CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	0.8945	0.8871	-0.0074	-0.8%	0.8947
High	0.8949	0.8984	0.0035	0.4%	0.9016
Low	0.8857	0.8860	0.0003	0.0%	0.8857
Close	0.8867	0.8955	0.0088	1.0%	0.8867
Range	0.0092	0.0124	0.0032	34.8%	0.0159
ATR	0.0065	0.0069	0.0004	6.4%	0.0000
Volume	69,652	68,468	-1,184	-1.7%	361,090

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9254	0.9023
R3	0.9181	0.9130	0.8989
R2	0.9057	0.9057	0.8978
R1	0.9006	0.9006	0.8966	0.9032
PP	0.8933	0.8933	0.8933	0.8946
S1	0.8882	0.8882	0.8944	0.8908
S2	0.8809	0.8809	0.8932
S3	0.8685	0.8758	0.8921
S4	0.8561	0.8634	0.8887

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%	0.0084	0.9%	62%	False	False	73,355
10	0.9083	0.8857	0.0226	2.5%	0.0071	0.8%	43%	False	False	71,227
20	0.9167	0.8857	0.0310	3.5%	0.0073	0.8%	32%	False	False	63,874
40	0.9226	0.8857	0.0369	4.1%	0.0060	0.7%	27%	False	False	33,008
60	0.9304	0.8857	0.0447	5.0%	0.0053	0.6%	22%	False	False	22,116
80	0.9377	0.8857	0.0520	5.8%	0.0049	0.5%	19%	False	False	16,652
100	0.9377	0.8857	0.0520	5.8%	0.0044	0.5%	19%	False	False	13,346
120	0.9377	0.8857	0.0520	5.8%	0.0040	0.4%	19%	False	False	11,132

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	0.0016
Widest range in 159 trading days

Fibonacci Retracements and Extensions
4.250	0.9511
2.618	0.9309
1.618	0.9185
1.000	0.9108
0.618	0.9061
HIGH	0.8984
0.618	0.8937
0.500	0.8922
0.382	0.8907
LOW	0.8860
0.618	0.8783
1.000	0.8736
1.618	0.8659
2.618	0.8535
4.250	0.8333

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	0.8944	0.8949
PP	0.8933	0.8943
S1	0.8922	0.8937

Download as Excel Spreadsheet

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

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