CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	0.9035	0.9018	-0.0017	-0.2%	0.9103
High	0.9042	0.9026	-0.0016	-0.2%	0.9160
Low	0.9007	0.8968	-0.0039	-0.4%	0.8927
Close	0.9020	0.8979	-0.0041	-0.5%	0.8982
Range	0.0035	0.0058	0.0023	65.7%	0.0233
ATR	0.0065	0.0065	-0.0001	-0.8%	0.0000
Volume	35,565	43,804	8,239	23.2%	261,573

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9165	0.9130	0.9011
R3	0.9107	0.9072	0.8995
R2	0.9049	0.9049	0.8990
R1	0.9014	0.9014	0.8984	0.9003
PP	0.8991	0.8991	0.8991	0.8985
S1	0.8956	0.8956	0.8974	0.8945
S2	0.8933	0.8933	0.8968
S3	0.8875	0.8898	0.8963
S4	0.8817	0.8840	0.8947

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9722	0.9585	0.9110
R3	0.9489	0.9352	0.9046
R2	0.9256	0.9256	0.9025
R1	0.9119	0.9119	0.9003	0.9071
PP	0.9023	0.9023	0.9023	0.8999
S1	0.8886	0.8886	0.8961	0.8838
S2	0.8790	0.8790	0.8939
S3	0.8557	0.8653	0.8918
S4	0.8324	0.8420	0.8854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9043	0.8927	0.0116	1.3%	0.0058	0.6%	45%	False	False	51,194
10	0.9160	0.8927	0.0233	2.6%	0.0061	0.7%	22%	False	False	53,128
20	0.9160	0.8899	0.0261	2.9%	0.0065	0.7%	31%	False	False	56,016
40	0.9428	0.8899	0.0529	5.9%	0.0068	0.8%	15%	False	False	62,166
60	0.9446	0.8899	0.0547	6.1%	0.0064	0.7%	15%	False	False	52,547
80	0.9583	0.8899	0.0684	7.6%	0.0059	0.7%	12%	False	False	39,535
100	0.9700	0.8899	0.0801	8.9%	0.0055	0.6%	10%	False	False	31,684
120	0.9775	0.8899	0.0876	9.8%	0.0053	0.6%	9%	False	False	26,427

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9273
2.618	0.9178
1.618	0.9120
1.000	0.9084
0.618	0.9062
HIGH	0.9026
0.618	0.9004
0.500	0.8997
0.382	0.8990
LOW	0.8968
0.618	0.8932
1.000	0.8910
1.618	0.8874
2.618	0.8816
4.250	0.8722

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	0.8997	0.9006
PP	0.8991	0.8997
S1	0.8985	0.8988

Download as Excel Spreadsheet

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

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