CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	0.9713	0.9730	0.0017	0.2%	0.9630
High	0.9742	0.9739	-0.0003	0.0%	0.9739
Low	0.9713	0.9687	-0.0026	-0.3%	0.9630
Close	0.9739	0.9688	-0.0051	-0.5%	0.9713
Range	0.0029	0.0052	0.0023	79.3%	0.0109
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	42,959	61,872	18,913	44.0%	300,166

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9861	0.9826	0.9717
R3	0.9809	0.9774	0.9702
R2	0.9757	0.9757	0.9698
R1	0.9722	0.9722	0.9693	0.9714
PP	0.9705	0.9705	0.9705	0.9700
S1	0.9670	0.9670	0.9683	0.9662
S2	0.9653	0.9653	0.9678
S3	0.9601	0.9618	0.9674
S4	0.9549	0.9566	0.9659

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9976	0.9773
R3	0.9912	0.9867	0.9743
R2	0.9803	0.9803	0.9733
R1	0.9758	0.9758	0.9723	0.9781
PP	0.9694	0.9694	0.9694	0.9705
S1	0.9649	0.9649	0.9703	0.9672
S2	0.9585	0.9585	0.9693
S3	0.9476	0.9540	0.9683
S4	0.9367	0.9431	0.9653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9742	0.9673	0.0069	0.7%	0.0048	0.5%	22%	False	False	57,258
10	0.9742	0.9552	0.0190	2.0%	0.0054	0.6%	72%	False	False	57,917
20	0.9742	0.9409	0.0333	3.4%	0.0065	0.7%	84%	False	False	63,996
40	0.9846	0.9409	0.0437	4.5%	0.0072	0.7%	64%	False	False	60,102
60	0.9955	0.9409	0.0546	5.6%	0.0072	0.7%	51%	False	False	40,414
80	0.9955	0.9409	0.0546	5.6%	0.0066	0.7%	51%	False	False	30,357
100	0.9955	0.9409	0.0546	5.6%	0.0060	0.6%	51%	False	False	24,311
120	1.0000	0.9409	0.0591	6.1%	0.0057	0.6%	47%	False	False	20,278

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9960
2.618	0.9875
1.618	0.9823
1.000	0.9791
0.618	0.9771
HIGH	0.9739
0.618	0.9719
0.500	0.9713
0.382	0.9707
LOW	0.9687
0.618	0.9655
1.000	0.9635
1.618	0.9603
2.618	0.9551
4.250	0.9466

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	0.9713	0.9715
PP	0.9705	0.9706
S1	0.9696	0.9697

Download as Excel Spreadsheet

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

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