CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	0.9188	0.9202	0.0014	0.2%	0.9170
High	0.9208	0.9262	0.0054	0.6%	0.9262
Low	0.9188	0.9198	0.0010	0.1%	0.9110
Close	0.9198	0.9260	0.0062	0.7%	0.9260
Range	0.0020	0.0064	0.0044	220.0%	0.0152
ATR	0.0033	0.0035	0.0002	6.9%	0.0000
Volume	635	217	-418	-65.8%	1,627

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9432	0.9410	0.9295
R3	0.9368	0.9346	0.9278
R2	0.9304	0.9304	0.9272
R1	0.9282	0.9282	0.9266	0.9293
PP	0.9240	0.9240	0.9240	0.9246
S1	0.9218	0.9218	0.9254	0.9229
S2	0.9176	0.9176	0.9248
S3	0.9112	0.9154	0.9242
S4	0.9048	0.9090	0.9225

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9667	0.9615	0.9344
R3	0.9515	0.9463	0.9302
R2	0.9363	0.9363	0.9288
R1	0.9311	0.9311	0.9274	0.9337
PP	0.9211	0.9211	0.9211	0.9224
S1	0.9159	0.9159	0.9246	0.9185
S2	0.9059	0.9059	0.9232
S3	0.8907	0.9007	0.9218
S4	0.8755	0.8855	0.9176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9262	0.9110	0.0152	1.6%	0.0040	0.4%	99%	True	False	325
10	0.9262	0.9107	0.0155	1.7%	0.0031	0.3%	99%	True	False	270
20	0.9262	0.9085	0.0177	1.9%	0.0029	0.3%	99%	True	False	198
40	0.9262	0.9006	0.0256	2.8%	0.0025	0.3%	99%	True	False	132
60	0.9262	0.8964	0.0298	3.2%	0.0026	0.3%	99%	True	False	102
80	0.9262	0.8831	0.0431	4.7%	0.0029	0.3%	100%	True	False	92
100	0.9262	0.8831	0.0431	4.7%	0.0032	0.3%	100%	True	False	83

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9534
2.618	0.9430
1.618	0.9366
1.000	0.9326
0.618	0.9302
HIGH	0.9262
0.618	0.9238
0.500	0.9230
0.382	0.9222
LOW	0.9198
0.618	0.9158
1.000	0.9134
1.618	0.9094
2.618	0.9030
4.250	0.8926

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	0.9250	0.9235
PP	0.9240	0.9211
S1	0.9230	0.9186

Download as Excel Spreadsheet

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

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