CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 24-Oct-2013

Day Change Summary
	Previous	Current
	23-Oct-2013	24-Oct-2013	Change	Change %	Previous Week
Open	0.9706	0.9616	-0.0090	-0.9%	0.9635
High	0.9712	0.9634	-0.0078	-0.8%	0.9718
Low	0.9605	0.9566	-0.0039	-0.4%	0.9609
Close	0.9609	0.9580	-0.0029	-0.3%	0.9700
Range	0.0107	0.0068	-0.0039	-36.4%	0.0109
ATR	0.0049	0.0050	0.0001	2.8%	0.0000
Volume	91,189	56,769	-34,420	-37.7%	192,530

Daily Pivots for day following 24-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9797	0.9757	0.9617
R3	0.9729	0.9689	0.9599
R2	0.9661	0.9661	0.9592
R1	0.9621	0.9621	0.9586	0.9607
PP	0.9593	0.9593	0.9593	0.9587
S1	0.9553	0.9553	0.9574	0.9539
S2	0.9525	0.9525	0.9568
S3	0.9457	0.9485	0.9561
S4	0.9389	0.9417	0.9543

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	0.9566	0.0162	1.7%	0.0052	0.5%	9%	False	True	50,138
10	0.9728	0.9566	0.0162	1.7%	0.0052	0.5%	9%	False	True	46,241
20	0.9728	0.9566	0.0162	1.7%	0.0047	0.5%	9%	False	True	45,389
40	0.9799	0.9445	0.0354	3.7%	0.0050	0.5%	38%	False	False	38,798
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	40%	False	False	26,185
80	0.9799	0.9390	0.0409	4.3%	0.0051	0.5%	46%	False	False	19,722
100	0.9822	0.9390	0.0432	4.5%	0.0055	0.6%	44%	False	False	15,850
120	0.9924	0.9390	0.0534	5.6%	0.0056	0.6%	36%	False	False	13,237

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9923
2.618	0.9812
1.618	0.9744
1.000	0.9702
0.618	0.9676
HIGH	0.9634
0.618	0.9608
0.500	0.9600
0.382	0.9592
LOW	0.9566
0.618	0.9524
1.000	0.9498
1.618	0.9456
2.618	0.9388
4.250	0.9277

Fisher Pivots for day following 24-Oct-2013
Pivot	1 day	3 day
R1	0.9600	0.9647
PP	0.9593	0.9625
S1	0.9587	0.9602

Download as Excel Spreadsheet

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

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