CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	0.9661	0.9661	0.0000	0.0%	0.9676
High	0.9679	0.9701	0.0022	0.2%	0.9725
Low	0.9654	0.9653	-0.0001	0.0%	0.9637
Close	0.9670	0.9693	0.0023	0.2%	0.9693
Range	0.0025	0.0048	0.0023	92.0%	0.0088
ATR	0.0047	0.0047	0.0000	0.1%	0.0000
Volume	41,822	39,391	-2,431	-5.8%	226,943

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9826	0.9808	0.9719
R3	0.9778	0.9760	0.9706
R2	0.9730	0.9730	0.9702
R1	0.9712	0.9712	0.9697	0.9721
PP	0.9682	0.9682	0.9682	0.9687
S1	0.9664	0.9664	0.9689	0.9673
S2	0.9634	0.9634	0.9684
S3	0.9586	0.9616	0.9680
S4	0.9538	0.9568	0.9667

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9949	0.9909	0.9741
R3	0.9861	0.9821	0.9717
R2	0.9773	0.9773	0.9709
R1	0.9733	0.9733	0.9701	0.9753
PP	0.9685	0.9685	0.9685	0.9695
S1	0.9645	0.9645	0.9685	0.9665
S2	0.9597	0.9597	0.9677
S3	0.9509	0.9557	0.9669
S4	0.9421	0.9469	0.9645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9637	0.0088	0.9%	0.0040	0.4%	64%	False	False	45,388
10	0.9725	0.9637	0.0088	0.9%	0.0038	0.4%	64%	False	False	42,166
20	0.9799	0.9577	0.0222	2.3%	0.0047	0.5%	52%	False	False	44,047
40	0.9799	0.9437	0.0362	3.7%	0.0049	0.5%	71%	False	False	22,978
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	71%	False	False	15,440
80	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	70%	False	False	11,674
100	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	70%	False	False	9,385
120	0.9924	0.9390	0.0534	5.5%	0.0053	0.6%	57%	False	False	7,846

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9905
2.618	0.9827
1.618	0.9779
1.000	0.9749
0.618	0.9731
HIGH	0.9701
0.618	0.9683
0.500	0.9677
0.382	0.9671
LOW	0.9653
0.618	0.9623
1.000	0.9605
1.618	0.9575
2.618	0.9527
4.250	0.9449

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	0.9688	0.9685
PP	0.9682	0.9677
S1	0.9677	0.9669

Download as Excel Spreadsheet

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

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