CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	0.9640	0.9665	0.0025	0.3%	0.9594
High	0.9660	0.9680	0.0020	0.2%	0.9702
Low	0.9615	0.9620	0.0005	0.1%	0.9544
Close	0.9650	0.9680	0.0030	0.3%	0.9702
Range	0.0045	0.0060	0.0015	33.3%	0.0158
ATR	0.0059	0.0059	0.0000	0.1%	0.0000
Volume	440	554	114	25.9%	4,892

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9820	0.9713
R3	0.9780	0.9760	0.9697
R2	0.9720	0.9720	0.9691
R1	0.9700	0.9700	0.9686	0.9710
PP	0.9660	0.9660	0.9660	0.9665
S1	0.9640	0.9640	0.9675	0.9650
S2	0.9600	0.9600	0.9669
S3	0.9540	0.9580	0.9664
S4	0.9480	0.9520	0.9647

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0123	1.0071	0.9789
R3	0.9965	0.9913	0.9745
R2	0.9807	0.9807	0.9731
R1	0.9755	0.9755	0.9716	0.9781
PP	0.9649	0.9649	0.9649	0.9663
S1	0.9597	0.9597	0.9688	0.9623
S2	0.9491	0.9491	0.9673
S3	0.9333	0.9439	0.9659
S4	0.9175	0.9281	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9702	0.9615	0.0087	0.9%	0.0048	0.5%	75%	False	False	963
10	0.9702	0.9544	0.0158	1.6%	0.0052	0.5%	86%	False	False	699
20	0.9726	0.9544	0.0182	1.9%	0.0051	0.5%	75%	False	False	545
40	0.9726	0.9390	0.0336	3.5%	0.0058	0.6%	86%	False	False	463
60	0.9822	0.9390	0.0432	4.5%	0.0062	0.6%	67%	False	False	388
80	0.9924	0.9390	0.0534	5.5%	0.0057	0.6%	54%	False	False	339
100	0.9924	0.9390	0.0534	5.5%	0.0053	0.5%	54%	False	False	278
120	0.9924	0.9390	0.0534	5.5%	0.0049	0.5%	54%	False	False	242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9935
2.618	0.9837
1.618	0.9777
1.000	0.9740
0.618	0.9717
HIGH	0.9680
0.618	0.9657
0.500	0.9650
0.382	0.9643
LOW	0.9620
0.618	0.9583
1.000	0.9560
1.618	0.9523
2.618	0.9463
4.250	0.9365

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	0.9670	0.9669
PP	0.9660	0.9658
S1	0.9650	0.9648

Download as Excel Spreadsheet

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

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