CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	0.9035	0.9034	-0.0001	0.0%	0.9012
High	0.9047	0.9091	0.0044	0.5%	0.9091
Low	0.9018	0.9034	0.0016	0.2%	0.8999
Close	0.9025	0.9070	0.0045	0.5%	0.9070
Range	0.0029	0.0057	0.0028	96.6%	0.0092
ATR	0.0051	0.0052	0.0001	2.1%	0.0000
Volume	299	115	-184	-61.5%	1,353

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9236	0.9210	0.9101
R3	0.9179	0.9153	0.9086
R2	0.9122	0.9122	0.9080
R1	0.9096	0.9096	0.9075	0.9109
PP	0.9065	0.9065	0.9065	0.9072
S1	0.9039	0.9039	0.9065	0.9052
S2	0.9008	0.9008	0.9060
S3	0.8951	0.8982	0.9054
S4	0.8894	0.8925	0.9039

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9292	0.9121
R3	0.9237	0.9200	0.9095
R2	0.9145	0.9145	0.9087
R1	0.9108	0.9108	0.9078	0.9127
PP	0.9053	0.9053	0.9053	0.9063
S1	0.9016	0.9016	0.9062	0.9035
S2	0.8961	0.8961	0.9053
S3	0.8869	0.8924	0.9045
S4	0.8777	0.8832	0.9019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9091	0.8999	0.0092	1.0%	0.0042	0.5%	77%	True	False	270
10	0.9091	0.8865	0.0226	2.5%	0.0049	0.5%	91%	True	False	312
20	0.9091	0.8815	0.0276	3.0%	0.0051	0.6%	92%	True	False	277
40	0.9093	0.8815	0.0278	3.1%	0.0041	0.5%	92%	False	False	166
60	0.9174	0.8815	0.0359	4.0%	0.0041	0.5%	71%	False	False	138
80	0.9387	0.8815	0.0572	6.3%	0.0038	0.4%	45%	False	False	114
100	0.9514	0.8815	0.0699	7.7%	0.0034	0.4%	36%	False	False	97

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	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9333
2.618	0.9240
1.618	0.9183
1.000	0.9148
0.618	0.9126
HIGH	0.9091
0.618	0.9069
0.500	0.9063
0.382	0.9056
LOW	0.9034
0.618	0.8999
1.000	0.8977
1.618	0.8942
2.618	0.8885
4.250	0.8792

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	0.9068	0.9065
PP	0.9065	0.9060
S1	0.9063	0.9055

Download as Excel Spreadsheet

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

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