CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	0.8940	0.8945	0.0005	0.1%	0.8947
High	0.9016	0.8949	-0.0067	-0.7%	0.9016
Low	0.8930	0.8857	-0.0073	-0.8%	0.8857
Close	0.8946	0.8867	-0.0079	-0.9%	0.8867
Range	0.0086	0.0092	0.0006	7.0%	0.0159
ATR	0.0063	0.0065	0.0002	3.3%	0.0000
Volume	80,737	69,652	-11,085	-13.7%	361,090

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9167	0.9109	0.8918
R3	0.9075	0.9017	0.8892
R2	0.8983	0.8983	0.8884
R1	0.8925	0.8925	0.8875	0.8908
PP	0.8891	0.8891	0.8891	0.8883
S1	0.8833	0.8833	0.8859	0.8816
S2	0.8799	0.8799	0.8850
S3	0.8707	0.8741	0.8842
S4	0.8615	0.8649	0.8816

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9288	0.8954
R3	0.9231	0.9129	0.8911
R2	0.9072	0.9072	0.8896
R1	0.8970	0.8970	0.8882	0.8942
PP	0.8913	0.8913	0.8913	0.8899
S1	0.8811	0.8811	0.8852	0.8783
S2	0.8754	0.8754	0.8838
S3	0.8595	0.8652	0.8823
S4	0.8436	0.8493	0.8780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9016	0.8857	0.0159	1.8%	0.0067	0.8%	6%	False	True	72,218
10	0.9133	0.8857	0.0276	3.1%	0.0068	0.8%	4%	False	True	69,661
20	0.9167	0.8857	0.0310	3.5%	0.0071	0.8%	3%	False	True	61,126
40	0.9226	0.8857	0.0369	4.2%	0.0059	0.7%	3%	False	True	31,302
60	0.9370	0.8857	0.0513	5.8%	0.0053	0.6%	2%	False	True	20,978
80	0.9377	0.8857	0.0520	5.9%	0.0047	0.5%	2%	False	True	15,797
100	0.9377	0.8857	0.0520	5.9%	0.0043	0.5%	2%	False	True	12,662
120	0.9377	0.8857	0.0520	5.9%	0.0039	0.4%	2%	False	True	10,561

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	0.0018
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9340
2.618	0.9190
1.618	0.9098
1.000	0.9041
0.618	0.9006
HIGH	0.8949
0.618	0.8914
0.500	0.8903
0.382	0.8892
LOW	0.8857
0.618	0.8800
1.000	0.8765
1.618	0.8708
2.618	0.8616
4.250	0.8466

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	0.8903	0.8937
PP	0.8891	0.8913
S1	0.8879	0.8890

Download as Excel Spreadsheet

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

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