CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	0.9049	0.9038	-0.0011	-0.1%	0.8983
High	0.9068	0.9081	0.0013	0.1%	0.9110
Low	0.9032	0.9010	-0.0022	-0.2%	0.8973
Close	0.9045	0.9073	0.0028	0.3%	0.9056
Range	0.0036	0.0071	0.0035	97.2%	0.0137
ATR	0.0068	0.0068	0.0000	0.3%	0.0000
Volume	35,114	52,477	17,363	49.4%	311,712

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9268	0.9241	0.9112
R3	0.9197	0.9170	0.9093
R2	0.9126	0.9126	0.9086
R1	0.9099	0.9099	0.9080	0.9113
PP	0.9055	0.9055	0.9055	0.9061
S1	0.9028	0.9028	0.9066	0.9042
S2	0.8984	0.8984	0.9060
S3	0.8913	0.8957	0.9053
S4	0.8842	0.8886	0.9034

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9457	0.9394	0.9131
R3	0.9320	0.9257	0.9094
R2	0.9183	0.9183	0.9081
R1	0.9120	0.9120	0.9069	0.9152
PP	0.9046	0.9046	0.9046	0.9062
S1	0.8983	0.8983	0.9043	0.9015
S2	0.8909	0.8909	0.9031
S3	0.8772	0.8846	0.9018
S4	0.8635	0.8709	0.8981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9110	0.8982	0.0128	1.4%	0.0066	0.7%	71%	False	False	55,271
10	0.9110	0.8899	0.0211	2.3%	0.0068	0.8%	82%	False	False	58,904
20	0.9187	0.8899	0.0288	3.2%	0.0070	0.8%	60%	False	False	65,360
40	0.9437	0.8899	0.0538	5.9%	0.0068	0.7%	32%	False	False	60,593
60	0.9573	0.8899	0.0674	7.4%	0.0062	0.7%	26%	False	False	43,813
80	0.9700	0.8899	0.0801	8.8%	0.0056	0.6%	22%	False	False	32,936
100	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	20%	False	False	26,384
120	0.9775	0.8899	0.0876	9.7%	0.0051	0.6%	20%	False	False	22,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9383
2.618	0.9267
1.618	0.9196
1.000	0.9152
0.618	0.9125
HIGH	0.9081
0.618	0.9054
0.500	0.9046
0.382	0.9037
LOW	0.9010
0.618	0.8966
1.000	0.8939
1.618	0.8895
2.618	0.8824
4.250	0.8708

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	0.9064	0.9069
PP	0.9055	0.9064
S1	0.9046	0.9060

Download as Excel Spreadsheet

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

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