CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	0.9107	0.9088	-0.0019	-0.2%	0.9133
High	0.9107	0.9115	0.0008	0.1%	0.9188
Low	0.9079	0.9050	-0.0029	-0.3%	0.9072
Close	0.9083	0.9075	-0.0008	-0.1%	0.9083
Range	0.0028	0.0065	0.0037	132.1%	0.0116
ATR	0.0057	0.0057	0.0001	1.1%	0.0000
Volume	134	244	110	82.1%	1,326

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9240	0.9111
R3	0.9210	0.9175	0.9093
R2	0.9145	0.9145	0.9087
R1	0.9110	0.9110	0.9081	0.9095
PP	0.9080	0.9080	0.9080	0.9073
S1	0.9045	0.9045	0.9069	0.9030
S2	0.9015	0.9015	0.9063
S3	0.8950	0.8980	0.9057
S4	0.8885	0.8915	0.9039

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9389	0.9147
R3	0.9346	0.9273	0.9115
R2	0.9230	0.9230	0.9104
R1	0.9157	0.9157	0.9094	0.9136
PP	0.9114	0.9114	0.9114	0.9104
S1	0.9041	0.9041	0.9072	0.9020
S2	0.8998	0.8998	0.9062
S3	0.8882	0.8925	0.9051
S4	0.8766	0.8809	0.9019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9157	0.9050	0.0107	1.2%	0.0048	0.5%	23%	False	True	232
10	0.9342	0.9050	0.0292	3.2%	0.0059	0.7%	9%	False	True	285
20	0.9406	0.9050	0.0356	3.9%	0.0057	0.6%	7%	False	True	240
40	0.9473	0.9050	0.0423	4.7%	0.0048	0.5%	6%	False	True	195
60	0.9551	0.9050	0.0501	5.5%	0.0038	0.4%	5%	False	True	140
80	0.9678	0.9050	0.0628	6.9%	0.0031	0.3%	4%	False	True	109
100	0.9726	0.9050	0.0676	7.4%	0.0028	0.3%	4%	False	True	90
120	0.9726	0.9050	0.0676	7.4%	0.0026	0.3%	4%	False	True	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9391
2.618	0.9285
1.618	0.9220
1.000	0.9180
0.618	0.9155
HIGH	0.9115
0.618	0.9090
0.500	0.9083
0.382	0.9075
LOW	0.9050
0.618	0.9010
1.000	0.8985
1.618	0.8945
2.618	0.8880
4.250	0.8774

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	0.9083	0.9093
PP	0.9080	0.9087
S1	0.9078	0.9081

Download as Excel Spreadsheet

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

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