CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	0.9075	0.9085	0.0010	0.1%	0.8983
High	0.9104	0.9122	0.0018	0.2%	0.9110
Low	0.9064	0.9062	-0.0002	0.0%	0.8973
Close	0.9087	0.9105	0.0018	0.2%	0.9056
Range	0.0040	0.0060	0.0020	50.0%	0.0137
ATR	0.0066	0.0066	0.0000	-0.7%	0.0000
Volume	45,433	48,327	2,894	6.4%	311,712

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9276	0.9251	0.9138
R3	0.9216	0.9191	0.9122
R2	0.9156	0.9156	0.9116
R1	0.9131	0.9131	0.9111	0.9144
PP	0.9096	0.9096	0.9096	0.9103
S1	0.9071	0.9071	0.9100	0.9084
S2	0.9036	0.9036	0.9094
S3	0.8976	0.9011	0.9089
S4	0.8916	0.8951	0.9072

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	0.9122	0.9010	0.0112	1.2%	0.0060	0.7%	85%	True	False	50,567
10	0.9122	0.8899	0.0223	2.4%	0.0068	0.7%	92%	True	False	57,571
20	0.9157	0.8899	0.0258	2.8%	0.0068	0.7%	80%	False	False	62,973
40	0.9434	0.8899	0.0535	5.9%	0.0068	0.7%	39%	False	False	60,010
60	0.9573	0.8899	0.0674	7.4%	0.0062	0.7%	31%	False	False	45,361
80	0.9700	0.8899	0.0801	8.8%	0.0057	0.6%	26%	False	False	34,098
100	0.9700	0.8899	0.0801	8.8%	0.0053	0.6%	26%	False	False	27,317
120	0.9775	0.8899	0.0876	9.6%	0.0051	0.6%	24%	False	False	22,785

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	True
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	0.9377
2.618	0.9279
1.618	0.9219
1.000	0.9182
0.618	0.9159
HIGH	0.9122
0.618	0.9099
0.500	0.9092
0.382	0.9085
LOW	0.9062
0.618	0.9025
1.000	0.9002
1.618	0.8965
2.618	0.8905
4.250	0.8807

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	0.9101	0.9092
PP	0.9096	0.9079
S1	0.9092	0.9066

Download as Excel Spreadsheet

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

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