CME Canadian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	0.8875	0.8877	0.0002	0.0%	0.8991
High	0.8883	0.8932	0.0049	0.6%	0.9069
Low	0.8845	0.8862	0.0017	0.2%	0.8845
Close	0.8877	0.8904	0.0027	0.3%	0.8904
Range	0.0038	0.0070	0.0032	84.2%	0.0224
ATR	0.0064	0.0065	0.0000	0.6%	0.0000
Volume	53,582	80,426	26,844	50.1%	355,378

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9109	0.9077	0.8943
R3	0.9039	0.9007	0.8923
R2	0.8969	0.8969	0.8917
R1	0.8937	0.8937	0.8910	0.8953
PP	0.8899	0.8899	0.8899	0.8908
S1	0.8867	0.8867	0.8898	0.8883
S2	0.8829	0.8829	0.8891
S3	0.8759	0.8797	0.8885
S4	0.8689	0.8727	0.8866

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9611	0.9482	0.9027
R3	0.9387	0.9258	0.8966
R2	0.9163	0.9163	0.8945
R1	0.9034	0.9034	0.8925	0.8987
PP	0.8939	0.8939	0.8939	0.8916
S1	0.8810	0.8810	0.8883	0.8763
S2	0.8715	0.8715	0.8863
S3	0.8491	0.8586	0.8842
S4	0.8267	0.8362	0.8781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8845	0.0224	2.5%	0.0079	0.9%	26%	False	False	71,075
10	0.9069	0.8845	0.0224	2.5%	0.0063	0.7%	26%	False	False	57,106
20	0.9106	0.8845	0.0261	2.9%	0.0062	0.7%	23%	False	False	30,563
40	0.9138	0.8845	0.0293	3.3%	0.0062	0.7%	20%	False	False	15,494
60	0.9405	0.8845	0.0560	6.3%	0.0061	0.7%	11%	False	False	10,407
80	0.9450	0.8845	0.0605	6.8%	0.0056	0.6%	10%	False	False	7,850
100	0.9551	0.8845	0.0706	7.9%	0.0049	0.5%	8%	False	False	6,287
120	0.9678	0.8845	0.0833	9.4%	0.0043	0.5%	7%	False	False	5,241

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9230
2.618	0.9115
1.618	0.9045
1.000	0.9002
0.618	0.8975
HIGH	0.8932
0.618	0.8905
0.500	0.8897
0.382	0.8889
LOW	0.8862
0.618	0.8819
1.000	0.8792
1.618	0.8749
2.618	0.8679
4.250	0.8565

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	0.8902	0.8909
PP	0.8899	0.8907
S1	0.8897	0.8906

Download as Excel Spreadsheet

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

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