CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	0.8847	0.8870	0.0023	0.3%	0.9010
High	0.8912	0.8901	-0.0011	-0.1%	0.9045
Low	0.8847	0.8865	0.0018	0.2%	0.8815
Close	0.8885	0.8898	0.0013	0.1%	0.8885
Range	0.0065	0.0036	-0.0029	-44.6%	0.0230
ATR	0.0055	0.0053	-0.0001	-2.4%	0.0000
Volume	284	185	-99	-34.9%	1,093

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8996	0.8983	0.8918
R3	0.8960	0.8947	0.8908
R2	0.8924	0.8924	0.8905
R1	0.8911	0.8911	0.8901	0.8918
PP	0.8888	0.8888	0.8888	0.8891
S1	0.8875	0.8875	0.8895	0.8882
S2	0.8852	0.8852	0.8891
S3	0.8816	0.8839	0.8888
S4	0.8780	0.8803	0.8878

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%	0.0073	0.8%	36%	False	False	238
10	0.9045	0.8815	0.0230	2.6%	0.0053	0.6%	36%	False	False	233
20	0.9085	0.8815	0.0270	3.0%	0.0045	0.5%	31%	False	False	154
40	0.9093	0.8815	0.0278	3.1%	0.0037	0.4%	30%	False	False	107
60	0.9387	0.8815	0.0572	6.4%	0.0038	0.4%	15%	False	False	96
80	0.9414	0.8815	0.0599	6.7%	0.0035	0.4%	14%	False	False	83
100	0.9527	0.8815	0.0712	8.0%	0.0031	0.3%	12%	False	False	68

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9054
2.618	0.8995
1.618	0.8959
1.000	0.8937
0.618	0.8923
HIGH	0.8901
0.618	0.8887
0.500	0.8883
0.382	0.8879
LOW	0.8865
0.618	0.8843
1.000	0.8829
1.618	0.8807
2.618	0.8771
4.250	0.8712

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	0.8893	0.8890
PP	0.8888	0.8881
S1	0.8883	0.8873

Download as Excel Spreadsheet

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

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