CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	0.9356	0.9365	0.0009	0.1%	0.9358
High	0.9380	0.9405	0.0025	0.3%	0.9406
Low	0.9352	0.9327	-0.0025	-0.3%	0.9294
Close	0.9371	0.9341	-0.0030	-0.3%	0.9297
Range	0.0028	0.0078	0.0050	178.6%	0.0112
ATR	0.0048	0.0050	0.0002	4.6%	0.0000
Volume	271	75	-196	-72.3%	964

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9544	0.9384
R3	0.9514	0.9466	0.9362
R2	0.9436	0.9436	0.9355
R1	0.9388	0.9388	0.9348	0.9373
PP	0.9358	0.9358	0.9358	0.9350
S1	0.9310	0.9310	0.9334	0.9295
S2	0.9280	0.9280	0.9327
S3	0.9202	0.9232	0.9320
S4	0.9124	0.9154	0.9298

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	0.9405	0.9285	0.0120	1.3%	0.0057	0.6%	47%	True	False	114
10	0.9406	0.9274	0.0132	1.4%	0.0057	0.6%	51%	False	False	253
20	0.9423	0.9274	0.0149	1.6%	0.0048	0.5%	45%	False	False	211
40	0.9549	0.9274	0.0275	2.9%	0.0035	0.4%	24%	False	False	125
60	0.9678	0.9274	0.0404	4.3%	0.0029	0.3%	17%	False	False	89
80	0.9726	0.9274	0.0452	4.8%	0.0025	0.3%	15%	False	False	73
100	0.9726	0.9274	0.0452	4.8%	0.0022	0.2%	15%	False	False	64

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9737
2.618	0.9609
1.618	0.9531
1.000	0.9483
0.618	0.9453
HIGH	0.9405
0.618	0.9375
0.500	0.9366
0.382	0.9357
LOW	0.9327
0.618	0.9279
1.000	0.9249
1.618	0.9201
2.618	0.9123
4.250	0.8996

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	0.9366	0.9345
PP	0.9358	0.9344
S1	0.9349	0.9342

Download as Excel Spreadsheet

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

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