CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	0.9556	0.9561	0.0005	0.1%	0.9703
High	0.9577	0.9579	0.0002	0.0%	0.9728
Low	0.9555	0.9538	-0.0017	-0.2%	0.9546
Close	0.9565	0.9548	-0.0017	-0.2%	0.9555
Range	0.0022	0.0041	0.0019	86.4%	0.0182
ATR	0.0048	0.0048	-0.0001	-1.1%	0.0000
Volume	30,675	46,172	15,497	50.5%	263,914

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9654	0.9571
R3	0.9637	0.9613	0.9559
R2	0.9596	0.9596	0.9556
R1	0.9572	0.9572	0.9552	0.9564
PP	0.9555	0.9555	0.9555	0.9551
S1	0.9531	0.9531	0.9544	0.9523
S2	0.9514	0.9514	0.9540
S3	0.9473	0.9490	0.9537
S4	0.9432	0.9449	0.9525

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0156	1.0037	0.9655
R3	0.9974	0.9855	0.9605
R2	0.9792	0.9792	0.9588
R1	0.9673	0.9673	0.9572	0.9642
PP	0.9610	0.9610	0.9610	0.9594
S1	0.9491	0.9491	0.9538	0.9460
S2	0.9428	0.9428	0.9522
S3	0.9246	0.9309	0.9505
S4	0.9064	0.9127	0.9455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9712	0.9538	0.0174	1.8%	0.0057	0.6%	6%	False	True	53,999
10	0.9728	0.9538	0.0190	2.0%	0.0048	0.5%	5%	False	True	47,195
20	0.9728	0.9538	0.0190	2.0%	0.0046	0.5%	5%	False	True	45,104
40	0.9799	0.9461	0.0338	3.5%	0.0049	0.5%	26%	False	False	41,714
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	31%	False	False	28,196
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	31%	False	False	21,228
100	0.9822	0.9390	0.0432	4.5%	0.0053	0.6%	37%	False	False	17,063
120	0.9880	0.9390	0.0490	5.1%	0.0056	0.6%	32%	False	False	14,253

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9753
2.618	0.9686
1.618	0.9645
1.000	0.9620
0.618	0.9604
HIGH	0.9579
0.618	0.9563
0.500	0.9559
0.382	0.9554
LOW	0.9538
0.618	0.9513
1.000	0.9497
1.618	0.9472
2.618	0.9431
4.250	0.9364

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	0.9559	0.9566
PP	0.9555	0.9560
S1	0.9552	0.9554

Download as Excel Spreadsheet

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

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