CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	0.8985	0.8927	-0.0058	-0.6%	0.8871
High	0.9009	0.8947	-0.0062	-0.7%	0.9009
Low	0.8922	0.8891	-0.0031	-0.3%	0.8860
Close	0.8940	0.8904	-0.0036	-0.4%	0.8904
Range	0.0087	0.0056	-0.0031	-35.6%	0.0149
ATR	0.0071	0.0070	-0.0001	-1.5%	0.0000
Volume	75,226	85,730	10,504	14.0%	382,258

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9082	0.9049	0.8935
R3	0.9026	0.8993	0.8919
R2	0.8970	0.8970	0.8914
R1	0.8937	0.8937	0.8909	0.8926
PP	0.8914	0.8914	0.8914	0.8908
S1	0.8881	0.8881	0.8899	0.8870
S2	0.8858	0.8858	0.8894
S3	0.8802	0.8825	0.8889
S4	0.8746	0.8769	0.8873

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9371	0.9287	0.8986
R3	0.9222	0.9138	0.8945
R2	0.9073	0.9073	0.8931
R1	0.8989	0.8989	0.8918	0.9031
PP	0.8924	0.8924	0.8924	0.8946
S1	0.8840	0.8840	0.8890	0.8882
S2	0.8775	0.8775	0.8877
S3	0.8626	0.8691	0.8863
S4	0.8477	0.8542	0.8822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9009	0.8860	0.0149	1.7%	0.0083	0.9%	30%	False	False	76,451
10	0.9016	0.8857	0.0159	1.8%	0.0075	0.8%	30%	False	False	74,334
20	0.9167	0.8857	0.0310	3.5%	0.0074	0.8%	15%	False	False	71,270
40	0.9226	0.8857	0.0369	4.1%	0.0064	0.7%	13%	False	False	40,823
60	0.9304	0.8857	0.0447	5.0%	0.0055	0.6%	11%	False	False	27,326
80	0.9377	0.8857	0.0520	5.8%	0.0051	0.6%	9%	False	False	20,561
100	0.9377	0.8857	0.0520	5.8%	0.0046	0.5%	9%	False	False	16,481
120	0.9377	0.8857	0.0520	5.8%	0.0042	0.5%	9%	False	False	13,745

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9185
2.618	0.9094
1.618	0.9038
1.000	0.9003
0.618	0.8982
HIGH	0.8947
0.618	0.8926
0.500	0.8919
0.382	0.8912
LOW	0.8891
0.618	0.8856
1.000	0.8835
1.618	0.8800
2.618	0.8744
4.250	0.8653

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	0.8919	0.8950
PP	0.8914	0.8935
S1	0.8909	0.8919

Download as Excel Spreadsheet

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

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