CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	0.9156	0.9185	0.0029	0.3%	0.9386
High	0.9208	0.9187	-0.0021	-0.2%	0.9410
Low	0.9136	0.9111	-0.0025	-0.3%	0.9120
Close	0.9195	0.9122	-0.0073	-0.8%	0.9166
Range	0.0072	0.0076	0.0004	5.6%	0.0290
ATR	0.0064	0.0066	0.0001	2.2%	0.0000
Volume	60,864	72,555	11,691	19.2%	404,155

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9368	0.9321	0.9164
R3	0.9292	0.9245	0.9143
R2	0.9216	0.9216	0.9136
R1	0.9169	0.9169	0.9129	0.9155
PP	0.9140	0.9140	0.9140	0.9133
S1	0.9093	0.9093	0.9115	0.9079
S2	0.9064	0.9064	0.9108
S3	0.8988	0.9017	0.9101
S4	0.8912	0.8941	0.9080

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	0.9273	0.9111	0.0162	1.8%	0.0069	0.8%	7%	False	True	76,954
10	0.9428	0.9111	0.0317	3.5%	0.0070	0.8%	3%	False	True	67,924
20	0.9437	0.9111	0.0326	3.6%	0.0065	0.7%	3%	False	True	55,724
40	0.9573	0.9111	0.0462	5.1%	0.0059	0.6%	2%	False	True	34,847
60	0.9700	0.9111	0.0589	6.5%	0.0053	0.6%	2%	False	True	23,329
80	0.9700	0.9111	0.0589	6.5%	0.0049	0.5%	2%	False	True	17,544
100	0.9775	0.9111	0.0664	7.3%	0.0047	0.5%	2%	False	True	14,058
120	0.9775	0.9111	0.0664	7.3%	0.0045	0.5%	2%	False	True	11,725

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9510
2.618	0.9386
1.618	0.9310
1.000	0.9263
0.618	0.9234
HIGH	0.9187
0.618	0.9158
0.500	0.9149
0.382	0.9140
LOW	0.9111
0.618	0.9064
1.000	0.9035
1.618	0.8988
2.618	0.8912
4.250	0.8788

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	0.9149	0.9162
PP	0.9140	0.9148
S1	0.9131	0.9135

Download as Excel Spreadsheet

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

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