CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	0.8994	0.9024	0.0030	0.3%	0.9103
High	0.9037	0.9054	0.0017	0.2%	0.9137
Low	0.8968	0.8983	0.0015	0.2%	0.8937
Close	0.9025	0.9000	-0.0025	-0.3%	0.9025
Range	0.0069	0.0071	0.0002	2.9%	0.0200
ATR	0.0068	0.0068	0.0000	0.3%	0.0000
Volume	85,718	53,233	-32,485	-37.9%	364,629

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9225	0.9184	0.9039
R3	0.9154	0.9113	0.9020
R2	0.9083	0.9083	0.9013
R1	0.9042	0.9042	0.9007	0.9027
PP	0.9012	0.9012	0.9012	0.9005
S1	0.8971	0.8971	0.8993	0.8956
S2	0.8941	0.8941	0.8987
S3	0.8870	0.8900	0.8980
S4	0.8799	0.8829	0.8961

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9633	0.9529	0.9135
R3	0.9433	0.9329	0.9080
R2	0.9233	0.9233	0.9062
R1	0.9129	0.9129	0.9043	0.9081
PP	0.9033	0.9033	0.9033	0.9009
S1	0.8929	0.8929	0.9007	0.8881
S2	0.8833	0.8833	0.8988
S3	0.8633	0.8729	0.8970
S4	0.8433	0.8529	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9137	0.8937	0.0200	2.2%	0.0079	0.9%	32%	False	False	83,572
10	0.9208	0.8937	0.0271	3.0%	0.0070	0.8%	23%	False	False	72,175
20	0.9428	0.8937	0.0491	5.5%	0.0071	0.8%	13%	False	False	67,557
40	0.9466	0.8937	0.0529	5.9%	0.0063	0.7%	12%	False	False	49,405
60	0.9583	0.8937	0.0646	7.2%	0.0056	0.6%	10%	False	False	33,091
80	0.9700	0.8937	0.0763	8.5%	0.0052	0.6%	8%	False	False	24,887
100	0.9775	0.8937	0.0838	9.3%	0.0050	0.6%	8%	False	False	19,937
120	0.9775	0.8937	0.0838	9.3%	0.0047	0.5%	8%	False	False	16,626

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9356
2.618	0.9240
1.618	0.9169
1.000	0.9125
0.618	0.9098
HIGH	0.9054
0.618	0.9027
0.500	0.9019
0.382	0.9010
LOW	0.8983
0.618	0.8939
1.000	0.8912
1.618	0.8868
2.618	0.8797
4.250	0.8681

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	0.9019	0.8999
PP	0.9012	0.8997
S1	0.9006	0.8996

Download as Excel Spreadsheet

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

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