CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9205	0.9204	-0.0001	0.0%	0.9119
High	0.9224	0.9247	0.0023	0.2%	0.9247
Low	0.9196	0.9192	-0.0004	0.0%	0.9088
Close	0.9211	0.9195	-0.0016	-0.2%	0.9195
Range	0.0028	0.0055	0.0027	96.4%	0.0159
ATR	0.0045	0.0046	0.0001	1.5%	0.0000
Volume	56,750	53,349	-3,401	-6.0%	281,414

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9376	0.9341	0.9225
R3	0.9321	0.9286	0.9210
R2	0.9266	0.9266	0.9205
R1	0.9231	0.9231	0.9200	0.9221
PP	0.9211	0.9211	0.9211	0.9207
S1	0.9176	0.9176	0.9190	0.9166
S2	0.9156	0.9156	0.9185
S3	0.9101	0.9121	0.9180
S4	0.9046	0.9066	0.9165

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9654	0.9583	0.9282
R3	0.9495	0.9424	0.9239
R2	0.9336	0.9336	0.9224
R1	0.9265	0.9265	0.9210	0.9301
PP	0.9177	0.9177	0.9177	0.9194
S1	0.9106	0.9106	0.9180	0.9142
S2	0.9018	0.9018	0.9166
S3	0.8859	0.8947	0.9151
S4	0.8700	0.8788	0.9108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9247	0.9088	0.0159	1.7%	0.0055	0.6%	67%	True	False	56,282
10	0.9247	0.9088	0.0159	1.7%	0.0047	0.5%	67%	True	False	48,471
20	0.9247	0.9088	0.0159	1.7%	0.0045	0.5%	67%	True	False	48,839
40	0.9392	0.9088	0.0304	3.3%	0.0044	0.5%	35%	False	False	49,242
60	0.9399	0.9088	0.0311	3.4%	0.0043	0.5%	34%	False	False	46,852
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	34%	False	False	35,493
100	0.9399	0.9018	0.0381	4.1%	0.0041	0.4%	46%	False	False	28,463
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	65%	False	False	23,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9481
2.618	0.9391
1.618	0.9336
1.000	0.9302
0.618	0.9281
HIGH	0.9247
0.618	0.9226
0.500	0.9220
0.382	0.9213
LOW	0.9192
0.618	0.9158
1.000	0.9137
1.618	0.9103
2.618	0.9048
4.250	0.8958

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9220	0.9192
PP	0.9211	0.9188
S1	0.9203	0.9185

Download as Excel Spreadsheet

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

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