CME Canadian Dollar Future December 2014

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

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	0.9022	0.8980	-0.0042	-0.5%	0.9103
High	0.9023	0.8998	-0.0025	-0.3%	0.9133
Low	0.8968	0.8936	-0.0032	-0.4%	0.8936
Close	0.8992	0.8947	-0.0045	-0.5%	0.8947
Range	0.0055	0.0062	0.0007	12.7%	0.0197
ATR	0.0064	0.0064	0.0000	-0.2%	0.0000
Volume	75,747	61,952	-13,795	-18.2%	335,525

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9146	0.9109	0.8981
R3	0.9084	0.9047	0.8964
R2	0.9022	0.9022	0.8958
R1	0.8985	0.8985	0.8953	0.8973
PP	0.8960	0.8960	0.8960	0.8954
S1	0.8923	0.8923	0.8941	0.8911
S2	0.8898	0.8898	0.8936
S3	0.8836	0.8861	0.8930
S4	0.8774	0.8799	0.8913

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9469	0.9055
R3	0.9399	0.9272	0.9001
R2	0.9202	0.9202	0.8983
R1	0.9075	0.9075	0.8965	0.9040
PP	0.9005	0.9005	0.9005	0.8988
S1	0.8878	0.8878	0.8929	0.8843
S2	0.8808	0.8808	0.8911
S3	0.8611	0.8681	0.8893
S4	0.8414	0.8484	0.8839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9133	0.8936	0.0197	2.2%	0.0070	0.8%	6%	False	True	67,105
10	0.9167	0.8936	0.0231	2.6%	0.0072	0.8%	5%	False	True	68,206
20	0.9226	0.8936	0.0290	3.2%	0.0069	0.8%	4%	False	True	43,966
40	0.9226	0.8936	0.0290	3.2%	0.0055	0.6%	4%	False	True	22,307
60	0.9377	0.8936	0.0441	4.9%	0.0050	0.6%	2%	False	True	14,978
80	0.9377	0.8936	0.0441	4.9%	0.0045	0.5%	2%	False	True	11,295
100	0.9377	0.8936	0.0441	4.9%	0.0041	0.5%	2%	False	True	9,055
120	0.9377	0.8936	0.0441	4.9%	0.0038	0.4%	2%	False	True	7,553

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	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9262
2.618	0.9160
1.618	0.9098
1.000	0.9060
0.618	0.9036
HIGH	0.8998
0.618	0.8974
0.500	0.8967
0.382	0.8960
LOW	0.8936
0.618	0.8898
1.000	0.8874
1.618	0.8836
2.618	0.8774
4.250	0.8673

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	0.8967	0.8983
PP	0.8960	0.8971
S1	0.8954	0.8959

Download as Excel Spreadsheet

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

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