CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	0.9220	0.9209	-0.0011	-0.1%	0.9386
High	0.9229	0.9212	-0.0017	-0.2%	0.9410
Low	0.9180	0.9120	-0.0060	-0.7%	0.9120
Close	0.9188	0.9166	-0.0022	-0.2%	0.9166
Range	0.0049	0.0092	0.0043	87.8%	0.0290
ATR	0.0061	0.0064	0.0002	3.6%	0.0000
Volume	63,794	101,423	37,629	59.0%	404,155

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9442	0.9396	0.9217
R3	0.9350	0.9304	0.9191
R2	0.9258	0.9258	0.9183
R1	0.9212	0.9212	0.9174	0.9189
PP	0.9166	0.9166	0.9166	0.9155
S1	0.9120	0.9120	0.9158	0.9097
S2	0.9074	0.9074	0.9149
S3	0.8982	0.9028	0.9141
S4	0.8890	0.8936	0.9115

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0102	0.9924	0.9326
R3	0.9812	0.9634	0.9246
R2	0.9522	0.9522	0.9219
R1	0.9344	0.9344	0.9193	0.9288
PP	0.9232	0.9232	0.9232	0.9204
S1	0.9054	0.9054	0.9139	0.8998
S2	0.8942	0.8942	0.9113
S3	0.8652	0.8764	0.9086
S4	0.8362	0.8474	0.9007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9410	0.9120	0.0290	3.2%	0.0074	0.8%	16%	False	True	80,831
10	0.9428	0.9120	0.0308	3.4%	0.0072	0.8%	15%	False	True	62,939
20	0.9446	0.9120	0.0326	3.6%	0.0066	0.7%	14%	False	True	56,564
40	0.9573	0.9120	0.0453	4.9%	0.0058	0.6%	10%	False	True	31,527
60	0.9700	0.9120	0.0580	6.3%	0.0052	0.6%	8%	False	True	21,118
80	0.9775	0.9120	0.0655	7.1%	0.0049	0.5%	7%	False	True	15,880
100	0.9775	0.9120	0.0655	7.1%	0.0047	0.5%	7%	False	True	12,724
120	0.9775	0.9120	0.0655	7.1%	0.0044	0.5%	7%	False	True	10,614

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9603
2.618	0.9453
1.618	0.9361
1.000	0.9304
0.618	0.9269
HIGH	0.9212
0.618	0.9177
0.500	0.9166
0.382	0.9155
LOW	0.9120
0.618	0.9063
1.000	0.9028
1.618	0.8971
2.618	0.8879
4.250	0.8729

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	0.9166	0.9197
PP	0.9166	0.9186
S1	0.9166	0.9176

Download as Excel Spreadsheet

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

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