CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	0.9022	0.9009	-0.0013	-0.1%	0.9000
High	0.9037	0.9069	0.0032	0.4%	0.9054
Low	0.8991	0.8998	0.0007	0.1%	0.8956
Close	0.8998	0.9058	0.0060	0.7%	0.9034
Range	0.0046	0.0071	0.0025	54.3%	0.0098
ATR	0.0063	0.0063	0.0001	0.9%	0.0000
Volume	47,178	58,338	11,160	23.7%	234,764

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9255	0.9227	0.9097
R3	0.9184	0.9156	0.9078
R2	0.9113	0.9113	0.9071
R1	0.9085	0.9085	0.9065	0.9099
PP	0.9042	0.9042	0.9042	0.9049
S1	0.9014	0.9014	0.9051	0.9028
S2	0.8971	0.8971	0.9045
S3	0.8900	0.8943	0.9038
S4	0.8829	0.8872	0.9019

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9269	0.9088
R3	0.9211	0.9171	0.9061
R2	0.9113	0.9113	0.9052
R1	0.9073	0.9073	0.9043	0.9093
PP	0.9015	0.9015	0.9015	0.9025
S1	0.8975	0.8975	0.9025	0.8995
S2	0.8917	0.8917	0.9016
S3	0.8819	0.8877	0.9007
S4	0.8721	0.8779	0.8980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8956	0.0113	1.2%	0.0060	0.7%	90%	True	False	55,247
10	0.9069	0.8927	0.0142	1.6%	0.0059	0.6%	92%	True	False	53,220
20	0.9160	0.8927	0.0233	2.6%	0.0062	0.7%	56%	False	False	54,193
40	0.9369	0.8899	0.0470	5.2%	0.0067	0.7%	34%	False	False	62,988
60	0.9446	0.8899	0.0547	6.0%	0.0065	0.7%	29%	False	False	56,777
80	0.9576	0.8899	0.0677	7.5%	0.0060	0.7%	23%	False	False	42,972
100	0.9700	0.8899	0.0801	8.8%	0.0057	0.6%	20%	False	False	34,436
120	0.9775	0.8899	0.0876	9.7%	0.0053	0.6%	18%	False	False	28,722

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9371
2.618	0.9255
1.618	0.9184
1.000	0.9140
0.618	0.9113
HIGH	0.9069
0.618	0.9042
0.500	0.9034
0.382	0.9025
LOW	0.8998
0.618	0.8954
1.000	0.8927
1.618	0.8883
2.618	0.8812
4.250	0.8696

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	0.9050	0.9049
PP	0.9042	0.9039
S1	0.9034	0.9030

Download as Excel Spreadsheet

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

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