CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	0.9626	0.9607	-0.0019	-0.2%	0.9437
High	0.9637	0.9619	-0.0018	-0.2%	0.9669
Low	0.9595	0.9570	-0.0025	-0.3%	0.9431
Close	0.9606	0.9582	-0.0024	-0.2%	0.9606
Range	0.0042	0.0049	0.0007	16.7%	0.0238
ATR	0.0079	0.0077	-0.0002	-2.7%	0.0000
Volume	62,019	49,612	-12,407	-20.0%	350,565

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9737	0.9709	0.9609
R3	0.9688	0.9660	0.9595
R2	0.9639	0.9639	0.9591
R1	0.9611	0.9611	0.9586	0.9601
PP	0.9590	0.9590	0.9590	0.9585
S1	0.9562	0.9562	0.9578	0.9552
S2	0.9541	0.9541	0.9573
S3	0.9492	0.9513	0.9569
S4	0.9443	0.9464	0.9555

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0283	1.0182	0.9737
R3	1.0045	0.9944	0.9671
R2	0.9807	0.9807	0.9650
R1	0.9706	0.9706	0.9628	0.9757
PP	0.9569	0.9569	0.9569	0.9594
S1	0.9468	0.9468	0.9584	0.9519
S2	0.9331	0.9331	0.9562
S3	0.9093	0.9230	0.9541
S4	0.8855	0.8992	0.9475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9669	0.9440	0.0229	2.4%	0.0080	0.8%	62%	False	False	68,673
10	0.9669	0.9409	0.0260	2.7%	0.0073	0.8%	67%	False	False	68,385
20	0.9831	0.9409	0.0422	4.4%	0.0078	0.8%	41%	False	False	75,928
40	0.9846	0.9409	0.0437	4.6%	0.0081	0.8%	40%	False	False	44,359
60	0.9955	0.9409	0.0546	5.7%	0.0070	0.7%	32%	False	False	29,682
80	0.9955	0.9409	0.0546	5.7%	0.0064	0.7%	32%	False	False	22,296
100	0.9955	0.9409	0.0546	5.7%	0.0059	0.6%	32%	False	False	17,872
120	1.0032	0.9409	0.0623	6.5%	0.0055	0.6%	28%	False	False	14,912

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9827
2.618	0.9747
1.618	0.9698
1.000	0.9668
0.618	0.9649
HIGH	0.9619
0.618	0.9600
0.500	0.9595
0.382	0.9589
LOW	0.9570
0.618	0.9540
1.000	0.9521
1.618	0.9491
2.618	0.9442
4.250	0.9362

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	0.9595	0.9586
PP	0.9590	0.9584
S1	0.9586	0.9583

Download as Excel Spreadsheet

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

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