CME Canadian Dollar Future September 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	0.8850	0.8847	-0.0003	0.0%	0.9010
High	0.8863	0.8912	0.0049	0.6%	0.9045
Low	0.8834	0.8847	0.0013	0.1%	0.8815
Close	0.8858	0.8885	0.0027	0.3%	0.8885
Range	0.0029	0.0065	0.0036	124.1%	0.0230
ATR	0.0054	0.0055	0.0001	1.5%	0.0000
Volume	500	284	-216	-43.2%	1,093

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9076	0.9046	0.8921
R3	0.9011	0.8981	0.8903
R2	0.8946	0.8946	0.8897
R1	0.8916	0.8916	0.8891	0.8931
PP	0.8881	0.8881	0.8881	0.8889
S1	0.8851	0.8851	0.8879	0.8866
S2	0.8816	0.8816	0.8873
S3	0.8751	0.8786	0.8867
S4	0.8686	0.8721	0.8849

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9605	0.9475	0.9012
R3	0.9375	0.9245	0.8948
R2	0.9145	0.9145	0.8927
R1	0.9015	0.9015	0.8906	0.8965
PP	0.8915	0.8915	0.8915	0.8890
S1	0.8785	0.8785	0.8864	0.8735
S2	0.8685	0.8685	0.8843
S3	0.8455	0.8555	0.8822
S4	0.8225	0.8325	0.8759

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9045	0.8815	0.0230	2.6%	0.0069	0.8%	30%	False	False	218
10	0.9045	0.8815	0.0230	2.6%	0.0052	0.6%	30%	False	False	242
20	0.9085	0.8815	0.0270	3.0%	0.0044	0.5%	26%	False	False	147
40	0.9093	0.8815	0.0278	3.1%	0.0038	0.4%	25%	False	False	103
60	0.9387	0.8815	0.0572	6.4%	0.0038	0.4%	12%	False	False	93
80	0.9421	0.8815	0.0606	6.8%	0.0035	0.4%	12%	False	False	81
100	0.9527	0.8815	0.0712	8.0%	0.0031	0.3%	10%	False	False	66

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9188
2.618	0.9082
1.618	0.9017
1.000	0.8977
0.618	0.8952
HIGH	0.8912
0.618	0.8887
0.500	0.8880
0.382	0.8872
LOW	0.8847
0.618	0.8807
1.000	0.8782
1.618	0.8742
2.618	0.8677
4.250	0.8571

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	0.8883	0.8883
PP	0.8881	0.8880
S1	0.8880	0.8878

Download as Excel Spreadsheet

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

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