CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	0.8925	0.8968	0.0043	0.5%	0.9010
High	0.8987	0.9040	0.0053	0.6%	0.9045
Low	0.8919	0.8968	0.0049	0.5%	0.8815
Close	0.8963	0.9027	0.0064	0.7%	0.8885
Range	0.0068	0.0072	0.0004	5.9%	0.0230
ATR	0.0053	0.0055	0.0002	3.1%	0.0000
Volume	374	366	-8	-2.1%	1,093

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9228	0.9199	0.9067
R3	0.9156	0.9127	0.9047
R2	0.9084	0.9084	0.9040
R1	0.9055	0.9055	0.9034	0.9070
PP	0.9012	0.9012	0.9012	0.9019
S1	0.8983	0.8983	0.9020	0.8998
S2	0.8940	0.8940	0.9014
S3	0.8868	0.8911	0.9007
S4	0.8796	0.8839	0.8987

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	0.9040	0.8847	0.0193	2.1%	0.0056	0.6%	93%	True	False	250
10	0.9045	0.8815	0.0230	2.5%	0.0058	0.6%	92%	False	False	248
20	0.9085	0.8815	0.0270	3.0%	0.0051	0.6%	79%	False	False	184
40	0.9093	0.8815	0.0278	3.1%	0.0040	0.4%	76%	False	False	121
60	0.9387	0.8815	0.0572	6.3%	0.0039	0.4%	37%	False	False	108
80	0.9387	0.8815	0.0572	6.3%	0.0036	0.4%	37%	False	False	91
100	0.9527	0.8815	0.0712	7.9%	0.0032	0.4%	30%	False	False	75

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9346
2.618	0.9228
1.618	0.9156
1.000	0.9112
0.618	0.9084
HIGH	0.9040
0.618	0.9012
0.500	0.9004
0.382	0.8996
LOW	0.8968
0.618	0.8924
1.000	0.8896
1.618	0.8852
2.618	0.8780
4.250	0.8662

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	0.9019	0.9006
PP	0.9012	0.8985
S1	0.9004	0.8964

Download as Excel Spreadsheet

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

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