CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	0.9115	0.9089	-0.0026	-0.3%	0.9085
High	0.9122	0.9113	-0.0009	-0.1%	0.9180
Low	0.9088	0.9078	-0.0010	-0.1%	0.9083
Close	0.9093	0.9110	0.0017	0.2%	0.9154
Range	0.0034	0.0035	0.0001	2.9%	0.0097
ATR	0.0038	0.0038	0.0000	-0.6%	0.0000
Volume	246	413	167	67.9%	1,397

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9205	0.9193	0.9129
R3	0.9170	0.9158	0.9120
R2	0.9135	0.9135	0.9116
R1	0.9123	0.9123	0.9113	0.9129
PP	0.9100	0.9100	0.9100	0.9104
S1	0.9088	0.9088	0.9107	0.9094
S2	0.9065	0.9065	0.9104
S3	0.9030	0.9053	0.9100
S4	0.8995	0.9018	0.9091

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9430	0.9389	0.9207
R3	0.9333	0.9292	0.9181
R2	0.9236	0.9236	0.9172
R1	0.9195	0.9195	0.9163	0.9216
PP	0.9139	0.9139	0.9139	0.9149
S1	0.9098	0.9098	0.9145	0.9119
S2	0.9042	0.9042	0.9136
S3	0.8945	0.9001	0.9127
S4	0.8848	0.8904	0.9101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9180	0.9078	0.0102	1.1%	0.0036	0.4%	31%	False	True	335
10	0.9180	0.9076	0.0104	1.1%	0.0038	0.4%	33%	False	False	308
20	0.9283	0.9075	0.0208	2.3%	0.0041	0.5%	17%	False	False	316
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	12%	False	False	295
60	0.9377	0.9075	0.0302	3.3%	0.0035	0.4%	12%	False	False	271
80	0.9377	0.9051	0.0326	3.6%	0.0032	0.3%	18%	False	False	223
100	0.9377	0.8998	0.0379	4.2%	0.0030	0.3%	30%	False	False	188
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	51%	False	False	166

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9262
2.618	0.9205
1.618	0.9170
1.000	0.9148
0.618	0.9135
HIGH	0.9113
0.618	0.9100
0.500	0.9096
0.382	0.9091
LOW	0.9078
0.618	0.9056
1.000	0.9043
1.618	0.9021
2.618	0.8986
4.250	0.8929

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	0.9105	0.9117
PP	0.9100	0.9114
S1	0.9096	0.9112

Download as Excel Spreadsheet

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

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