CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9119	0.9100	-0.0019	-0.2%	0.9176
High	0.9134	0.9136	0.0002	0.0%	0.9189
Low	0.9097	0.9088	-0.0009	-0.1%	0.9096
Close	0.9101	0.9126	0.0025	0.3%	0.9131
Range	0.0037	0.0048	0.0011	29.7%	0.0093
ATR	0.0041	0.0042	0.0000	1.1%	0.0000
Volume	30,551	42,596	12,045	39.4%	203,298

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9241	0.9152
R3	0.9213	0.9193	0.9139
R2	0.9165	0.9165	0.9135
R1	0.9145	0.9145	0.9130	0.9155
PP	0.9117	0.9117	0.9117	0.9122
S1	0.9097	0.9097	0.9122	0.9107
S2	0.9069	0.9069	0.9117
S3	0.9021	0.9049	0.9113
S4	0.8973	0.9001	0.9100

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9418	0.9367	0.9182
R3	0.9325	0.9274	0.9157
R2	0.9232	0.9232	0.9148
R1	0.9181	0.9181	0.9140	0.9160
PP	0.9139	0.9139	0.9139	0.9128
S1	0.9088	0.9088	0.9122	0.9067
S2	0.9046	0.9046	0.9114
S3	0.8953	0.8995	0.9105
S4	0.8860	0.8902	0.9080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9146	0.9088	0.0058	0.6%	0.0041	0.5%	66%	False	True	42,229
10	0.9202	0.9088	0.0114	1.2%	0.0039	0.4%	33%	False	True	41,758
20	0.9207	0.9088	0.0119	1.3%	0.0043	0.5%	32%	False	True	47,990
40	0.9399	0.9088	0.0311	3.4%	0.0043	0.5%	12%	False	True	47,242
60	0.9399	0.9088	0.0311	3.4%	0.0041	0.5%	12%	False	True	43,686
80	0.9399	0.9073	0.0326	3.6%	0.0041	0.5%	16%	False	False	32,927
100	0.9399	0.9018	0.0381	4.2%	0.0040	0.4%	28%	False	False	26,387
120	0.9399	0.8815	0.0584	6.4%	0.0042	0.5%	53%	False	False	22,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9340
2.618	0.9262
1.618	0.9214
1.000	0.9184
0.618	0.9166
HIGH	0.9136
0.618	0.9118
0.500	0.9112
0.382	0.9106
LOW	0.9088
0.618	0.9058
1.000	0.9040
1.618	0.9010
2.618	0.8962
4.250	0.8884

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9121	0.9123
PP	0.9117	0.9120
S1	0.9112	0.9117

Download as Excel Spreadsheet

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

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