CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	0.8947	0.8942	-0.0005	-0.1%	0.9103
High	0.8967	0.8964	-0.0003	0.0%	0.9133
Low	0.8929	0.8897	-0.0032	-0.4%	0.8936
Close	0.8953	0.8908	-0.0045	-0.5%	0.8947
Range	0.0038	0.0067	0.0029	76.3%	0.0197
ATR	0.0062	0.0062	0.0000	0.6%	0.0000
Volume	62,781	76,695	13,914	22.2%	335,525

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9124	0.9083	0.8945
R3	0.9057	0.9016	0.8926
R2	0.8990	0.8990	0.8920
R1	0.8949	0.8949	0.8914	0.8936
PP	0.8923	0.8923	0.8923	0.8917
S1	0.8882	0.8882	0.8902	0.8869
S2	0.8856	0.8856	0.8896
S3	0.8789	0.8815	0.8890
S4	0.8722	0.8748	0.8871

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	0.9030	0.8897	0.0133	1.5%	0.0056	0.6%	8%	False	True	70,054
10	0.9167	0.8897	0.0270	3.0%	0.0069	0.8%	4%	False	True	68,518
20	0.9218	0.8897	0.0321	3.6%	0.0069	0.8%	3%	False	True	50,753
40	0.9226	0.8897	0.0329	3.7%	0.0056	0.6%	3%	False	True	25,785
60	0.9370	0.8897	0.0473	5.3%	0.0050	0.6%	2%	False	True	17,292
80	0.9377	0.8897	0.0480	5.4%	0.0045	0.5%	2%	False	True	13,036
100	0.9377	0.8897	0.0480	5.4%	0.0041	0.5%	2%	False	True	10,449
120	0.9377	0.8897	0.0480	5.4%	0.0038	0.4%	2%	False	True	8,715

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9249
2.618	0.9139
1.618	0.9072
1.000	0.9031
0.618	0.9005
HIGH	0.8964
0.618	0.8938
0.500	0.8931
0.382	0.8923
LOW	0.8897
0.618	0.8856
1.000	0.8830
1.618	0.8789
2.618	0.8722
4.250	0.8612

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	0.8931	0.8948
PP	0.8923	0.8934
S1	0.8916	0.8921

Download as Excel Spreadsheet

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

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