CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 16-Oct-2013

Day Change Summary
	Previous	Current
	15-Oct-2013	16-Oct-2013	Change	Change %	Previous Week
Open	0.9646	0.9621	-0.0025	-0.3%	0.9692
High	0.9664	0.9670	0.0006	0.1%	0.9695
Low	0.9609	0.9614	0.0005	0.1%	0.9581
Close	0.9620	0.9668	0.0048	0.5%	0.9654
Range	0.0055	0.0056	0.0001	1.8%	0.0114
ATR	0.0048	0.0049	0.0001	1.2%	0.0000
Volume	35,452	42,404	6,952	19.6%	238,155

Daily Pivots for day following 16-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9819	0.9799	0.9699
R3	0.9763	0.9743	0.9683
R2	0.9707	0.9707	0.9678
R1	0.9687	0.9687	0.9673	0.9697
PP	0.9651	0.9651	0.9651	0.9656
S1	0.9631	0.9631	0.9663	0.9641
S2	0.9595	0.9595	0.9658
S3	0.9539	0.9575	0.9653
S4	0.9483	0.9519	0.9637

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	0.9670	0.9581	0.0089	0.9%	0.0050	0.5%	98%	True	False	39,862
10	0.9701	0.9581	0.0120	1.2%	0.0047	0.5%	73%	False	False	42,310
20	0.9799	0.9581	0.0218	2.3%	0.0045	0.5%	40%	False	False	44,601
40	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	64%	False	False	31,362
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	64%	False	False	21,104
80	0.9799	0.9390	0.0409	4.2%	0.0052	0.5%	68%	False	False	15,906
100	0.9822	0.9390	0.0432	4.5%	0.0056	0.6%	64%	False	False	12,789
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	52%	False	False	10,690

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9908
2.618	0.9817
1.618	0.9761
1.000	0.9726
0.618	0.9705
HIGH	0.9670
0.618	0.9649
0.500	0.9642
0.382	0.9635
LOW	0.9614
0.618	0.9579
1.000	0.9558
1.618	0.9523
2.618	0.9467
4.250	0.9376

Fisher Pivots for day following 16-Oct-2013
Pivot	1 day	3 day
R1	0.9659	0.9659
PP	0.9651	0.9649
S1	0.9642	0.9640

Download as Excel Spreadsheet

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

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