CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Oct-2014

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	0.8919	0.8840	-0.0079	-0.9%	0.8871
High	0.8922	0.8893	-0.0029	-0.3%	0.9009
Low	0.8825	0.8769	-0.0056	-0.6%	0.8860
Close	0.8842	0.8847	0.0005	0.1%	0.8904
Range	0.0097	0.0124	0.0027	27.8%	0.0149
ATR	0.0069	0.0073	0.0004	5.6%	0.0000
Volume	64,725	146,550	81,825	126.4%	382,258

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9208	0.9152	0.8915
R3	0.9084	0.9028	0.8881
R2	0.8960	0.8960	0.8870
R1	0.8904	0.8904	0.8858	0.8932
PP	0.8836	0.8836	0.8836	0.8851
S1	0.8780	0.8780	0.8836	0.8808
S2	0.8712	0.8712	0.8824
S3	0.8588	0.8656	0.8813
S4	0.8464	0.8532	0.8779

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	0.8769	0.0240	2.7%	0.0079	0.9%	33%	False	True	81,938
10	0.9016	0.8769	0.0247	2.8%	0.0084	1.0%	32%	False	True	78,138
20	0.9167	0.8769	0.0398	4.5%	0.0075	0.9%	20%	False	True	72,676
40	0.9226	0.8769	0.0457	5.2%	0.0068	0.8%	17%	False	True	47,016
60	0.9300	0.8769	0.0531	6.0%	0.0058	0.7%	15%	False	True	31,444
80	0.9377	0.8769	0.0608	6.9%	0.0052	0.6%	13%	False	True	23,653
100	0.9377	0.8769	0.0608	6.9%	0.0048	0.5%	13%	False	True	18,966
120	0.9377	0.8769	0.0608	6.9%	0.0043	0.5%	13%	False	True	15,816

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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9420
2.618	0.9218
1.618	0.9094
1.000	0.9017
0.618	0.8970
HIGH	0.8893
0.618	0.8846
0.500	0.8831
0.382	0.8816
LOW	0.8769
0.618	0.8692
1.000	0.8645
1.618	0.8568
2.618	0.8444
4.250	0.8242

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	0.8842	0.8849
PP	0.8836	0.8848
S1	0.8831	0.8848

Download as Excel Spreadsheet

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

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