CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 19-Nov-2013

Day Change Summary
	Previous	Current
	18-Nov-2013	19-Nov-2013	Change	Change %	Previous Week
Open	0.9576	0.9580	0.0004	0.0%	0.9530
High	0.9596	0.9594	-0.0002	0.0%	0.9575
Low	0.9564	0.9530	-0.0034	-0.4%	0.9491
Close	0.9581	0.9539	-0.0042	-0.4%	0.9564
Range	0.0032	0.0064	0.0032	100.0%	0.0084
ATR	0.0046	0.0048	0.0001	2.7%	0.0000
Volume	41,874	44,679	2,805	6.7%	211,936

Daily Pivots for day following 19-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9746	0.9707	0.9574
R3	0.9682	0.9643	0.9557
R2	0.9618	0.9618	0.9551
R1	0.9579	0.9579	0.9545	0.9567
PP	0.9554	0.9554	0.9554	0.9548
S1	0.9515	0.9515	0.9533	0.9503
S2	0.9490	0.9490	0.9527
S3	0.9426	0.9451	0.9521
S4	0.9362	0.9387	0.9504

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9764	0.9610
R3	0.9711	0.9680	0.9587
R2	0.9627	0.9627	0.9579
R1	0.9596	0.9596	0.9572	0.9612
PP	0.9543	0.9543	0.9543	0.9551
S1	0.9512	0.9512	0.9556	0.9528
S2	0.9459	0.9459	0.9549
S3	0.9375	0.9428	0.9541
S4	0.9291	0.9344	0.9518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9596	0.9491	0.0105	1.1%	0.0052	0.5%	46%	False	False	45,319
10	0.9600	0.9491	0.0109	1.1%	0.0047	0.5%	44%	False	False	44,209
20	0.9712	0.9491	0.0221	2.3%	0.0050	0.5%	22%	False	False	47,865
40	0.9728	0.9491	0.0237	2.5%	0.0046	0.5%	20%	False	False	44,947
60	0.9799	0.9445	0.0354	3.7%	0.0048	0.5%	27%	False	False	39,407
80	0.9799	0.9437	0.0362	3.8%	0.0050	0.5%	28%	False	False	29,763
100	0.9799	0.9390	0.0409	4.3%	0.0050	0.5%	36%	False	False	23,874
120	0.9822	0.9390	0.0432	4.5%	0.0054	0.6%	34%	False	False	19,955

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	0.9866
2.618	0.9762
1.618	0.9698
1.000	0.9658
0.618	0.9634
HIGH	0.9594
0.618	0.9570
0.500	0.9562
0.382	0.9554
LOW	0.9530
0.618	0.9490
1.000	0.9466
1.618	0.9426
2.618	0.9362
4.250	0.9258

Fisher Pivots for day following 19-Nov-2013
Pivot	1 day	3 day
R1	0.9562	0.9563
PP	0.9554	0.9555
S1	0.9547	0.9547

Download as Excel Spreadsheet

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

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