CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9155	0.9163	0.0008	0.1%	0.9106
High	0.9179	0.9202	0.0023	0.3%	0.9202
Low	0.9149	0.9153	0.0004	0.0%	0.9101
Close	0.9162	0.9174	0.0012	0.1%	0.9174
Range	0.0030	0.0049	0.0019	63.3%	0.0101
ATR	0.0042	0.0043	0.0000	1.1%	0.0000
Volume	33,235	60,861	27,626	83.1%	226,742

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9298	0.9201
R3	0.9274	0.9249	0.9187
R2	0.9225	0.9225	0.9183
R1	0.9200	0.9200	0.9178	0.9213
PP	0.9176	0.9176	0.9176	0.9183
S1	0.9151	0.9151	0.9170	0.9164
S2	0.9127	0.9127	0.9165
S3	0.9078	0.9102	0.9161
S4	0.9029	0.9053	0.9147

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9419	0.9230
R3	0.9361	0.9318	0.9202
R2	0.9260	0.9260	0.9193
R1	0.9217	0.9217	0.9183	0.9239
PP	0.9159	0.9159	0.9159	0.9170
S1	0.9116	0.9116	0.9165	0.9138
S2	0.9058	0.9058	0.9155
S3	0.8957	0.9015	0.9146
S4	0.8856	0.8914	0.9118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9202	0.9101	0.0101	1.1%	0.0038	0.4%	72%	True	False	45,348
10	0.9202	0.9094	0.0108	1.2%	0.0043	0.5%	74%	True	False	49,208
20	0.9325	0.9094	0.0231	2.5%	0.0042	0.5%	35%	False	False	48,821
40	0.9399	0.9094	0.0305	3.3%	0.0043	0.5%	26%	False	False	49,316
60	0.9399	0.9094	0.0305	3.3%	0.0042	0.5%	26%	False	False	39,160
80	0.9399	0.9025	0.0374	4.1%	0.0041	0.4%	40%	False	False	29,496
100	0.9399	0.8919	0.0480	5.2%	0.0041	0.4%	53%	False	False	23,651
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	61%	False	False	19,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9410
2.618	0.9330
1.618	0.9281
1.000	0.9251
0.618	0.9232
HIGH	0.9202
0.618	0.9183
0.500	0.9178
0.382	0.9172
LOW	0.9153
0.618	0.9123
1.000	0.9104
1.618	0.9074
2.618	0.9025
4.250	0.8945

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9178	0.9172
PP	0.9176	0.9170
S1	0.9175	0.9168

Download as Excel Spreadsheet

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

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