CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	0.9005	0.8994	-0.0011	-0.1%	0.9103
High	0.9005	0.9037	0.0032	0.4%	0.9137
Low	0.8937	0.8968	0.0031	0.3%	0.8937
Close	0.8986	0.9025	0.0039	0.4%	0.9025
Range	0.0068	0.0069	0.0001	1.5%	0.0200
ATR	0.0068	0.0068	0.0000	0.1%	0.0000
Volume	120,858	85,718	-35,140	-29.1%	364,629

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9217	0.9190	0.9063
R3	0.9148	0.9121	0.9044
R2	0.9079	0.9079	0.9038
R1	0.9052	0.9052	0.9031	0.9066
PP	0.9010	0.9010	0.9010	0.9017
S1	0.8983	0.8983	0.9019	0.8997
S2	0.8941	0.8941	0.9012
S3	0.8872	0.8914	0.9006
S4	0.8803	0.8845	0.8987

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9633	0.9529	0.9135
R3	0.9433	0.9329	0.9080
R2	0.9233	0.9233	0.9062
R1	0.9129	0.9129	0.9043	0.9081
PP	0.9033	0.9033	0.9033	0.9009
S1	0.8929	0.8929	0.9007	0.8881
S2	0.8833	0.8833	0.8988
S3	0.8633	0.8729	0.8970
S4	0.8433	0.8529	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9139	0.8937	0.0202	2.2%	0.0075	0.8%	44%	False	False	83,029
10	0.9212	0.8937	0.0275	3.0%	0.0072	0.8%	32%	False	False	76,994
20	0.9428	0.8937	0.0491	5.4%	0.0069	0.8%	18%	False	False	65,377
40	0.9478	0.8937	0.0541	6.0%	0.0062	0.7%	16%	False	False	48,110
60	0.9583	0.8937	0.0646	7.2%	0.0056	0.6%	14%	False	False	32,208
80	0.9700	0.8937	0.0763	8.5%	0.0052	0.6%	12%	False	False	24,223
100	0.9775	0.8937	0.0838	9.3%	0.0050	0.6%	11%	False	False	19,404
120	0.9775	0.8937	0.0838	9.3%	0.0047	0.5%	11%	False	False	16,183

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9330
2.618	0.9218
1.618	0.9149
1.000	0.9106
0.618	0.9080
HIGH	0.9037
0.618	0.9011
0.500	0.9003
0.382	0.8994
LOW	0.8968
0.618	0.8925
1.000	0.8899
1.618	0.8856
2.618	0.8787
4.250	0.8675

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	0.9018	0.9028
PP	0.9010	0.9027
S1	0.9003	0.9026

Download as Excel Spreadsheet

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

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