CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	0.9703	0.9691	-0.0012	-0.1%	0.9635
High	0.9705	0.9728	0.0023	0.2%	0.9718
Low	0.9690	0.9686	-0.0004	0.0%	0.9609
Close	0.9697	0.9707	0.0010	0.1%	0.9700
Range	0.0015	0.0042	0.0027	180.0%	0.0109
ATR	0.0045	0.0045	0.0000	-0.4%	0.0000
Volume	22,942	47,821	24,879	108.4%	192,530

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9833	0.9812	0.9730
R3	0.9791	0.9770	0.9719
R2	0.9749	0.9749	0.9715
R1	0.9728	0.9728	0.9711	0.9739
PP	0.9707	0.9707	0.9707	0.9712
S1	0.9686	0.9686	0.9703	0.9697
S2	0.9665	0.9665	0.9699
S3	0.9623	0.9644	0.9695
S4	0.9581	0.9602	0.9684

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9960	0.9760
R3	0.9894	0.9851	0.9730
R2	0.9785	0.9785	0.9720
R1	0.9742	0.9742	0.9710	0.9764
PP	0.9676	0.9676	0.9676	0.9686
S1	0.9633	0.9633	0.9690	0.9655
S2	0.9567	0.9567	0.9680
S3	0.9458	0.9524	0.9670
S4	0.9349	0.9415	0.9640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9728	0.9614	0.0114	1.2%	0.0038	0.4%	82%	True	False	40,391
10	0.9728	0.9581	0.0147	1.5%	0.0043	0.4%	86%	True	False	41,554
20	0.9728	0.9581	0.0147	1.5%	0.0042	0.4%	86%	True	False	42,030
40	0.9799	0.9445	0.0354	3.6%	0.0048	0.5%	74%	False	False	35,178
60	0.9799	0.9437	0.0362	3.7%	0.0050	0.5%	75%	False	False	23,730
80	0.9799	0.9390	0.0409	4.2%	0.0050	0.5%	78%	False	False	17,877
100	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	73%	False	False	14,373
120	0.9924	0.9390	0.0534	5.5%	0.0055	0.6%	59%	False	False	12,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
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	0.9907
2.618	0.9838
1.618	0.9796
1.000	0.9770
0.618	0.9754
HIGH	0.9728
0.618	0.9712
0.500	0.9707
0.382	0.9702
LOW	0.9686
0.618	0.9660
1.000	0.9644
1.618	0.9618
2.618	0.9576
4.250	0.9508

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	0.9707	0.9707
PP	0.9707	0.9707
S1	0.9707	0.9707

Download as Excel Spreadsheet

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

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