CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	0.8892	0.8920	0.0028	0.3%	0.9097
High	0.8922	0.8995	0.0073	0.8%	0.9113
Low	0.8875	0.8914	0.0039	0.4%	0.8918
Close	0.8913	0.8927	0.0014	0.2%	0.8928
Range	0.0047	0.0081	0.0034	72.3%	0.0195
ATR	0.0052	0.0054	0.0002	4.0%	0.0000
Volume	477	2,759	2,282	478.4%	1,108

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9188	0.9139	0.8972
R3	0.9107	0.9058	0.8949
R2	0.9026	0.9026	0.8942
R1	0.8977	0.8977	0.8934	0.9002
PP	0.8945	0.8945	0.8945	0.8958
S1	0.8896	0.8896	0.8920	0.8921
S2	0.8864	0.8864	0.8912
S3	0.8783	0.8815	0.8905
S4	0.8702	0.8734	0.8882

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9571	0.9445	0.9035
R3	0.9376	0.9250	0.8982
R2	0.9181	0.9181	0.8964
R1	0.9055	0.9055	0.8946	0.9021
PP	0.8986	0.8986	0.8986	0.8969
S1	0.8860	0.8860	0.8910	0.8826
S2	0.8791	0.8791	0.8892
S3	0.8596	0.8665	0.8874
S4	0.8401	0.8470	0.8821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8995	0.8875	0.0120	1.3%	0.0056	0.6%	43%	True	False	815
10	0.9145	0.8875	0.0270	3.0%	0.0062	0.7%	19%	False	False	533
20	0.9145	0.8875	0.0270	3.0%	0.0057	0.6%	19%	False	False	450
40	0.9205	0.8875	0.0330	3.7%	0.0039	0.4%	16%	False	False	258
60	0.9331	0.8875	0.0456	5.1%	0.0029	0.3%	11%	False	False	181
80	0.9356	0.8875	0.0481	5.4%	0.0024	0.3%	11%	False	False	146
100	0.9356	0.8875	0.0481	5.4%	0.0021	0.2%	11%	False	False	120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9339
2.618	0.9207
1.618	0.9126
1.000	0.9076
0.618	0.9045
HIGH	0.8995
0.618	0.8964
0.500	0.8955
0.382	0.8945
LOW	0.8914
0.618	0.8864
1.000	0.8833
1.618	0.8783
2.618	0.8702
4.250	0.8570

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	0.8955	0.8935
PP	0.8945	0.8932
S1	0.8936	0.8930

Download as Excel Spreadsheet

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

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