CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 26-Sep-2013

Day Change Summary
	Previous	Current
	25-Sep-2013	26-Sep-2013	Change	Change %	Previous Week
Open	0.9686	0.9676	-0.0010	-0.1%	0.9667
High	0.9703	0.9687	-0.0016	-0.2%	0.9799
Low	0.9671	0.9651	-0.0020	-0.2%	0.9651
Close	0.9678	0.9679	0.0001	0.0%	0.9695
Range	0.0032	0.0036	0.0004	12.5%	0.0148
ATR	0.0053	0.0052	-0.0001	-2.3%	0.0000
Volume	42,435	38,330	-4,105	-9.7%	301,955

Daily Pivots for day following 26-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9780	0.9766	0.9699
R3	0.9744	0.9730	0.9689
R2	0.9708	0.9708	0.9686
R1	0.9694	0.9694	0.9682	0.9701
PP	0.9672	0.9672	0.9672	0.9676
S1	0.9658	0.9658	0.9676	0.9665
S2	0.9636	0.9636	0.9672
S3	0.9600	0.9622	0.9669
S4	0.9564	0.9586	0.9659

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0159	1.0075	0.9776
R3	1.0011	0.9927	0.9736
R2	0.9863	0.9863	0.9722
R1	0.9779	0.9779	0.9709	0.9821
PP	0.9715	0.9715	0.9715	0.9736
S1	0.9631	0.9631	0.9681	0.9673
S2	0.9567	0.9567	0.9668
S3	0.9419	0.9483	0.9654
S4	0.9271	0.9335	0.9614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9651	0.0074	0.8%	0.0038	0.4%	38%	False	True	42,732
10	0.9799	0.9634	0.0165	1.7%	0.0052	0.5%	27%	False	False	50,279
20	0.9799	0.9445	0.0354	3.7%	0.0053	0.5%	66%	False	False	32,206
40	0.9799	0.9437	0.0362	3.7%	0.0052	0.5%	67%	False	False	16,583
60	0.9799	0.9390	0.0409	4.2%	0.0053	0.5%	71%	False	False	11,166
80	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	67%	False	False	8,466
100	0.9924	0.9390	0.0534	5.5%	0.0058	0.6%	54%	False	False	6,807
120	0.9924	0.9390	0.0534	5.5%	0.0054	0.6%	54%	False	False	5,695

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9840
2.618	0.9781
1.618	0.9745
1.000	0.9723
0.618	0.9709
HIGH	0.9687
0.618	0.9673
0.500	0.9669
0.382	0.9665
LOW	0.9651
0.618	0.9629
1.000	0.9615
1.618	0.9593
2.618	0.9557
4.250	0.9498

Fisher Pivots for day following 26-Sep-2013
Pivot	1 day	3 day
R1	0.9676	0.9687
PP	0.9672	0.9684
S1	0.9669	0.9682

Download as Excel Spreadsheet

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

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