CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	0.9607	0.9636	0.0029	0.3%	0.9542
High	0.9607	0.9636	0.0029	0.3%	0.9658
Low	0.9607	0.9636	0.0029	0.3%	0.9522
Close	0.9607	0.9636	0.0029	0.3%	0.9658
Range
ATR	0.0041	0.0040	-0.0001	-2.0%	0.0000
Volume	1	1	0	0.0%	129

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9636	0.9636	0.9636
R3	0.9636	0.9636	0.9636
R2	0.9636	0.9636	0.9636
R1	0.9636	0.9636	0.9636	0.9636
PP	0.9636	0.9636	0.9636	0.9636
S1	0.9636	0.9636	0.9636	0.9636
S2	0.9636	0.9636	0.9636
S3	0.9636	0.9636	0.9636
S4	0.9636	0.9636	0.9636

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9975	0.9733
R3	0.9885	0.9839	0.9695
R2	0.9749	0.9749	0.9683
R1	0.9703	0.9703	0.9670	0.9726
PP	0.9613	0.9613	0.9613	0.9624
S1	0.9567	0.9567	0.9646	0.9590
S2	0.9477	0.9477	0.9633
S3	0.9341	0.9431	0.9621
S4	0.9205	0.9295	0.9583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9658	0.9596	0.0062	0.6%	0.0005	0.0%	65%	False	False	91
10	0.9658	0.9522	0.0136	1.4%	0.0016	0.2%	84%	False	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.9636
2.618	0.9636
1.618	0.9636
1.000	0.9636
0.618	0.9636
HIGH	0.9636
0.618	0.9636
0.500	0.9636
0.382	0.9636
LOW	0.9636
0.618	0.9636
1.000	0.9636
1.618	0.9636
2.618	0.9636
4.250	0.9636

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	0.9636	0.9629
PP	0.9636	0.9623
S1	0.9636	0.9616

Download as Excel Spreadsheet

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

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