CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 09-Aug-2013

Day Change Summary
	Previous	Current
	08-Aug-2013	09-Aug-2013	Change	Change %	Previous Week
Open	0.9587	0.9673	0.0086	0.9%	0.9616
High	0.9696	0.9724	0.0028	0.3%	0.9724
Low	0.9578	0.9650	0.0072	0.8%	0.9564
Close	0.9684	0.9723	0.0039	0.4%	0.9723
Range	0.0118	0.0074	-0.0044	-37.3%	0.0160
ATR	0.0068	0.0068	0.0000	0.7%	0.0000
Volume	80,137	80,585	448	0.6%	321,032

Daily Pivots for day following 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9921	0.9896	0.9764
R3	0.9847	0.9822	0.9743
R2	0.9773	0.9773	0.9737
R1	0.9748	0.9748	0.9730	0.9761
PP	0.9699	0.9699	0.9699	0.9705
S1	0.9674	0.9674	0.9716	0.9687
S2	0.9625	0.9625	0.9709
S3	0.9551	0.9600	0.9703
S4	0.9477	0.9526	0.9682

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0150	1.0097	0.9811
R3	0.9990	0.9937	0.9767
R2	0.9830	0.9830	0.9752
R1	0.9777	0.9777	0.9738	0.9804
PP	0.9670	0.9670	0.9670	0.9684
S1	0.9617	0.9617	0.9708	0.9644
S2	0.9510	0.9510	0.9694
S3	0.9350	0.9457	0.9679
S4	0.9190	0.9297	0.9635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9724	0.9564	0.0160	1.6%	0.0069	0.7%	99%	True	False	64,206
10	0.9749	0.9564	0.0185	1.9%	0.0067	0.7%	86%	False	False	67,252
20	0.9749	0.9552	0.0197	2.0%	0.0062	0.6%	87%	False	False	63,161
40	0.9846	0.9409	0.0437	4.5%	0.0070	0.7%	72%	False	False	69,823
60	0.9846	0.9409	0.0437	4.5%	0.0075	0.8%	72%	False	False	49,810
80	0.9955	0.9409	0.0546	5.6%	0.0068	0.7%	58%	False	False	37,435
100	0.9955	0.9409	0.0546	5.6%	0.0063	0.6%	58%	False	False	29,975
120	0.9955	0.9409	0.0546	5.6%	0.0059	0.6%	58%	False	False	25,007

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0039
2.618	0.9918
1.618	0.9844
1.000	0.9798
0.618	0.9770
HIGH	0.9724
0.618	0.9696
0.500	0.9687
0.382	0.9678
LOW	0.9650
0.618	0.9604
1.000	0.9576
1.618	0.9530
2.618	0.9456
4.250	0.9336

Fisher Pivots for day following 09-Aug-2013
Pivot	1 day	3 day
R1	0.9711	0.9697
PP	0.9699	0.9670
S1	0.9687	0.9644

Download as Excel Spreadsheet

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

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