CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 09-May-2014

Day Change Summary
	Previous	Current
	08-May-2014	09-May-2014	Change	Change %	Previous Week
Open	0.9169	0.9226	0.0057	0.6%	0.9102
High	0.9240	0.9237	-0.0003	0.0%	0.9240
Low	0.9162	0.9153	-0.0009	-0.1%	0.9090
Close	0.9234	0.9165	-0.0069	-0.7%	0.9165
Range	0.0078	0.0084	0.0006	7.7%	0.0150
ATR	0.0048	0.0051	0.0003	5.2%	0.0000
Volume	55,717	71,125	15,408	27.7%	253,877

Daily Pivots for day following 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9385	0.9211
R3	0.9353	0.9301	0.9188
R2	0.9269	0.9269	0.9180
R1	0.9217	0.9217	0.9173	0.9201
PP	0.9185	0.9185	0.9185	0.9177
S1	0.9133	0.9133	0.9157	0.9117
S2	0.9101	0.9101	0.9150
S3	0.9017	0.9049	0.9142
S4	0.8933	0.8965	0.9119

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9615	0.9540	0.9248
R3	0.9465	0.9390	0.9206
R2	0.9315	0.9315	0.9193
R1	0.9240	0.9240	0.9179	0.9278
PP	0.9165	0.9165	0.9165	0.9184
S1	0.9090	0.9090	0.9151	0.9128
S2	0.9015	0.9015	0.9138
S3	0.8865	0.8940	0.9124
S4	0.8715	0.8790	0.9083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9240	0.9090	0.0150	1.6%	0.0059	0.6%	50%	False	False	50,775
10	0.9240	0.9047	0.0193	2.1%	0.0053	0.6%	61%	False	False	48,580
20	0.9240	0.9035	0.0205	2.2%	0.0045	0.5%	63%	False	False	42,948
40	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	81%	False	False	50,515
60	0.9240	0.8845	0.0395	4.3%	0.0055	0.6%	81%	False	False	36,644
80	0.9240	0.8845	0.0395	4.3%	0.0056	0.6%	81%	False	False	27,555
100	0.9415	0.8845	0.0570	6.2%	0.0057	0.6%	56%	False	False	22,095
120	0.9545	0.8845	0.0700	7.6%	0.0052	0.6%	46%	False	False	18,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.9594
2.618	0.9457
1.618	0.9373
1.000	0.9321
0.618	0.9289
HIGH	0.9237
0.618	0.9205
0.500	0.9195
0.382	0.9185
LOW	0.9153
0.618	0.9101
1.000	0.9069
1.618	0.9017
2.618	0.8933
4.250	0.8796

Fisher Pivots for day following 09-May-2014
Pivot	1 day	3 day
R1	0.9195	0.9197
PP	0.9185	0.9186
S1	0.9175	0.9176

Download as Excel Spreadsheet

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

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