CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	0.9204	0.9193	-0.0011	-0.1%	0.9119
High	0.9247	0.9208	-0.0039	-0.4%	0.9247
Low	0.9192	0.9141	-0.0051	-0.6%	0.9088
Close	0.9195	0.9151	-0.0044	-0.5%	0.9195
Range	0.0055	0.0067	0.0012	21.8%	0.0159
ATR	0.0046	0.0048	0.0001	3.3%	0.0000
Volume	53,349	71,233	17,884	33.5%	281,414

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9368	0.9326	0.9188
R3	0.9301	0.9259	0.9169
R2	0.9234	0.9234	0.9163
R1	0.9192	0.9192	0.9157	0.9180
PP	0.9167	0.9167	0.9167	0.9160
S1	0.9125	0.9125	0.9145	0.9113
S2	0.9100	0.9100	0.9139
S3	0.9033	0.9058	0.9133
S4	0.8966	0.8991	0.9114

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%	0.0061	0.7%	40%	False	False	64,419
10	0.9247	0.9088	0.0159	1.7%	0.0052	0.6%	40%	False	False	52,906
20	0.9247	0.9088	0.0159	1.7%	0.0047	0.5%	40%	False	False	50,883
40	0.9392	0.9088	0.0304	3.3%	0.0045	0.5%	21%	False	False	49,677
60	0.9399	0.9088	0.0311	3.4%	0.0044	0.5%	20%	False	False	47,982
80	0.9399	0.9088	0.0311	3.4%	0.0042	0.5%	20%	False	False	36,378
100	0.9399	0.9018	0.0381	4.2%	0.0041	0.4%	35%	False	False	29,172
120	0.9399	0.8815	0.0584	6.4%	0.0043	0.5%	58%	False	False	24,359

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9493
2.618	0.9383
1.618	0.9316
1.000	0.9275
0.618	0.9249
HIGH	0.9208
0.618	0.9182
0.500	0.9175
0.382	0.9167
LOW	0.9141
0.618	0.9100
1.000	0.9074
1.618	0.9033
2.618	0.8966
4.250	0.8856

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	0.9175	0.9194
PP	0.9167	0.9180
S1	0.9159	0.9165

Download as Excel Spreadsheet

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

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