CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	0.9357	0.9386	0.0029	0.3%	0.9324
High	0.9416	0.9410	-0.0006	-0.1%	0.9428
Low	0.9354	0.9346	-0.0008	-0.1%	0.9304
Close	0.9402	0.9369	-0.0033	-0.4%	0.9402
Range	0.0062	0.0064	0.0002	3.2%	0.0124
ATR	0.0058	0.0059	0.0000	0.7%	0.0000
Volume	56,119	60,211	4,092	7.3%	183,144

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9567	0.9532	0.9404
R3	0.9503	0.9468	0.9387
R2	0.9439	0.9439	0.9381
R1	0.9404	0.9404	0.9375	0.9390
PP	0.9375	0.9375	0.9375	0.9368
S1	0.9340	0.9340	0.9363	0.9326
S2	0.9311	0.9311	0.9357
S3	0.9247	0.9276	0.9351
S4	0.9183	0.9212	0.9334

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9750	0.9700	0.9470
R3	0.9626	0.9576	0.9436
R2	0.9502	0.9502	0.9425
R1	0.9452	0.9452	0.9413	0.9477
PP	0.9378	0.9378	0.9378	0.9391
S1	0.9328	0.9328	0.9391	0.9353
S2	0.9254	0.9254	0.9379
S3	0.9130	0.9204	0.9368
S4	0.9006	0.9080	0.9334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9428	0.9304	0.0124	1.3%	0.0065	0.7%	52%	False	False	48,671
10	0.9431	0.9293	0.0138	1.5%	0.0064	0.7%	55%	False	False	41,750
20	0.9446	0.9293	0.0153	1.6%	0.0060	0.6%	50%	False	False	44,355
40	0.9576	0.9293	0.0283	3.0%	0.0054	0.6%	27%	False	False	22,956
60	0.9700	0.9293	0.0407	4.3%	0.0050	0.5%	19%	False	False	15,401
80	0.9775	0.9293	0.0482	5.1%	0.0047	0.5%	16%	False	False	11,589
100	0.9775	0.9293	0.0482	5.1%	0.0045	0.5%	16%	False	False	9,285
120	0.9775	0.9293	0.0482	5.1%	0.0042	0.4%	16%	False	False	7,748

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9682
2.618	0.9578
1.618	0.9514
1.000	0.9474
0.618	0.9450
HIGH	0.9410
0.618	0.9386
0.500	0.9378
0.382	0.9370
LOW	0.9346
0.618	0.9306
1.000	0.9282
1.618	0.9242
2.618	0.9178
4.250	0.9074

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	0.9378	0.9387
PP	0.9375	0.9381
S1	0.9372	0.9375

Download as Excel Spreadsheet

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

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