CME Canadian Dollar Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	0.9002	0.9003	0.0001	0.0%	0.9023
High	0.9031	0.9016	-0.0015	-0.2%	0.9126
Low	0.8982	0.8964	-0.0018	-0.2%	0.8991
Close	0.9004	0.8992	-0.0012	-0.1%	0.9008
Range	0.0049	0.0052	0.0003	6.1%	0.0135
ATR	0.0063	0.0063	-0.0001	-1.3%	0.0000
Volume	55,605	75,579	19,974	35.9%	313,870

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9147	0.9121	0.9021
R3	0.9095	0.9069	0.9006
R2	0.9043	0.9043	0.9002
R1	0.9017	0.9017	0.8997	0.9004
PP	0.8991	0.8991	0.8991	0.8984
S1	0.8965	0.8965	0.8987	0.8952
S2	0.8939	0.8939	0.8982
S3	0.8887	0.8913	0.8978
S4	0.8835	0.8861	0.8963

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9362	0.9082
R3	0.9312	0.9227	0.9045
R2	0.9177	0.9177	0.9033
R1	0.9092	0.9092	0.9020	0.9067
PP	0.9042	0.9042	0.9042	0.9029
S1	0.8957	0.8957	0.8996	0.8932
S2	0.8907	0.8907	0.8983
S3	0.8772	0.8822	0.8971
S4	0.8637	0.8687	0.8934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9126	0.8964	0.0162	1.8%	0.0062	0.7%	17%	False	True	65,940
10	0.9126	0.8956	0.0170	1.9%	0.0061	0.7%	21%	False	False	60,593
20	0.9160	0.8927	0.0233	2.6%	0.0061	0.7%	28%	False	False	56,860
40	0.9187	0.8899	0.0288	3.2%	0.0065	0.7%	32%	False	False	61,110
60	0.9437	0.8899	0.0538	6.0%	0.0065	0.7%	17%	False	False	59,349
80	0.9573	0.8899	0.0674	7.5%	0.0062	0.7%	14%	False	False	47,075
100	0.9700	0.8899	0.0801	8.9%	0.0057	0.6%	12%	False	False	37,721
120	0.9775	0.8899	0.0876	9.7%	0.0054	0.6%	11%	False	False	31,464

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9237
2.618	0.9152
1.618	0.9100
1.000	0.9068
0.618	0.9048
HIGH	0.9016
0.618	0.8996
0.500	0.8990
0.382	0.8984
LOW	0.8964
0.618	0.8932
1.000	0.8912
1.618	0.8880
2.618	0.8828
4.250	0.8743

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	0.8991	0.8998
PP	0.8991	0.8996
S1	0.8990	0.8994

Download as Excel Spreadsheet

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

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