CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	0.9322	0.9282	-0.0040	-0.4%	0.9373
High	0.9323	0.9312	-0.0011	-0.1%	0.9392
Low	0.9271	0.9250	-0.0021	-0.2%	0.9298
Close	0.9278	0.9293	0.0015	0.2%	0.9301
Range	0.0052	0.0062	0.0010	19.2%	0.0094
ATR	0.0044	0.0045	0.0001	3.0%	0.0000
Volume	54,245	69,383	15,138	27.9%	253,697

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9471	0.9444	0.9327
R3	0.9409	0.9382	0.9310
R2	0.9347	0.9347	0.9304
R1	0.9320	0.9320	0.9299	0.9334
PP	0.9285	0.9285	0.9285	0.9292
S1	0.9258	0.9258	0.9287	0.9272
S2	0.9223	0.9223	0.9282
S3	0.9161	0.9196	0.9276
S4	0.9099	0.9134	0.9259

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9612	0.9551	0.9353
R3	0.9518	0.9457	0.9327
R2	0.9424	0.9424	0.9318
R1	0.9363	0.9363	0.9310	0.9347
PP	0.9330	0.9330	0.9330	0.9322
S1	0.9269	0.9269	0.9292	0.9253
S2	0.9236	0.9236	0.9284
S3	0.9142	0.9175	0.9275
S4	0.9048	0.9081	0.9249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9392	0.9250	0.0142	1.5%	0.0054	0.6%	30%	False	True	56,956
10	0.9399	0.9250	0.0149	1.6%	0.0048	0.5%	29%	False	True	51,332
20	0.9399	0.9109	0.0290	3.1%	0.0047	0.5%	63%	False	False	50,721
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	65%	False	False	32,160
60	0.9399	0.9018	0.0381	4.1%	0.0040	0.4%	72%	False	False	21,604
80	0.9399	0.8865	0.0534	5.7%	0.0041	0.4%	80%	False	False	16,271
100	0.9399	0.8815	0.0584	6.3%	0.0041	0.4%	82%	False	False	13,046
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	82%	False	False	10,882

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9576
2.618	0.9474
1.618	0.9412
1.000	0.9374
0.618	0.9350
HIGH	0.9312
0.618	0.9288
0.500	0.9281
0.382	0.9274
LOW	0.9250
0.618	0.9212
1.000	0.9188
1.618	0.9150
2.618	0.9088
4.250	0.8987

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	0.9289	0.9291
PP	0.9285	0.9289
S1	0.9281	0.9287

Download as Excel Spreadsheet

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

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