CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	0.9108	0.9103	-0.0005	-0.1%	0.9193
High	0.9118	0.9145	0.0027	0.3%	0.9238
Low	0.9062	0.9077	0.0015	0.2%	0.9135
Close	0.9087	0.9133	0.0046	0.5%	0.9186
Range	0.0056	0.0068	0.0012	21.4%	0.0103
ATR	0.0052	0.0053	0.0001	2.2%	0.0000
Volume	84,102	80,316	-3,786	-4.5%	245,250

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9322	0.9296	0.9170
R3	0.9254	0.9228	0.9152
R2	0.9186	0.9186	0.9145
R1	0.9160	0.9160	0.9139	0.9173
PP	0.9118	0.9118	0.9118	0.9125
S1	0.9092	0.9092	0.9127	0.9105
S2	0.9050	0.9050	0.9121
S3	0.8982	0.9024	0.9114
S4	0.8914	0.8956	0.9096

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9495	0.9444	0.9243
R3	0.9392	0.9341	0.9214
R2	0.9289	0.9289	0.9205
R1	0.9238	0.9238	0.9195	0.9212
PP	0.9186	0.9186	0.9186	0.9174
S1	0.9135	0.9135	0.9177	0.9109
S2	0.9083	0.9083	0.9167
S3	0.8980	0.9032	0.9158
S4	0.8877	0.8929	0.9129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9238	0.9062	0.0176	1.9%	0.0064	0.7%	40%	False	False	68,803
10	0.9247	0.9062	0.0185	2.0%	0.0064	0.7%	38%	False	False	68,472
20	0.9247	0.9062	0.0185	2.0%	0.0051	0.6%	38%	False	False	55,115
40	0.9326	0.9062	0.0264	2.9%	0.0047	0.5%	27%	False	False	52,354
60	0.9399	0.9062	0.0337	3.7%	0.0047	0.5%	21%	False	False	51,181
80	0.9399	0.9062	0.0337	3.7%	0.0044	0.5%	21%	False	False	41,393
100	0.9399	0.9018	0.0381	4.2%	0.0042	0.5%	30%	False	False	33,211
120	0.9399	0.8847	0.0552	6.0%	0.0043	0.5%	52%	False	False	27,723

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9434
2.618	0.9323
1.618	0.9255
1.000	0.9213
0.618	0.9187
HIGH	0.9145
0.618	0.9119
0.500	0.9111
0.382	0.9103
LOW	0.9077
0.618	0.9035
1.000	0.9009
1.618	0.8967
2.618	0.8899
4.250	0.8788

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	0.9126	0.9130
PP	0.9118	0.9127
S1	0.9111	0.9125

Download as Excel Spreadsheet

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

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