CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	0.9607	0.9572	-0.0035	-0.4%	0.9437
High	0.9619	0.9634	0.0015	0.2%	0.9669
Low	0.9570	0.9562	-0.0008	-0.1%	0.9431
Close	0.9582	0.9628	0.0046	0.5%	0.9606
Range	0.0049	0.0072	0.0023	46.9%	0.0238
ATR	0.0077	0.0076	0.0000	-0.4%	0.0000
Volume	49,612	66,758	17,146	34.6%	350,565

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9824	0.9798	0.9668
R3	0.9752	0.9726	0.9648
R2	0.9680	0.9680	0.9641
R1	0.9654	0.9654	0.9635	0.9667
PP	0.9608	0.9608	0.9608	0.9615
S1	0.9582	0.9582	0.9621	0.9595
S2	0.9536	0.9536	0.9615
S3	0.9464	0.9510	0.9608
S4	0.9392	0.9438	0.9588

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	0.9471	0.0198	2.1%	0.0083	0.9%	79%	False	False	69,029
10	0.9669	0.9409	0.0260	2.7%	0.0076	0.8%	84%	False	False	70,074
20	0.9808	0.9409	0.0399	4.1%	0.0079	0.8%	55%	False	False	76,715
40	0.9846	0.9409	0.0437	4.5%	0.0080	0.8%	50%	False	False	46,014
60	0.9955	0.9409	0.0546	5.7%	0.0071	0.7%	40%	False	False	30,793
80	0.9955	0.9409	0.0546	5.7%	0.0064	0.7%	40%	False	False	23,130
100	0.9955	0.9409	0.0546	5.7%	0.0059	0.6%	40%	False	False	18,539
120	1.0000	0.9409	0.0591	6.1%	0.0055	0.6%	37%	False	False	15,469

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9940
2.618	0.9822
1.618	0.9750
1.000	0.9706
0.618	0.9678
HIGH	0.9634
0.618	0.9606
0.500	0.9598
0.382	0.9590
LOW	0.9562
0.618	0.9518
1.000	0.9490
1.618	0.9446
2.618	0.9374
4.250	0.9256

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	0.9618	0.9619
PP	0.9608	0.9609
S1	0.9598	0.9600

Download as Excel Spreadsheet

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

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