CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	0.9372	0.9350	-0.0022	-0.2%	0.9358
High	0.9372	0.9376	0.0004	0.0%	0.9406
Low	0.9350	0.9294	-0.0056	-0.6%	0.9294
Close	0.9357	0.9297	-0.0060	-0.6%	0.9297
Range	0.0022	0.0082	0.0060	272.7%	0.0112
ATR	0.0044	0.0047	0.0003	6.1%	0.0000
Volume	86	15	-71	-82.6%	964

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9568	0.9515	0.9342
R3	0.9486	0.9433	0.9320
R2	0.9404	0.9404	0.9312
R1	0.9351	0.9351	0.9305	0.9337
PP	0.9322	0.9322	0.9322	0.9315
S1	0.9269	0.9269	0.9289	0.9255
S2	0.9240	0.9240	0.9282
S3	0.9158	0.9187	0.9274
S4	0.9076	0.9105	0.9252

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9668	0.9595	0.9359
R3	0.9556	0.9483	0.9328
R2	0.9444	0.9444	0.9318
R1	0.9371	0.9371	0.9307	0.9352
PP	0.9332	0.9332	0.9332	0.9323
S1	0.9259	0.9259	0.9287	0.9240
S2	0.9220	0.9220	0.9276
S3	0.9108	0.9147	0.9266
S4	0.8996	0.9035	0.9235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9406	0.9274	0.0132	1.4%	0.0052	0.6%	17%	False	False	231
10	0.9415	0.9274	0.0141	1.5%	0.0050	0.5%	16%	False	False	260
20	0.9423	0.9274	0.0149	1.6%	0.0043	0.5%	15%	False	False	197
40	0.9551	0.9274	0.0277	3.0%	0.0032	0.3%	8%	False	False	116
60	0.9678	0.9274	0.0404	4.3%	0.0026	0.3%	6%	False	False	82
80	0.9726	0.9274	0.0452	4.9%	0.0024	0.3%	5%	False	False	67
100	0.9726	0.9274	0.0452	4.9%	0.0021	0.2%	5%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9725
2.618	0.9591
1.618	0.9509
1.000	0.9458
0.618	0.9427
HIGH	0.9376
0.618	0.9345
0.500	0.9335
0.382	0.9325
LOW	0.9294
0.618	0.9243
1.000	0.9212
1.618	0.9161
2.618	0.9079
4.250	0.8946

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	0.9335	0.9338
PP	0.9322	0.9324
S1	0.9310	0.9311

Download as Excel Spreadsheet

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

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