CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	0.9103	0.9136	0.0033	0.4%	0.9193
High	0.9145	0.9140	-0.0005	-0.1%	0.9238
Low	0.9077	0.9041	-0.0036	-0.4%	0.9135
Close	0.9133	0.9044	-0.0089	-1.0%	0.9186
Range	0.0068	0.0099	0.0031	45.6%	0.0103
ATR	0.0053	0.0057	0.0003	6.1%	0.0000
Volume	80,316	83,785	3,469	4.3%	245,250

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9307	0.9098
R3	0.9273	0.9208	0.9071
R2	0.9174	0.9174	0.9062
R1	0.9109	0.9109	0.9053	0.9092
PP	0.9075	0.9075	0.9075	0.9067
S1	0.9010	0.9010	0.9035	0.8993
S2	0.8976	0.8976	0.9026
S3	0.8877	0.8911	0.9017
S4	0.8778	0.8812	0.8990

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	0.9205	0.9041	0.0164	1.8%	0.0068	0.8%	2%	False	True	72,739
10	0.9247	0.9041	0.0206	2.3%	0.0063	0.7%	1%	False	True	67,034
20	0.9247	0.9041	0.0206	2.3%	0.0055	0.6%	1%	False	True	56,952
40	0.9326	0.9041	0.0285	3.2%	0.0048	0.5%	1%	False	True	52,714
60	0.9399	0.9041	0.0358	4.0%	0.0048	0.5%	1%	False	True	52,050
80	0.9399	0.9041	0.0358	4.0%	0.0045	0.5%	1%	False	True	42,437
100	0.9399	0.9018	0.0381	4.2%	0.0043	0.5%	7%	False	False	34,048
120	0.9399	0.8865	0.0534	5.9%	0.0043	0.5%	34%	False	False	28,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9561
2.618	0.9399
1.618	0.9300
1.000	0.9239
0.618	0.9201
HIGH	0.9140
0.618	0.9102
0.500	0.9091
0.382	0.9079
LOW	0.9041
0.618	0.8980
1.000	0.8942
1.618	0.8881
2.618	0.8782
4.250	0.8620

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	0.9091	0.9093
PP	0.9075	0.9077
S1	0.9060	0.9060

Download as Excel Spreadsheet

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

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