CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	0.9400	0.9343	-0.0057	-0.6%	0.9336
High	0.9423	0.9405	-0.0018	-0.2%	0.9423
Low	0.9343	0.9335	-0.0008	-0.1%	0.9330
Close	0.9355	0.9398	0.0043	0.5%	0.9398
Range	0.0080	0.0070	-0.0010	-12.5%	0.0093
ATR	0.0038	0.0040	0.0002	6.0%	0.0000
Volume	91	251	160	175.8%	866

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9589	0.9564	0.9437
R3	0.9519	0.9494	0.9417
R2	0.9449	0.9449	0.9411
R1	0.9424	0.9424	0.9404	0.9437
PP	0.9379	0.9379	0.9379	0.9386
S1	0.9354	0.9354	0.9392	0.9367
S2	0.9309	0.9309	0.9385
S3	0.9239	0.9284	0.9379
S4	0.9169	0.9214	0.9360

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9663	0.9623	0.9449
R3	0.9570	0.9530	0.9424
R2	0.9477	0.9477	0.9415
R1	0.9437	0.9437	0.9407	0.9457
PP	0.9384	0.9384	0.9384	0.9394
S1	0.9344	0.9344	0.9389	0.9364
S2	0.9291	0.9291	0.9381
S3	0.9198	0.9251	0.9372
S4	0.9105	0.9158	0.9347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9423	0.9330	0.0093	1.0%	0.0048	0.5%	73%	False	False	173
10	0.9423	0.9300	0.0123	1.3%	0.0038	0.4%	80%	False	False	150
20	0.9545	0.9300	0.0245	2.6%	0.0032	0.3%	40%	False	False	94
40	0.9678	0.9300	0.0378	4.0%	0.0025	0.3%	26%	False	False	61
60	0.9678	0.9300	0.0378	4.0%	0.0020	0.2%	26%	False	False	45
80	0.9726	0.9300	0.0426	4.5%	0.0020	0.2%	23%	False	False	39

Crabel Price Patterns
NR	True
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9703
2.618	0.9588
1.618	0.9518
1.000	0.9475
0.618	0.9448
HIGH	0.9405
0.618	0.9378
0.500	0.9370
0.382	0.9362
LOW	0.9335
0.618	0.9292
1.000	0.9265
1.618	0.9222
2.618	0.9152
4.250	0.9038

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	0.9389	0.9392
PP	0.9379	0.9385
S1	0.9370	0.9379

Download as Excel Spreadsheet

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

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