CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	0.9024	0.8986	-0.0038	-0.4%	0.9103
High	0.9054	0.9016	-0.0038	-0.4%	0.9137
Low	0.8983	0.8937	-0.0046	-0.5%	0.8937
Close	0.9000	0.8958	-0.0042	-0.5%	0.9025
Range	0.0071	0.0079	0.0008	11.3%	0.0200
ATR	0.0068	0.0069	0.0001	1.1%	0.0000
Volume	53,233	57,263	4,030	7.6%	364,629

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9207	0.9162	0.9001
R3	0.9128	0.9083	0.8980
R2	0.9049	0.9049	0.8972
R1	0.9004	0.9004	0.8965	0.8987
PP	0.8970	0.8970	0.8970	0.8962
S1	0.8925	0.8925	0.8951	0.8908
S2	0.8891	0.8891	0.8944
S3	0.8812	0.8846	0.8936
S4	0.8733	0.8767	0.8915

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	0.9118	0.8937	0.0181	2.0%	0.0080	0.9%	12%	False	True	81,555
10	0.9187	0.8937	0.0250	2.8%	0.0071	0.8%	8%	False	True	71,815
20	0.9428	0.8937	0.0491	5.5%	0.0071	0.8%	4%	False	True	68,315
40	0.9446	0.8937	0.0509	5.7%	0.0064	0.7%	4%	False	True	50,813
60	0.9583	0.8937	0.0646	7.2%	0.0057	0.6%	3%	False	True	34,041
80	0.9700	0.8937	0.0763	8.5%	0.0053	0.6%	3%	False	True	25,602
100	0.9775	0.8937	0.0838	9.4%	0.0051	0.6%	3%	False	True	20,509
120	0.9775	0.8937	0.0838	9.4%	0.0048	0.5%	3%	False	True	17,104

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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9352
2.618	0.9223
1.618	0.9144
1.000	0.9095
0.618	0.9065
HIGH	0.9016
0.618	0.8986
0.500	0.8977
0.382	0.8967
LOW	0.8937
0.618	0.8888
1.000	0.8858
1.618	0.8809
2.618	0.8730
4.250	0.8601

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	0.8977	0.8996
PP	0.8970	0.8983
S1	0.8964	0.8971

Download as Excel Spreadsheet

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

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