CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	0.9288	0.9256	-0.0032	-0.3%	0.9366
High	0.9290	0.9290	0.0000	0.0%	0.9370
Low	0.9252	0.9235	-0.0017	-0.2%	0.9279
Close	0.9257	0.9272	0.0015	0.2%	0.9280
Range	0.0038	0.0055	0.0017	44.7%	0.0091
ATR	0.0038	0.0039	0.0001	3.2%	0.0000
Volume	88	138	50	56.8%	977

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9431	0.9406	0.9302
R3	0.9376	0.9351	0.9287
R2	0.9321	0.9321	0.9282
R1	0.9296	0.9296	0.9277	0.9309
PP	0.9266	0.9266	0.9266	0.9272
S1	0.9241	0.9241	0.9267	0.9254
S2	0.9211	0.9211	0.9262
S3	0.9156	0.9186	0.9257
S4	0.9101	0.9131	0.9242

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9583	0.9522	0.9330
R3	0.9492	0.9431	0.9305
R2	0.9401	0.9401	0.9297
R1	0.9340	0.9340	0.9288	0.9325
PP	0.9310	0.9310	0.9310	0.9302
S1	0.9249	0.9249	0.9272	0.9234
S2	0.9219	0.9219	0.9263
S3	0.9128	0.9158	0.9255
S4	0.9037	0.9067	0.9230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9370	0.9235	0.0135	1.5%	0.0047	0.5%	27%	False	True	221
10	0.9377	0.9235	0.0142	1.5%	0.0041	0.4%	26%	False	True	209
20	0.9377	0.9110	0.0267	2.9%	0.0039	0.4%	61%	False	False	249
40	0.9377	0.9085	0.0292	3.1%	0.0031	0.3%	64%	False	False	204
60	0.9377	0.8999	0.0378	4.1%	0.0028	0.3%	72%	False	False	157
80	0.9377	0.8857	0.0520	5.6%	0.0028	0.3%	80%	False	False	128
100	0.9377	0.8831	0.0546	5.9%	0.0030	0.3%	81%	False	False	115

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9524
2.618	0.9434
1.618	0.9379
1.000	0.9345
0.618	0.9324
HIGH	0.9290
0.618	0.9269
0.500	0.9263
0.382	0.9256
LOW	0.9235
0.618	0.9201
1.000	0.9180
1.618	0.9146
2.618	0.9091
4.250	0.9001

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	0.9269	0.9271
PP	0.9266	0.9270
S1	0.9263	0.9269

Download as Excel Spreadsheet

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

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