CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9099	0.9078	-0.0021	-0.2%	0.9157
High	0.9113	0.9114	0.0001	0.0%	0.9166
Low	0.9079	0.9070	-0.0009	-0.1%	0.9078
Close	0.9081	0.9107	0.0026	0.3%	0.9111
Range	0.0034	0.0044	0.0010	29.4%	0.0088
ATR	0.0038	0.0039	0.0000	1.1%	0.0000
Volume	684	927	243	35.5%	1,822

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9229	0.9212	0.9131
R3	0.9185	0.9168	0.9119
R2	0.9141	0.9141	0.9115
R1	0.9124	0.9124	0.9111	0.9133
PP	0.9097	0.9097	0.9097	0.9101
S1	0.9080	0.9080	0.9103	0.9089
S2	0.9053	0.9053	0.9099
S3	0.9009	0.9036	0.9095
S4	0.8965	0.8992	0.9083

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	0.9126	0.9070	0.0056	0.6%	0.0038	0.4%	66%	False	True	529
10	0.9180	0.9070	0.0110	1.2%	0.0035	0.4%	34%	False	True	412
20	0.9185	0.9070	0.0115	1.3%	0.0040	0.4%	32%	False	True	373
40	0.9377	0.9070	0.0307	3.4%	0.0038	0.4%	12%	False	True	328
60	0.9377	0.9070	0.0307	3.4%	0.0035	0.4%	12%	False	True	297
80	0.9377	0.9070	0.0307	3.4%	0.0033	0.4%	12%	False	True	246
100	0.9377	0.8999	0.0378	4.2%	0.0030	0.3%	29%	False	False	205
120	0.9377	0.8831	0.0546	6.0%	0.0032	0.4%	51%	False	False	181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.9229
1.618	0.9185
1.000	0.9158
0.618	0.9141
HIGH	0.9114
0.618	0.9097
0.500	0.9092
0.382	0.9087
LOW	0.9070
0.618	0.9043
1.000	0.9026
1.618	0.8999
2.618	0.8955
4.250	0.8883

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9102	0.9104
PP	0.9097	0.9101
S1	0.9092	0.9098

Download as Excel Spreadsheet

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

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