CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	0.9706	0.9696	-0.0010	-0.1%	0.9616
High	0.9719	0.9705	-0.0014	-0.1%	0.9724
Low	0.9684	0.9656	-0.0028	-0.3%	0.9564
Close	0.9705	0.9660	-0.0045	-0.5%	0.9723
Range	0.0035	0.0049	0.0014	40.0%	0.0160
ATR	0.0066	0.0065	-0.0001	-1.8%	0.0000
Volume	41,459	48,308	6,849	16.5%	321,032

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9789	0.9687
R3	0.9772	0.9740	0.9673
R2	0.9723	0.9723	0.9669
R1	0.9691	0.9691	0.9664	0.9683
PP	0.9674	0.9674	0.9674	0.9669
S1	0.9642	0.9642	0.9656	0.9634
S2	0.9625	0.9625	0.9651
S3	0.9576	0.9593	0.9647
S4	0.9527	0.9544	0.9633

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	1.7%	0.0070	0.7%	60%	False	False	63,461
10	0.9749	0.9564	0.0185	1.9%	0.0067	0.7%	52%	False	False	65,745
20	0.9749	0.9552	0.0197	2.0%	0.0060	0.6%	55%	False	False	61,831
40	0.9808	0.9409	0.0399	4.1%	0.0070	0.7%	63%	False	False	69,273
60	0.9846	0.9409	0.0437	4.5%	0.0073	0.8%	57%	False	False	51,286
80	0.9955	0.9409	0.0546	5.7%	0.0068	0.7%	46%	False	False	38,553
100	0.9955	0.9409	0.0546	5.7%	0.0063	0.7%	46%	False	False	30,870
120	0.9955	0.9409	0.0546	5.7%	0.0059	0.6%	46%	False	False	25,754

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9913
2.618	0.9833
1.618	0.9784
1.000	0.9754
0.618	0.9735
HIGH	0.9705
0.618	0.9686
0.500	0.9681
0.382	0.9675
LOW	0.9656
0.618	0.9626
1.000	0.9607
1.618	0.9577
2.618	0.9528
4.250	0.9448

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	0.9681	0.9687
PP	0.9674	0.9678
S1	0.9667	0.9669

Download as Excel Spreadsheet

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

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