CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9294	0.9281	-0.0013	-0.1%	0.9303
High	0.9308	0.9326	0.0018	0.2%	0.9326
Low	0.9277	0.9275	-0.0002	0.0%	0.9250
Close	0.9292	0.9305	0.0013	0.1%	0.9305
Range	0.0031	0.0051	0.0020	64.5%	0.0076
ATR	0.0044	0.0044	0.0001	1.1%	0.0000
Volume	44,888	42,291	-2,597	-5.8%	254,838

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9455	0.9431	0.9333
R3	0.9404	0.9380	0.9319
R2	0.9353	0.9353	0.9314
R1	0.9329	0.9329	0.9310	0.9341
PP	0.9302	0.9302	0.9302	0.9308
S1	0.9278	0.9278	0.9300	0.9290
S2	0.9251	0.9251	0.9296
S3	0.9200	0.9227	0.9291
S4	0.9149	0.9176	0.9277

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9522	0.9489	0.9347
R3	0.9446	0.9413	0.9326
R2	0.9370	0.9370	0.9319
R1	0.9337	0.9337	0.9312	0.9354
PP	0.9294	0.9294	0.9294	0.9302
S1	0.9261	0.9261	0.9298	0.9278
S2	0.9218	0.9218	0.9291
S3	0.9142	0.9185	0.9284
S4	0.9066	0.9109	0.9263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9326	0.9250	0.0076	0.8%	0.0046	0.5%	72%	True	False	50,967
10	0.9392	0.9250	0.0142	1.5%	0.0047	0.5%	39%	False	False	50,853
20	0.9399	0.9218	0.0181	1.9%	0.0044	0.5%	48%	False	False	49,811
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	69%	False	False	34,330
60	0.9399	0.9025	0.0374	4.0%	0.0040	0.4%	75%	False	False	23,054
80	0.9399	0.8919	0.0480	5.2%	0.0041	0.4%	80%	False	False	17,358
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.5%	84%	False	False	13,917
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	84%	False	False	11,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9543
2.618	0.9460
1.618	0.9409
1.000	0.9377
0.618	0.9358
HIGH	0.9326
0.618	0.9307
0.500	0.9301
0.382	0.9294
LOW	0.9275
0.618	0.9243
1.000	0.9224
1.618	0.9192
2.618	0.9141
4.250	0.9058

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9304	0.9299
PP	0.9302	0.9294
S1	0.9301	0.9288

Download as Excel Spreadsheet

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

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