CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	0.9135	0.9103	-0.0032	-0.4%	0.9156
High	0.9139	0.9137	-0.0002	0.0%	0.9208
Low	0.9091	0.9063	-0.0028	-0.3%	0.9084
Close	0.9102	0.9094	-0.0008	-0.1%	0.9102
Range	0.0048	0.0074	0.0026	54.2%	0.0124
ATR	0.0063	0.0064	0.0001	1.2%	0.0000
Volume	50,516	67,347	16,831	33.3%	303,892

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9281	0.9135
R3	0.9246	0.9207	0.9114
R2	0.9172	0.9172	0.9108
R1	0.9133	0.9133	0.9101	0.9116
PP	0.9098	0.9098	0.9098	0.9089
S1	0.9059	0.9059	0.9087	0.9042
S2	0.9024	0.9024	0.9080
S3	0.8950	0.8985	0.9074
S4	0.8876	0.8911	0.9053

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9503	0.9427	0.9170
R3	0.9379	0.9303	0.9136
R2	0.9255	0.9255	0.9125
R1	0.9179	0.9179	0.9113	0.9155
PP	0.9131	0.9131	0.9131	0.9120
S1	0.9055	0.9055	0.9091	0.9031
S2	0.9007	0.9007	0.9079
S3	0.8883	0.8931	0.9068
S4	0.8759	0.8807	0.9034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9187	0.9063	0.0124	1.4%	0.0061	0.7%	25%	False	True	62,075
10	0.9369	0.9063	0.0306	3.4%	0.0069	0.8%	10%	False	True	71,518
20	0.9431	0.9063	0.0368	4.0%	0.0066	0.7%	8%	False	True	56,634
40	0.9540	0.9063	0.0477	5.2%	0.0060	0.7%	6%	False	True	40,748
60	0.9611	0.9063	0.0548	6.0%	0.0054	0.6%	6%	False	True	27,282
80	0.9700	0.9063	0.0637	7.0%	0.0050	0.6%	5%	False	True	20,512
100	0.9775	0.9063	0.0712	7.8%	0.0048	0.5%	4%	False	True	16,433
120	0.9775	0.9063	0.0712	7.8%	0.0046	0.5%	4%	False	True	13,706

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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9452
2.618	0.9331
1.618	0.9257
1.000	0.9211
0.618	0.9183
HIGH	0.9137
0.618	0.9109
0.500	0.9100
0.382	0.9091
LOW	0.9063
0.618	0.9017
1.000	0.8989
1.618	0.8943
2.618	0.8869
4.250	0.8749

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	0.9100	0.9110
PP	0.9098	0.9105
S1	0.9096	0.9099

Download as Excel Spreadsheet

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

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