CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9310	0.9296	-0.0014	-0.2%	0.9303
High	0.9318	0.9301	-0.0017	-0.2%	0.9325
Low	0.9288	0.9229	-0.0059	-0.6%	0.9229
Close	0.9293	0.9235	-0.0058	-0.6%	0.9235
Range	0.0030	0.0072	0.0042	140.0%	0.0096
ATR	0.0040	0.0042	0.0002	5.7%	0.0000
Volume	34,368	64,320	29,952	87.2%	204,683

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9471	0.9425	0.9275
R3	0.9399	0.9353	0.9255
R2	0.9327	0.9327	0.9248
R1	0.9281	0.9281	0.9242	0.9268
PP	0.9255	0.9255	0.9255	0.9249
S1	0.9209	0.9209	0.9228	0.9196
S2	0.9183	0.9183	0.9222
S3	0.9111	0.9137	0.9215
S4	0.9039	0.9065	0.9195

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9489	0.9288
R3	0.9455	0.9393	0.9261
R2	0.9359	0.9359	0.9253
R1	0.9297	0.9297	0.9244	0.9280
PP	0.9263	0.9263	0.9263	0.9255
S1	0.9201	0.9201	0.9226	0.9184
S2	0.9167	0.9167	0.9217
S3	0.9071	0.9105	0.9209
S4	0.8975	0.9009	0.9182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9325	0.9229	0.0096	1.0%	0.0036	0.4%	6%	False	True	40,936
10	0.9326	0.9229	0.0097	1.1%	0.0041	0.4%	6%	False	True	45,952
20	0.9399	0.9229	0.0170	1.8%	0.0043	0.5%	4%	False	True	47,285
40	0.9399	0.9100	0.0299	3.2%	0.0041	0.4%	45%	False	False	39,376
60	0.9399	0.9046	0.0353	3.8%	0.0041	0.4%	54%	False	False	26,445
80	0.9399	0.9018	0.0381	4.1%	0.0039	0.4%	57%	False	False	19,888
100	0.9399	0.8815	0.0584	6.3%	0.0042	0.5%	72%	False	False	15,961
120	0.9399	0.8815	0.0584	6.3%	0.0040	0.4%	72%	False	False	13,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9607
2.618	0.9489
1.618	0.9417
1.000	0.9373
0.618	0.9345
HIGH	0.9301
0.618	0.9273
0.500	0.9265
0.382	0.9257
LOW	0.9229
0.618	0.9185
1.000	0.9157
1.618	0.9113
2.618	0.9041
4.250	0.8923

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9265	0.9277
PP	0.9255	0.9263
S1	0.9245	0.9249

Download as Excel Spreadsheet

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

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