CME Canadian Dollar Future December 2013

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	0.9486	0.9480	-0.0006	-0.1%	0.9576
High	0.9501	0.9490	-0.0011	-0.1%	0.9596
Low	0.9465	0.9427	-0.0038	-0.4%	0.9452
Close	0.9478	0.9432	-0.0046	-0.5%	0.9491
Range	0.0036	0.0063	0.0027	75.0%	0.0144
ATR	0.0048	0.0049	0.0001	2.2%	0.0000
Volume	49,546	57,341	7,795	15.7%	268,532

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9639	0.9598	0.9467
R3	0.9576	0.9535	0.9449
R2	0.9513	0.9513	0.9444
R1	0.9472	0.9472	0.9438	0.9461
PP	0.9450	0.9450	0.9450	0.9444
S1	0.9409	0.9409	0.9426	0.9398
S2	0.9387	0.9387	0.9420
S3	0.9324	0.9346	0.9415
S4	0.9261	0.9283	0.9397

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	0.9562	0.9427	0.0135	1.4%	0.0055	0.6%	4%	False	True	57,069
10	0.9596	0.9427	0.0169	1.8%	0.0053	0.6%	3%	False	True	52,647
20	0.9607	0.9427	0.0180	1.9%	0.0048	0.5%	3%	False	True	48,690
40	0.9728	0.9427	0.0301	3.2%	0.0048	0.5%	2%	False	True	46,946
60	0.9799	0.9427	0.0372	3.9%	0.0049	0.5%	1%	False	True	44,862
80	0.9799	0.9427	0.0372	3.9%	0.0050	0.5%	1%	False	True	33,962
100	0.9799	0.9427	0.0372	3.9%	0.0050	0.5%	1%	False	True	27,233
120	0.9822	0.9390	0.0432	4.6%	0.0052	0.6%	10%	False	False	22,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9758
2.618	0.9655
1.618	0.9592
1.000	0.9553
0.618	0.9529
HIGH	0.9490
0.618	0.9466
0.500	0.9459
0.382	0.9451
LOW	0.9427
0.618	0.9388
1.000	0.9364
1.618	0.9325
2.618	0.9262
4.250	0.9159

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	0.9459	0.9464
PP	0.9450	0.9453
S1	0.9441	0.9443

Download as Excel Spreadsheet

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

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