CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	0.9616	0.9640	0.0024	0.2%	0.9466
High	0.9656	0.9674	0.0018	0.2%	0.9609
Low	0.9609	0.9625	0.0016	0.2%	0.9445
Close	0.9640	0.9669	0.0029	0.3%	0.9592
Range	0.0047	0.0049	0.0002	4.3%	0.0164
ATR	0.0056	0.0056	-0.0001	-0.9%	0.0000
Volume	27,343	39,357	12,014	43.9%	17,872

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9803	0.9785	0.9696
R3	0.9754	0.9736	0.9682
R2	0.9705	0.9705	0.9678
R1	0.9687	0.9687	0.9673	0.9696
PP	0.9656	0.9656	0.9656	0.9661
S1	0.9638	0.9638	0.9665	0.9647
S2	0.9607	0.9607	0.9660
S3	0.9558	0.9589	0.9656
S4	0.9509	0.9540	0.9642

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0041	0.9980	0.9682
R3	0.9877	0.9816	0.9637
R2	0.9713	0.9713	0.9622
R1	0.9652	0.9652	0.9607	0.9683
PP	0.9549	0.9549	0.9549	0.9564
S1	0.9488	0.9488	0.9577	0.9519
S2	0.9385	0.9385	0.9562
S3	0.9221	0.9324	0.9547
S4	0.9057	0.9160	0.9502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9674	0.9487	0.0187	1.9%	0.0059	0.6%	97%	True	False	19,355
10	0.9674	0.9445	0.0229	2.4%	0.0053	0.6%	98%	True	False	10,539
20	0.9686	0.9437	0.0249	2.6%	0.0052	0.5%	93%	False	False	5,851
40	0.9726	0.9437	0.0289	3.0%	0.0052	0.5%	80%	False	False	3,180
60	0.9785	0.9390	0.0395	4.1%	0.0056	0.6%	71%	False	False	2,250
80	0.9822	0.9390	0.0432	4.5%	0.0060	0.6%	65%	False	False	1,746
100	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	52%	False	False	1,432
120	0.9924	0.9390	0.0534	5.5%	0.0052	0.5%	52%	False	False	1,199

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9882
2.618	0.9802
1.618	0.9753
1.000	0.9723
0.618	0.9704
HIGH	0.9674
0.618	0.9655
0.500	0.9650
0.382	0.9644
LOW	0.9625
0.618	0.9595
1.000	0.9576
1.618	0.9546
2.618	0.9497
4.250	0.9417

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	0.9663	0.9655
PP	0.9656	0.9640
S1	0.9650	0.9626

Download as Excel Spreadsheet

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

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