CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	0.9548	0.9561	0.0013	0.1%	0.9530
High	0.9577	0.9562	-0.0015	-0.2%	0.9575
Low	0.9539	0.9493	-0.0046	-0.5%	0.9491
Close	0.9558	0.9494	-0.0064	-0.7%	0.9564
Range	0.0038	0.0069	0.0031	81.6%	0.0084
ATR	0.0047	0.0049	0.0002	3.3%	0.0000
Volume	52,553	67,045	14,492	27.6%	211,936

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9723	0.9678	0.9532
R3	0.9654	0.9609	0.9513
R2	0.9585	0.9585	0.9507
R1	0.9540	0.9540	0.9500	0.9528
PP	0.9516	0.9516	0.9516	0.9511
S1	0.9471	0.9471	0.9488	0.9459
S2	0.9447	0.9447	0.9481
S3	0.9378	0.9402	0.9475
S4	0.9309	0.9333	0.9456

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	0.9493	0.0103	1.1%	0.0050	0.5%	1%	False	True	49,039
10	0.9596	0.9491	0.0105	1.1%	0.0048	0.5%	3%	False	False	47,499
20	0.9607	0.9491	0.0116	1.2%	0.0046	0.5%	3%	False	False	46,447
40	0.9728	0.9491	0.0237	2.5%	0.0047	0.5%	1%	False	False	45,918
60	0.9799	0.9445	0.0354	3.7%	0.0049	0.5%	14%	False	False	41,347
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	16%	False	False	31,251
100	0.9799	0.9390	0.0409	4.3%	0.0050	0.5%	25%	False	False	25,067
120	0.9822	0.9390	0.0432	4.6%	0.0053	0.6%	24%	False	False	20,950

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	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9855
2.618	0.9743
1.618	0.9674
1.000	0.9631
0.618	0.9605
HIGH	0.9562
0.618	0.9536
0.500	0.9528
0.382	0.9519
LOW	0.9493
0.618	0.9450
1.000	0.9424
1.618	0.9381
2.618	0.9312
4.250	0.9200

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	0.9528	0.9544
PP	0.9516	0.9527
S1	0.9505	0.9511

Download as Excel Spreadsheet

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

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