CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	0.9301	0.9302	0.0001	0.0%	0.9303
High	0.9307	0.9325	0.0018	0.2%	0.9326
Low	0.9282	0.9293	0.0011	0.1%	0.9250
Close	0.9304	0.9306	0.0002	0.0%	0.9305
Range	0.0025	0.0032	0.0007	28.0%	0.0076
ATR	0.0042	0.0041	-0.0001	-1.6%	0.0000
Volume	35,507	41,070	5,563	15.7%	254,838

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9404	0.9387	0.9324
R3	0.9372	0.9355	0.9315
R2	0.9340	0.9340	0.9312
R1	0.9323	0.9323	0.9309	0.9332
PP	0.9308	0.9308	0.9308	0.9312
S1	0.9291	0.9291	0.9303	0.9300
S2	0.9276	0.9276	0.9300
S3	0.9244	0.9259	0.9297
S4	0.9212	0.9227	0.9288

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	0.9275	0.0051	0.5%	0.0032	0.3%	61%	False	False	38,634
10	0.9392	0.9250	0.0142	1.5%	0.0043	0.5%	39%	False	False	47,795
20	0.9399	0.9250	0.0149	1.6%	0.0041	0.4%	38%	False	False	46,770
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	69%	False	False	36,949
60	0.9399	0.9043	0.0356	3.8%	0.0041	0.4%	74%	False	False	24,811
80	0.9399	0.8999	0.0400	4.3%	0.0039	0.4%	77%	False	False	18,664
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.4%	84%	False	False	14,975
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	84%	False	False	12,489

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9461
2.618	0.9409
1.618	0.9377
1.000	0.9357
0.618	0.9345
HIGH	0.9325
0.618	0.9313
0.500	0.9309
0.382	0.9305
LOW	0.9293
0.618	0.9273
1.000	0.9261
1.618	0.9241
2.618	0.9209
4.250	0.9157

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	0.9309	0.9305
PP	0.9308	0.9304
S1	0.9307	0.9304

Download as Excel Spreadsheet

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

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