CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9089	0.9109	0.0020	0.2%	0.9157
High	0.9113	0.9126	0.0013	0.1%	0.9166
Low	0.9078	0.9082	0.0004	0.0%	0.9078
Close	0.9110	0.9111	0.0001	0.0%	0.9111
Range	0.0035	0.0044	0.0009	25.7%	0.0088
ATR	0.0038	0.0038	0.0000	1.1%	0.0000
Volume	413	377	-36	-8.7%	1,822

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9238	0.9219	0.9135
R3	0.9194	0.9175	0.9123
R2	0.9150	0.9150	0.9119
R1	0.9131	0.9131	0.9115	0.9141
PP	0.9106	0.9106	0.9106	0.9111
S1	0.9087	0.9087	0.9107	0.9097
S2	0.9062	0.9062	0.9103
S3	0.9018	0.9043	0.9099
S4	0.8974	0.8999	0.9087

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9382	0.9335	0.9159
R3	0.9294	0.9247	0.9135
R2	0.9206	0.9206	0.9127
R1	0.9159	0.9159	0.9119	0.9139
PP	0.9118	0.9118	0.9118	0.9108
S1	0.9071	0.9071	0.9103	0.9051
S2	0.9030	0.9030	0.9095
S3	0.8942	0.8983	0.9087
S4	0.8854	0.8895	0.9063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9166	0.9078	0.0088	1.0%	0.0035	0.4%	38%	False	False	364
10	0.9180	0.9078	0.0102	1.1%	0.0035	0.4%	32%	False	False	321
20	0.9250	0.9075	0.0175	1.9%	0.0040	0.4%	21%	False	False	332
40	0.9377	0.9075	0.0302	3.3%	0.0038	0.4%	12%	False	False	301
60	0.9377	0.9075	0.0302	3.3%	0.0035	0.4%	12%	False	False	275
80	0.9377	0.9051	0.0326	3.6%	0.0032	0.4%	18%	False	False	227
100	0.9377	0.8999	0.0378	4.1%	0.0030	0.3%	30%	False	False	191
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	51%	False	False	168

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	True
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	0.9313
2.618	0.9241
1.618	0.9197
1.000	0.9170
0.618	0.9153
HIGH	0.9126
0.618	0.9109
0.500	0.9104
0.382	0.9099
LOW	0.9082
0.618	0.9055
1.000	0.9038
1.618	0.9011
2.618	0.8967
4.250	0.8895

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9109	0.9108
PP	0.9106	0.9105
S1	0.9104	0.9102

Download as Excel Spreadsheet

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

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