CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	0.9632	0.9653	0.0021	0.2%	0.9563
High	0.9632	0.9680	0.0048	0.5%	0.9655
Low	0.9616	0.9645	0.0029	0.3%	0.9563
Close	0.9629	0.9645	0.0016	0.2%	0.9629
Range	0.0016	0.0035	0.0019	118.8%	0.0092
ATR	0.0044	0.0045	0.0000	1.1%	0.0000
Volume	55	30	-25	-45.5%	1,252

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9762	0.9738	0.9664
R3	0.9727	0.9703	0.9655
R2	0.9692	0.9692	0.9651
R1	0.9668	0.9668	0.9648	0.9663
PP	0.9657	0.9657	0.9657	0.9654
S1	0.9633	0.9633	0.9642	0.9628
S2	0.9622	0.9622	0.9639
S3	0.9587	0.9598	0.9635
S4	0.9552	0.9563	0.9626

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9892	0.9852	0.9680
R3	0.9800	0.9760	0.9654
R2	0.9708	0.9708	0.9646
R1	0.9668	0.9668	0.9637	0.9688
PP	0.9616	0.9616	0.9616	0.9626
S1	0.9576	0.9576	0.9621	0.9596
S2	0.9524	0.9524	0.9612
S3	0.9432	0.9484	0.9604
S4	0.9340	0.9392	0.9578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9680	0.9593	0.0087	0.9%	0.0031	0.3%	60%	True	False	225
10	0.9680	0.9434	0.0246	2.6%	0.0040	0.4%	86%	True	False	142
20	0.9680	0.9420	0.0260	2.7%	0.0036	0.4%	87%	True	False	97
40	0.9700	0.9420	0.0280	2.9%	0.0033	0.3%	80%	False	False	80
60	0.9700	0.9360	0.0340	3.5%	0.0033	0.3%	84%	False	False	75
80	0.9777	0.9360	0.0417	4.3%	0.0033	0.3%	68%	False	False	60

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	0.0001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9829
2.618	0.9772
1.618	0.9737
1.000	0.9715
0.618	0.9702
HIGH	0.9680
0.618	0.9667
0.500	0.9663
0.382	0.9658
LOW	0.9645
0.618	0.9623
1.000	0.9610
1.618	0.9588
2.618	0.9553
4.250	0.9496

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	0.9663	0.9648
PP	0.9657	0.9647
S1	0.9651	0.9646

Download as Excel Spreadsheet

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

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