CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	0.9100	0.9107	0.0007	0.1%	0.9090
High	0.9124	0.9110	-0.0014	-0.2%	0.9195
Low	0.9084	0.9066	-0.0018	-0.2%	0.9067
Close	0.9108	0.9094	-0.0014	-0.2%	0.9107
Range	0.0040	0.0044	0.0004	10.0%	0.0128
ATR	0.0058	0.0057	-0.0001	-1.7%	0.0000
Volume	34,866	39,154	4,288	12.3%	252,309

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9202	0.9118
R3	0.9178	0.9158	0.9106
R2	0.9134	0.9134	0.9102
R1	0.9114	0.9114	0.9098	0.9102
PP	0.9090	0.9090	0.9090	0.9084
S1	0.9070	0.9070	0.9090	0.9058
S2	0.9046	0.9046	0.9086
S3	0.9002	0.9026	0.9082
S4	0.8958	0.8982	0.9070

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9435	0.9177
R3	0.9379	0.9307	0.9142
R2	0.9251	0.9251	0.9130
R1	0.9179	0.9179	0.9119	0.9215
PP	0.9123	0.9123	0.9123	0.9141
S1	0.9051	0.9051	0.9095	0.9087
S2	0.8995	0.8995	0.9084
S3	0.8867	0.8923	0.9072
S4	0.8739	0.8795	0.9037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9195	0.9066	0.0129	1.4%	0.0055	0.6%	22%	False	True	44,302
10	0.9195	0.9035	0.0160	1.8%	0.0051	0.6%	37%	False	False	46,837
20	0.9195	0.8845	0.0350	3.8%	0.0058	0.6%	71%	False	False	53,831
40	0.9195	0.8845	0.0350	3.8%	0.0061	0.7%	71%	False	False	36,461
60	0.9195	0.8845	0.0350	3.8%	0.0061	0.7%	71%	False	False	24,412
80	0.9406	0.8845	0.0561	6.2%	0.0060	0.7%	44%	False	False	18,374
100	0.9522	0.8845	0.0677	7.4%	0.0055	0.6%	37%	False	False	14,723
120	0.9579	0.8845	0.0734	8.1%	0.0049	0.5%	34%	False	False	12,274

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9297
2.618	0.9225
1.618	0.9181
1.000	0.9154
0.618	0.9137
HIGH	0.9110
0.618	0.9093
0.500	0.9088
0.382	0.9083
LOW	0.9066
0.618	0.9039
1.000	0.9022
1.618	0.8995
2.618	0.8951
4.250	0.8879

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	0.9092	0.9105
PP	0.9090	0.9101
S1	0.9088	0.9098

Download as Excel Spreadsheet

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

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