CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	0.9012	0.9052	0.0040	0.4%	0.8985
High	0.9085	0.9062	-0.0023	-0.3%	0.9085
Low	0.9012	0.8970	-0.0042	-0.5%	0.8959
Close	0.9063	0.8970	-0.0093	-1.0%	0.8970
Range	0.0073	0.0092	0.0019	26.0%	0.0126
ATR	0.0046	0.0049	0.0003	7.3%	0.0000
Volume	14	92	78	557.1%	230

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9277	0.9215	0.9021
R3	0.9185	0.9123	0.8995
R2	0.9093	0.9093	0.8987
R1	0.9031	0.9031	0.8978	0.9016
PP	0.9001	0.9001	0.9001	0.8993
S1	0.8939	0.8939	0.8962	0.8924
S2	0.8909	0.8909	0.8953
S3	0.8817	0.8847	0.8945
S4	0.8725	0.8755	0.8919

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9383	0.9302	0.9039
R3	0.9257	0.9176	0.9005
R2	0.9131	0.9131	0.8993
R1	0.9050	0.9050	0.8982	0.9028
PP	0.9005	0.9005	0.9005	0.8993
S1	0.8924	0.8924	0.8958	0.8902
S2	0.8879	0.8879	0.8947
S3	0.8753	0.8798	0.8935
S4	0.8627	0.8672	0.8901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9085	0.8959	0.0126	1.4%	0.0046	0.5%	9%	False	False	46
10	0.9085	0.8924	0.0161	1.8%	0.0036	0.4%	29%	False	False	53
20	0.9093	0.8907	0.0186	2.1%	0.0032	0.4%	34%	False	False	55
40	0.9174	0.8888	0.0286	3.2%	0.0036	0.4%	29%	False	False	68
60	0.9387	0.8888	0.0499	5.6%	0.0034	0.4%	16%	False	False	60
80	0.9514	0.8888	0.0626	7.0%	0.0030	0.3%	13%	False	False	52

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	0.0002
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.9453
2.618	0.9303
1.618	0.9211
1.000	0.9154
0.618	0.9119
HIGH	0.9062
0.618	0.9027
0.500	0.9016
0.382	0.9005
LOW	0.8970
0.618	0.8913
1.000	0.8878
1.618	0.8821
2.618	0.8729
4.250	0.8579

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	0.9016	0.9028
PP	0.9001	0.9008
S1	0.8985	0.8989

Download as Excel Spreadsheet

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

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