CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	0.9249	0.9204	-0.0045	-0.5%	0.9303
High	0.9250	0.9207	-0.0043	-0.5%	0.9325
Low	0.9193	0.9148	-0.0045	-0.5%	0.9229
Close	0.9202	0.9163	-0.0039	-0.4%	0.9235
Range	0.0057	0.0059	0.0002	3.5%	0.0096
ATR	0.0042	0.0043	0.0001	2.9%	0.0000
Volume	51,749	65,291	13,542	26.2%	204,683

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9350	0.9315	0.9195
R3	0.9291	0.9256	0.9179
R2	0.9232	0.9232	0.9174
R1	0.9197	0.9197	0.9168	0.9185
PP	0.9173	0.9173	0.9173	0.9167
S1	0.9138	0.9138	0.9158	0.9126
S2	0.9114	0.9114	0.9152
S3	0.9055	0.9079	0.9147
S4	0.8996	0.9020	0.9131

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	0.9318	0.9148	0.0170	1.9%	0.0047	0.5%	9%	False	True	50,473
10	0.9326	0.9148	0.0178	1.9%	0.0040	0.4%	8%	False	True	44,554
20	0.9399	0.9148	0.0251	2.7%	0.0044	0.5%	6%	False	True	47,943
40	0.9399	0.9100	0.0299	3.3%	0.0041	0.5%	21%	False	False	43,114
60	0.9399	0.9100	0.0299	3.3%	0.0041	0.4%	21%	False	False	28,975
80	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	38%	False	False	21,801
100	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	60%	False	False	17,496
120	0.9399	0.8815	0.0584	6.4%	0.0040	0.4%	60%	False	False	14,589

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9458
2.618	0.9361
1.618	0.9302
1.000	0.9266
0.618	0.9243
HIGH	0.9207
0.618	0.9184
0.500	0.9178
0.382	0.9171
LOW	0.9148
0.618	0.9112
1.000	0.9089
1.618	0.9053
2.618	0.8994
4.250	0.8897

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	0.9178	0.9200
PP	0.9173	0.9187
S1	0.9168	0.9175

Download as Excel Spreadsheet

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

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