CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	0.9402	0.9384	-0.0018	-0.2%	0.9419
High	0.9410	0.9403	-0.0007	-0.1%	0.9437
Low	0.9385	0.9370	-0.0015	-0.2%	0.9293
Close	0.9403	0.9378	-0.0025	-0.3%	0.9360
Range	0.0025	0.0033	0.0008	32.0%	0.0144
ATR	0.0055	0.0053	-0.0002	-2.8%	0.0000
Volume	18,241	9,631	-8,610	-47.2%	281,196

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9463	0.9396
R3	0.9450	0.9430	0.9387
R2	0.9417	0.9417	0.9384
R1	0.9397	0.9397	0.9381	0.9391
PP	0.9384	0.9384	0.9384	0.9380
S1	0.9364	0.9364	0.9375	0.9358
S2	0.9351	0.9351	0.9372
S3	0.9318	0.9331	0.9369
S4	0.9285	0.9298	0.9360

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9722	0.9439
R3	0.9651	0.9578	0.9400
R2	0.9507	0.9507	0.9386
R1	0.9434	0.9434	0.9373	0.9399
PP	0.9363	0.9363	0.9363	0.9346
S1	0.9290	0.9290	0.9347	0.9255
S2	0.9219	0.9219	0.9334
S3	0.9075	0.9146	0.9320
S4	0.8931	0.9002	0.9281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9431	0.9293	0.0138	1.5%	0.0058	0.6%	62%	False	False	36,916
10	0.9446	0.9293	0.0153	1.6%	0.0060	0.6%	56%	False	False	50,189
20	0.9466	0.9293	0.0173	1.8%	0.0055	0.6%	49%	False	False	31,253
40	0.9583	0.9293	0.0290	3.1%	0.0049	0.5%	29%	False	False	15,857
60	0.9700	0.9293	0.0407	4.3%	0.0046	0.5%	21%	False	False	10,664
80	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	18%	False	False	8,032
100	0.9775	0.9293	0.0482	5.1%	0.0043	0.5%	18%	False	False	6,440
120	0.9775	0.9293	0.0482	5.1%	0.0040	0.4%	18%	False	False	5,372

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	True
3BNR	True
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	0.9543
2.618	0.9489
1.618	0.9456
1.000	0.9436
0.618	0.9423
HIGH	0.9403
0.618	0.9390
0.500	0.9387
0.382	0.9383
LOW	0.9370
0.618	0.9350
1.000	0.9337
1.618	0.9317
2.618	0.9284
4.250	0.9230

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	0.9387	0.9396
PP	0.9384	0.9390
S1	0.9381	0.9384

Download as Excel Spreadsheet

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

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