CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	0.9508	0.9518	0.0010	0.1%	0.9673
High	0.9521	0.9544	0.0023	0.2%	0.9687
Low	0.9488	0.9482	-0.0006	-0.1%	0.9455
Close	0.9516	0.9530	0.0014	0.1%	0.9508
Range	0.0033	0.0062	0.0029	87.9%	0.0232
ATR	0.0061	0.0061	0.0000	0.1%	0.0000
Volume	38,373	49,463	11,090	28.9%	331,823

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9705	0.9679	0.9564
R3	0.9643	0.9617	0.9547
R2	0.9581	0.9581	0.9541
R1	0.9555	0.9555	0.9536	0.9568
PP	0.9519	0.9519	0.9519	0.9525
S1	0.9493	0.9493	0.9524	0.9506
S2	0.9457	0.9457	0.9519
S3	0.9395	0.9431	0.9513
S4	0.9333	0.9369	0.9496

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0246	1.0109	0.9636
R3	1.0014	0.9877	0.9572
R2	0.9782	0.9782	0.9551
R1	0.9645	0.9645	0.9529	0.9598
PP	0.9550	0.9550	0.9550	0.9526
S1	0.9413	0.9413	0.9487	0.9366
S2	0.9318	0.9318	0.9465
S3	0.9086	0.9181	0.9444
S4	0.8854	0.8949	0.9380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9620	0.9455	0.0165	1.7%	0.0061	0.6%	45%	False	False	64,001
10	0.9708	0.9455	0.0253	2.7%	0.0057	0.6%	30%	False	False	58,379
20	0.9749	0.9455	0.0294	3.1%	0.0062	0.6%	26%	False	False	62,062
40	0.9749	0.9409	0.0340	3.6%	0.0063	0.7%	36%	False	False	63,029
60	0.9846	0.9409	0.0437	4.6%	0.0069	0.7%	28%	False	False	60,755
80	0.9955	0.9409	0.0546	5.7%	0.0070	0.7%	22%	False	False	45,826
100	0.9955	0.9409	0.0546	5.7%	0.0065	0.7%	22%	False	False	36,698
120	0.9955	0.9409	0.0546	5.7%	0.0061	0.6%	22%	False	False	30,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.9808
2.618	0.9706
1.618	0.9644
1.000	0.9606
0.618	0.9582
HIGH	0.9544
0.618	0.9520
0.500	0.9513
0.382	0.9506
LOW	0.9482
0.618	0.9444
1.000	0.9420
1.618	0.9382
2.618	0.9320
4.250	0.9219

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	0.9524	0.9520
PP	0.9519	0.9510
S1	0.9513	0.9500

Download as Excel Spreadsheet

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

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