CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	0.8914	0.8940	0.0026	0.3%	0.9103
High	0.8944	0.9016	0.0072	0.8%	0.9133
Low	0.8893	0.8930	0.0037	0.4%	0.8936
Close	0.8932	0.8946	0.0014	0.2%	0.8947
Range	0.0051	0.0086	0.0035	68.6%	0.0197
ATR	0.0061	0.0063	0.0002	2.9%	0.0000
Volume	71,225	80,737	9,512	13.4%	335,525

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9170	0.8993
R3	0.9136	0.9084	0.8970
R2	0.9050	0.9050	0.8962
R1	0.8998	0.8998	0.8954	0.9024
PP	0.8964	0.8964	0.8964	0.8977
S1	0.8912	0.8912	0.8938	0.8938
S2	0.8878	0.8878	0.8930
S3	0.8792	0.8826	0.8922
S4	0.8706	0.8740	0.8899

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	0.9016	0.8893	0.0123	1.4%	0.0061	0.7%	43%	True	False	70,678
10	0.9167	0.8893	0.0274	3.1%	0.0067	0.7%	19%	False	False	69,869
20	0.9203	0.8893	0.0310	3.5%	0.0069	0.8%	17%	False	False	57,802
40	0.9226	0.8893	0.0333	3.7%	0.0057	0.6%	16%	False	False	29,571
60	0.9370	0.8893	0.0477	5.3%	0.0051	0.6%	11%	False	False	19,819
80	0.9377	0.8893	0.0484	5.4%	0.0047	0.5%	11%	False	False	14,930
100	0.9377	0.8893	0.0484	5.4%	0.0042	0.5%	11%	False	False	11,967
120	0.9377	0.8893	0.0484	5.4%	0.0038	0.4%	11%	False	False	9,981

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9382
2.618	0.9241
1.618	0.9155
1.000	0.9102
0.618	0.9069
HIGH	0.9016
0.618	0.8983
0.500	0.8973
0.382	0.8963
LOW	0.8930
0.618	0.8877
1.000	0.8844
1.618	0.8791
2.618	0.8705
4.250	0.8565

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	0.8973	0.8955
PP	0.8964	0.8952
S1	0.8955	0.8949

Download as Excel Spreadsheet

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

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