CME Canadian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	0.9764	0.9760	-0.0004	0.0%	0.9613
High	0.9800	0.9810	0.0010	0.1%	0.9790
Low	0.9745	0.9740	-0.0005	-0.1%	0.9592
Close	0.9749	0.9777	0.0028	0.3%	0.9748
Range	0.0055	0.0070	0.0015	27.3%	0.0198
ATR	0.0068	0.0068	0.0000	0.2%	0.0000
Volume	233	148	-85	-36.5%	1,019

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9986	0.9951	0.9816
R3	0.9916	0.9881	0.9796
R2	0.9846	0.9846	0.9790
R1	0.9811	0.9811	0.9783	0.9829
PP	0.9776	0.9776	0.9776	0.9784
S1	0.9741	0.9741	0.9771	0.9759
S2	0.9706	0.9706	0.9764
S3	0.9636	0.9671	0.9758
S4	0.9566	0.9601	0.9739

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0304	1.0224	0.9857
R3	1.0106	1.0026	0.9802
R2	0.9908	0.9908	0.9784
R1	0.9828	0.9828	0.9766	0.9868
PP	0.9710	0.9710	0.9710	0.9730
S1	0.9630	0.9630	0.9730	0.9670
S2	0.9512	0.9512	0.9712
S3	0.9314	0.9432	0.9694
S4	0.9116	0.9234	0.9639

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9810	0.9680	0.0130	1.3%	0.0067	0.7%	75%	True	False	336
10	0.9810	0.9592	0.0218	2.2%	0.0073	0.7%	85%	True	False	219
20	0.9810	0.9558	0.0252	2.6%	0.0073	0.7%	87%	True	False	222
40	0.9924	0.9558	0.0366	3.7%	0.0053	0.5%	60%	False	False	194
60	0.9924	0.9558	0.0366	3.7%	0.0047	0.5%	60%	False	False	141
80	0.9924	0.9558	0.0366	3.7%	0.0045	0.5%	60%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0108
2.618	0.9993
1.618	0.9923
1.000	0.9880
0.618	0.9853
HIGH	0.9810
0.618	0.9783
0.500	0.9775
0.382	0.9767
LOW	0.9740
0.618	0.9697
1.000	0.9670
1.618	0.9627
2.618	0.9557
4.250	0.9443

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	0.9776	0.9772
PP	0.9776	0.9767
S1	0.9775	0.9763

Download as Excel Spreadsheet

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

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