CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	0.9661	0.9616	-0.0045	-0.5%	0.9706
High	0.9663	0.9620	-0.0043	-0.4%	0.9719
Low	0.9607	0.9533	-0.0074	-0.8%	0.9635
Close	0.9620	0.9555	-0.0065	-0.7%	0.9680
Range	0.0056	0.0087	0.0031	55.4%	0.0084
ATR	0.0061	0.0063	0.0002	3.1%	0.0000
Volume	64,708	79,217	14,509	22.4%	253,901

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9830	0.9780	0.9603
R3	0.9743	0.9693	0.9579
R2	0.9656	0.9656	0.9571
R1	0.9606	0.9606	0.9563	0.9588
PP	0.9569	0.9569	0.9569	0.9560
S1	0.9519	0.9519	0.9547	0.9501
S2	0.9482	0.9482	0.9539
S3	0.9395	0.9432	0.9531
S4	0.9308	0.9345	0.9507

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9889	0.9726
R3	0.9846	0.9805	0.9703
R2	0.9762	0.9762	0.9695
R1	0.9721	0.9721	0.9688	0.9700
PP	0.9678	0.9678	0.9678	0.9667
S1	0.9637	0.9637	0.9672	0.9616
S2	0.9594	0.9594	0.9665
S3	0.9510	0.9553	0.9657
S4	0.9426	0.9469	0.9634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9708	0.9533	0.0175	1.8%	0.0060	0.6%	13%	False	True	59,900
10	0.9724	0.9533	0.0191	2.0%	0.0063	0.7%	12%	False	True	59,349
20	0.9749	0.9533	0.0216	2.3%	0.0060	0.6%	10%	False	True	60,801
40	0.9749	0.9409	0.0340	3.6%	0.0065	0.7%	43%	False	False	64,377
60	0.9846	0.9409	0.0437	4.6%	0.0071	0.7%	33%	False	False	56,867
80	0.9955	0.9409	0.0546	5.7%	0.0069	0.7%	27%	False	False	42,830
100	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	27%	False	False	34,293
120	0.9955	0.9409	0.0546	5.7%	0.0060	0.6%	27%	False	False	28,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9990
2.618	0.9848
1.618	0.9761
1.000	0.9707
0.618	0.9674
HIGH	0.9620
0.618	0.9587
0.500	0.9577
0.382	0.9566
LOW	0.9533
0.618	0.9479
1.000	0.9446
1.618	0.9392
2.618	0.9305
4.250	0.9163

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	0.9577	0.9610
PP	0.9569	0.9592
S1	0.9562	0.9573

Download as Excel Spreadsheet

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

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