9805	0.9855
PP	0.9796	0.9796	0.9796	0.9806
S1	0.9759	0.9759	0.9791	0.9778
S2	0.9719	0.9719	0.9784
S3	0.9642	0.9682	0.9777
S4	0.9565	0.9605	0.9756

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	0.9834	0.9696	0.0138	1.4%	0.0074	0.8%	74%	True	False	32,280
10	0.9834	0.9610	0.0224	2.3%	0.0084	0.9%	84%	True	False	18,259
20	0.9834	0.9573	0.0261	2.7%	0.0084	0.9%	86%	True	False	9,782
40	0.9955	0.9573	0.0382	3.9%	0.0066	0.7%	59%	False	False	5,047
60	0.9955	0.9573	0.0382	3.9%	0.0058	0.6%	59%	False	False	3,409
80	0.9955	0.9573	0.0382	3.9%	0.0054	0.5%	59%	False	False	2,600
100	1.0032	0.9573	0.0459	4.7%	0.0050	0.5%	49%	False	False	2,102
120	1.0113	0.9573	0.0540	5.5%	0.0045	0.5%	42%	False	False	1,753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0161
2.618	1.0036
1.618	0.9959
1.000	0.9911
0.618	0.9882
HIGH	0.9834
0.618	0.9805
0.500	0.9796
0.382	0.9786
LOW	0.9757
0.618	0.9709
1.000	0.9680
1.618	0.9632
2.618	0.9555
4.250	0.9430

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	0.9797	0.9793
PP	0.9796	0.9788
S1	0.9796	0.9783

Download as Excel Spreadsheet

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

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