CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	0.9384	0.9373	-0.0011	-0.1%	0.9376
High	0.9403	0.9400	-0.0003	0.0%	0.9431
Low	0.9370	0.9311	-0.0059	-0.6%	0.9311
Close	0.9378	0.9318	-0.0060	-0.6%	0.9318
Range	0.0033	0.0089	0.0056	169.7%	0.0120
ATR	0.0053	0.0056	0.0003	4.9%	0.0000
Volume	9,631	42,098	32,467	337.1%	112,584

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9610	0.9553	0.9367
R3	0.9521	0.9464	0.9342
R2	0.9432	0.9432	0.9334
R1	0.9375	0.9375	0.9326	0.9359
PP	0.9343	0.9343	0.9343	0.9335
S1	0.9286	0.9286	0.9310	0.9270
S2	0.9254	0.9254	0.9302
S3	0.9165	0.9197	0.9294
S4	0.9076	0.9108	0.9269

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9713	0.9636	0.9384
R3	0.9593	0.9516	0.9351
R2	0.9473	0.9473	0.9340
R1	0.9396	0.9396	0.9329	0.9375
PP	0.9353	0.9353	0.9353	0.9343
S1	0.9276	0.9276	0.9307	0.9255
S2	0.9233	0.9233	0.9296
S3	0.9113	0.9156	0.9285
S4	0.8993	0.9036	0.9252

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%	0.0063	0.7%	18%	False	False	34,829
10	0.9437	0.9293	0.0144	1.5%	0.0061	0.7%	17%	False	False	46,836
20	0.9446	0.9293	0.0153	1.6%	0.0056	0.6%	16%	False	False	33,311
40	0.9583	0.9293	0.0290	3.1%	0.0050	0.5%	9%	False	False	16,905
60	0.9700	0.9293	0.0407	4.4%	0.0047	0.5%	6%	False	False	11,364
80	0.9775	0.9293	0.0482	5.2%	0.0046	0.5%	5%	False	False	8,557
100	0.9775	0.9293	0.0482	5.2%	0.0044	0.5%	5%	False	False	6,861
120	0.9775	0.9293	0.0482	5.2%	0.0041	0.4%	5%	False	False	5,722

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9778
2.618	0.9633
1.618	0.9544
1.000	0.9489
0.618	0.9455
HIGH	0.9400
0.618	0.9366
0.500	0.9356
0.382	0.9345
LOW	0.9311
0.618	0.9256
1.000	0.9222
1.618	0.9167
2.618	0.9078
4.250	0.8933

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	0.9356	0.9361
PP	0.9343	0.9346
S1	0.9331	0.9332

Download as Excel Spreadsheet

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

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