CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	0.9501	0.9497	-0.0004	0.0%	0.9576
High	0.9504	0.9497	-0.0007	-0.1%	0.9596
Low	0.9452	0.9443	-0.0009	-0.1%	0.9452
Close	0.9491	0.9468	-0.0023	-0.2%	0.9491
Range	0.0052	0.0054	0.0002	3.8%	0.0144
ATR	0.0049	0.0049	0.0000	0.8%	0.0000
Volume	62,381	49,035	-13,346	-21.4%	268,532

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9631	0.9604	0.9498
R3	0.9577	0.9550	0.9483
R2	0.9523	0.9523	0.9478
R1	0.9496	0.9496	0.9473	0.9483
PP	0.9469	0.9469	0.9469	0.9463
S1	0.9442	0.9442	0.9463	0.9429
S2	0.9415	0.9415	0.9458
S3	0.9361	0.9388	0.9453
S4	0.9307	0.9334	0.9438

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9945	0.9862	0.9570
R3	0.9801	0.9718	0.9531
R2	0.9657	0.9657	0.9517
R1	0.9574	0.9574	0.9504	0.9544
PP	0.9513	0.9513	0.9513	0.9498
S1	0.9430	0.9430	0.9478	0.9400
S2	0.9369	0.9369	0.9465
S3	0.9225	0.9286	0.9451
S4	0.9081	0.9142	0.9412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9594	0.9443	0.0151	1.6%	0.0055	0.6%	17%	False	True	55,138
10	0.9596	0.9443	0.0153	1.6%	0.0051	0.5%	16%	False	True	50,263
20	0.9607	0.9443	0.0164	1.7%	0.0048	0.5%	15%	False	True	48,224
40	0.9728	0.9443	0.0285	3.0%	0.0047	0.5%	9%	False	True	46,756
60	0.9799	0.9443	0.0356	3.8%	0.0049	0.5%	7%	False	True	43,142
80	0.9799	0.9437	0.0362	3.8%	0.0049	0.5%	9%	False	False	32,635
100	0.9799	0.9414	0.0385	4.1%	0.0050	0.5%	14%	False	False	26,175
120	0.9822	0.9390	0.0432	4.6%	0.0053	0.6%	18%	False	False	21,877

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9727
2.618	0.9638
1.618	0.9584
1.000	0.9551
0.618	0.9530
HIGH	0.9497
0.618	0.9476
0.500	0.9470
0.382	0.9464
LOW	0.9443
0.618	0.9410
1.000	0.9389
1.618	0.9356
2.618	0.9302
4.250	0.9214

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	0.9470	0.9503
PP	0.9469	0.9491
S1	0.9469	0.9480

Download as Excel Spreadsheet

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

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