CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 26-Mar-2014

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	0.8896	0.8925	0.0029	0.3%	0.9010
High	0.8927	0.8987	0.0060	0.7%	0.9045
Low	0.8888	0.8919	0.0031	0.3%	0.8815
Close	0.8919	0.8963	0.0044	0.5%	0.8885
Range	0.0039	0.0068	0.0029	74.4%	0.0230
ATR	0.0052	0.0053	0.0001	2.1%	0.0000
Volume	43	374	331	769.8%	1,093

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9160	0.9130	0.9000
R3	0.9092	0.9062	0.8982
R2	0.9024	0.9024	0.8975
R1	0.8994	0.8994	0.8969	0.9009
PP	0.8956	0.8956	0.8956	0.8964
S1	0.8926	0.8926	0.8957	0.8941
S2	0.8888	0.8888	0.8951
S3	0.8820	0.8858	0.8944
S4	0.8752	0.8790	0.8926

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	0.8987	0.8834	0.0153	1.7%	0.0047	0.5%	84%	True	False	277
10	0.9045	0.8815	0.0230	2.6%	0.0056	0.6%	64%	False	False	242
20	0.9085	0.8815	0.0270	3.0%	0.0049	0.5%	55%	False	False	171
40	0.9093	0.8815	0.0278	3.1%	0.0038	0.4%	53%	False	False	112
60	0.9387	0.8815	0.0572	6.4%	0.0039	0.4%	26%	False	False	103
80	0.9387	0.8815	0.0572	6.4%	0.0036	0.4%	26%	False	False	87
100	0.9527	0.8815	0.0712	7.9%	0.0032	0.4%	21%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9165
1.618	0.9097
1.000	0.9055
0.618	0.9029
HIGH	0.8987
0.618	0.8961
0.500	0.8953
0.382	0.8945
LOW	0.8919
0.618	0.8877
1.000	0.8851
1.618	0.8809
2.618	0.8741
4.250	0.8630

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	0.8960	0.8951
PP	0.8956	0.8938
S1	0.8953	0.8926

Download as Excel Spreadsheet

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

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