CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	0.9706	0.9683	-0.0023	-0.2%	0.9607
High	0.9732	0.9739	0.0007	0.1%	0.9644
Low	0.9673	0.9678	0.0005	0.1%	0.9552
Close	0.9680	0.9710	0.0030	0.3%	0.9631
Range	0.0059	0.0061	0.0002	3.4%	0.0092
ATR	0.0070	0.0069	-0.0001	-0.9%	0.0000
Volume	70,731	59,141	-11,590	-16.4%	290,546

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9892	0.9862	0.9744
R3	0.9831	0.9801	0.9727
R2	0.9770	0.9770	0.9721
R1	0.9740	0.9740	0.9716	0.9755
PP	0.9709	0.9709	0.9709	0.9717
S1	0.9679	0.9679	0.9704	0.9694
S2	0.9648	0.9648	0.9699
S3	0.9587	0.9618	0.9693
S4	0.9526	0.9557	0.9676

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9850	0.9682
R3	0.9793	0.9758	0.9656
R2	0.9701	0.9701	0.9648
R1	0.9666	0.9666	0.9639	0.9684
PP	0.9609	0.9609	0.9609	0.9618
S1	0.9574	0.9574	0.9623	0.9592
S2	0.9517	0.9517	0.9614
S3	0.9425	0.9482	0.9606
S4	0.9333	0.9390	0.9580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9739	0.9607	0.0132	1.4%	0.0054	0.6%	78%	True	False	59,254
10	0.9739	0.9552	0.0187	1.9%	0.0058	0.6%	84%	True	False	60,114
20	0.9739	0.9409	0.0330	3.4%	0.0069	0.7%	91%	True	False	66,800
40	0.9846	0.9409	0.0437	4.5%	0.0076	0.8%	69%	False	False	56,333
60	0.9955	0.9409	0.0546	5.6%	0.0073	0.7%	55%	False	False	37,820
80	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	55%	False	False	28,406
100	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	55%	False	False	22,748
120	1.0000	0.9409	0.0591	6.1%	0.0056	0.6%	51%	False	False	18,976

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9998
2.618	0.9899
1.618	0.9838
1.000	0.9800
0.618	0.9777
HIGH	0.9739
0.618	0.9716
0.500	0.9709
0.382	0.9701
LOW	0.9678
0.618	0.9640
1.000	0.9617
1.618	0.9579
2.618	0.9518
4.250	0.9419

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	0.9710	0.9705
PP	0.9709	0.9699
S1	0.9709	0.9694

Download as Excel Spreadsheet

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

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