CME Canadian Dollar Future December 2013

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

Day Change Summary
	Previous	Current
	10-Oct-2013	11-Oct-2013	Change	Change %	Previous Week
Open	0.9604	0.9601	-0.0003	0.0%	0.9692
High	0.9625	0.9657	0.0032	0.3%	0.9695
Low	0.9581	0.9588	0.0007	0.1%	0.9581
Close	0.9603	0.9654	0.0051	0.5%	0.9654
Range	0.0044	0.0069	0.0025	56.8%	0.0114
ATR	0.0047	0.0049	0.0002	3.2%	0.0000
Volume	44,405	51,166	6,761	15.2%	238,155

Daily Pivots for day following 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9840	0.9816	0.9692
R3	0.9771	0.9747	0.9673
R2	0.9702	0.9702	0.9667
R1	0.9678	0.9678	0.9660	0.9690
PP	0.9633	0.9633	0.9633	0.9639
S1	0.9609	0.9609	0.9648	0.9621
S2	0.9564	0.9564	0.9641
S3	0.9495	0.9540	0.9635
S4	0.9426	0.9471	0.9616

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9985	0.9934	0.9717
R3	0.9871	0.9820	0.9685
R2	0.9757	0.9757	0.9675
R1	0.9706	0.9706	0.9664	0.9675
PP	0.9643	0.9643	0.9643	0.9628
S1	0.9592	0.9592	0.9644	0.9561
S2	0.9529	0.9529	0.9633
S3	0.9415	0.9478	0.9623
S4	0.9301	0.9364	0.9591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9695	0.9581	0.0114	1.2%	0.0052	0.5%	64%	False	False	47,631
10	0.9725	0.9581	0.0144	1.5%	0.0046	0.5%	51%	False	False	46,509
20	0.9799	0.9581	0.0218	2.3%	0.0049	0.5%	33%	False	False	48,088
40	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	60%	False	False	28,812
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	60%	False	False	19,390
80	0.9799	0.9390	0.0409	4.2%	0.0054	0.6%	65%	False	False	14,637
100	0.9822	0.9390	0.0432	4.5%	0.0057	0.6%	61%	False	False	11,758
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	49%	False	False	9,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9950
2.618	0.9838
1.618	0.9769
1.000	0.9726
0.618	0.9700
HIGH	0.9657
0.618	0.9631
0.500	0.9623
0.382	0.9614
LOW	0.9588
0.618	0.9545
1.000	0.9519
1.618	0.9476
2.618	0.9407
4.250	0.9295

Fisher Pivots for day following 11-Oct-2013
Pivot	1 day	3 day
R1	0.9644	0.9642
PP	0.9633	0.9631
S1	0.9623	0.9619

Download as Excel Spreadsheet

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

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