CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	0.8810	0.8688	-0.0122	-1.4%	0.8829
High	0.8810	0.8796	-0.0014	-0.2%	0.8863
Low	0.8702	0.8687	-0.0015	-0.2%	0.8702
Close	0.8702	0.8795	0.0093	1.1%	0.8702
Range	0.0108	0.0109	0.0001	0.9%	0.0161
ATR	0.0054	0.0058	0.0004	7.3%	0.0000
Volume	20	150	130	650.0%	321

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9086	0.9050	0.8855
R3	0.8977	0.8941	0.8825
R2	0.8868	0.8868	0.8815
R1	0.8832	0.8832	0.8805	0.8850
PP	0.8759	0.8759	0.8759	0.8769
S1	0.8723	0.8723	0.8785	0.8741
S2	0.8650	0.8650	0.8775
S3	0.8541	0.8614	0.8765
S4	0.8432	0.8505	0.8735

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9131	0.8791
R3	0.9078	0.8970	0.8746
R2	0.8917	0.8917	0.8732
R1	0.8809	0.8809	0.8717	0.8783
PP	0.8756	0.8756	0.8756	0.8742
S1	0.8648	0.8648	0.8687	0.8622
S2	0.8595	0.8595	0.8672
S3	0.8434	0.8487	0.8658
S4	0.8273	0.8326	0.8613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8863	0.8687	0.0176	2.0%	0.0065	0.7%	61%	False	True	94
10	0.8876	0.8687	0.0189	2.1%	0.0042	0.5%	57%	False	True	61
20	0.8876	0.8687	0.0189	2.1%	0.0041	0.5%	57%	False	True	54
40	0.8961	0.8687	0.0274	3.1%	0.0040	0.5%	39%	False	True	48
60	0.9120	0.8687	0.0433	4.9%	0.0035	0.4%	25%	False	True	38
80	0.9161	0.8687	0.0474	5.4%	0.0027	0.3%	23%	False	True	30

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	0.0001
Widest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	0.9259
2.618	0.9081
1.618	0.8972
1.000	0.8905
0.618	0.8863
HIGH	0.8796
0.618	0.8754
0.500	0.8742
0.382	0.8729
LOW	0.8687
0.618	0.8620
1.000	0.8578
1.618	0.8511
2.618	0.8402
4.250	0.8224

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	0.8777	0.8788
PP	0.8759	0.8782
S1	0.8742	0.8775

Download as Excel Spreadsheet

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

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