CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	0.9541	0.9533	-0.0008	-0.1%	0.9703
High	0.9565	0.9592	0.0027	0.3%	0.9728
Low	0.9514	0.9521	0.0007	0.1%	0.9546
Close	0.9532	0.9585	0.0053	0.6%	0.9555
Range	0.0051	0.0071	0.0020	39.2%	0.0182
ATR	0.0048	0.0050	0.0002	3.5%	0.0000
Volume	51,395	66,589	15,194	29.6%	263,914

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9779	0.9753	0.9624
R3	0.9708	0.9682	0.9605
R2	0.9637	0.9637	0.9598
R1	0.9611	0.9611	0.9592	0.9624
PP	0.9566	0.9566	0.9566	0.9573
S1	0.9540	0.9540	0.9578	0.9553
S2	0.9495	0.9495	0.9572
S3	0.9424	0.9469	0.9565
S4	0.9353	0.9398	0.9546

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	0.9593	0.9514	0.0079	0.8%	0.0046	0.5%	90%	False	False	48,004
10	0.9728	0.9514	0.0214	2.2%	0.0049	0.5%	33%	False	False	49,071
20	0.9728	0.9514	0.0214	2.2%	0.0049	0.5%	33%	False	False	46,441
40	0.9799	0.9494	0.0305	3.2%	0.0050	0.5%	30%	False	False	44,457
60	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	41%	False	False	30,154
80	0.9799	0.9437	0.0362	3.8%	0.0051	0.5%	41%	False	False	22,700
100	0.9822	0.9390	0.0432	4.5%	0.0053	0.6%	45%	False	False	18,236
120	0.9844	0.9390	0.0454	4.7%	0.0056	0.6%	43%	False	False	15,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9894
2.618	0.9778
1.618	0.9707
1.000	0.9663
0.618	0.9636
HIGH	0.9592
0.618	0.9565
0.500	0.9557
0.382	0.9548
LOW	0.9521
0.618	0.9477
1.000	0.9450
1.618	0.9406
2.618	0.9335
4.250	0.9219

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	0.9576	0.9574
PP	0.9566	0.9564
S1	0.9557	0.9553

Download as Excel Spreadsheet

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

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