CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	0.9087	0.9085	-0.0002	0.0%	0.9175
High	0.9098	0.9125	0.0027	0.3%	0.9218
Low	0.9043	0.9058	0.0015	0.2%	0.9116
Close	0.9068	0.9114	0.0046	0.5%	0.9166
Range	0.0055	0.0067	0.0012	21.8%	0.0102
ATR	0.0051	0.0052	0.0001	2.3%	0.0000
Volume	19,940	28,715	8,775	44.0%	16,743

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9300	0.9274	0.9151
R3	0.9233	0.9207	0.9132
R2	0.9166	0.9166	0.9126
R1	0.9140	0.9140	0.9120	0.9153
PP	0.9099	0.9099	0.9099	0.9106
S1	0.9073	0.9073	0.9108	0.9086
S2	0.9032	0.9032	0.9102
S3	0.8965	0.9006	0.9096
S4	0.8898	0.8939	0.9077

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9473	0.9421	0.9222
R3	0.9371	0.9319	0.9194
R2	0.9269	0.9269	0.9185
R1	0.9217	0.9217	0.9175	0.9192
PP	0.9167	0.9167	0.9167	0.9154
S1	0.9115	0.9115	0.9157	0.9090
S2	0.9065	0.9065	0.9147
S3	0.8963	0.9013	0.9138
S4	0.8861	0.8911	0.9110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9218	0.9043	0.0175	1.9%	0.0066	0.7%	41%	False	False	14,315
10	0.9226	0.9043	0.0183	2.0%	0.0064	0.7%	39%	False	False	8,666
20	0.9226	0.9043	0.0183	2.0%	0.0049	0.5%	39%	False	False	4,539
40	0.9304	0.9043	0.0261	2.9%	0.0045	0.5%	27%	False	False	2,437
60	0.9377	0.9043	0.0334	3.7%	0.0042	0.5%	21%	False	False	1,715
80	0.9377	0.9043	0.0334	3.7%	0.0037	0.4%	21%	False	False	1,322
100	0.9377	0.8999	0.0378	4.1%	0.0034	0.4%	30%	False	False	1,068
120	0.9377	0.8836	0.0541	5.9%	0.0034	0.4%	51%	False	False	897

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9410
2.618	0.9300
1.618	0.9233
1.000	0.9192
0.618	0.9166
HIGH	0.9125
0.618	0.9099
0.500	0.9092
0.382	0.9084
LOW	0.9058
0.618	0.9017
1.000	0.8991
1.618	0.8950
2.618	0.8883
4.250	0.8773

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	0.9107	0.9111
PP	0.9099	0.9108
S1	0.9092	0.9105

Download as Excel Spreadsheet

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

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