CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	0.8865	0.8847	-0.0018	-0.2%	0.8910
High	0.8906	0.8874	-0.0032	-0.4%	0.8928
Low	0.8847	0.8841	-0.0006	-0.1%	0.8769
Close	0.8859	0.8849	-0.0010	-0.1%	0.8859
Range	0.0059	0.0033	-0.0026	-44.1%	0.0159
ATR	0.0074	0.0071	-0.0003	-4.0%	0.0000
Volume	55,623	33,932	-21,691	-39.0%	392,639

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8954	0.8934	0.8867
R3	0.8921	0.8901	0.8858
R2	0.8888	0.8888	0.8855
R1	0.8868	0.8868	0.8852	0.8878
PP	0.8855	0.8855	0.8855	0.8860
S1	0.8835	0.8835	0.8846	0.8845
S2	0.8822	0.8822	0.8843
S3	0.8789	0.8802	0.8840
S4	0.8756	0.8769	0.8831

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9253	0.8946
R3	0.9170	0.9094	0.8903
R2	0.9011	0.9011	0.8888
R1	0.8935	0.8935	0.8874	0.8894
PP	0.8852	0.8852	0.8852	0.8831
S1	0.8776	0.8776	0.8844	0.8735
S2	0.8693	0.8693	0.8830
S3	0.8534	0.8617	0.8815
S4	0.8375	0.8458	0.8772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8922	0.8769	0.0153	1.7%	0.0084	0.9%	52%	False	False	77,822
10	0.9009	0.8769	0.0240	2.7%	0.0074	0.8%	33%	False	False	74,036
20	0.9083	0.8769	0.0314	3.5%	0.0072	0.8%	25%	False	False	72,631
40	0.9226	0.8769	0.0457	5.2%	0.0070	0.8%	18%	False	False	51,436
60	0.9250	0.8769	0.0481	5.4%	0.0060	0.7%	17%	False	False	34,401
80	0.9377	0.8769	0.0608	6.9%	0.0054	0.6%	13%	False	False	25,869
100	0.9377	0.8769	0.0608	6.9%	0.0049	0.5%	13%	False	False	20,740
120	0.9377	0.8769	0.0608	6.9%	0.0045	0.5%	13%	False	False	17,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9014
2.618	0.8960
1.618	0.8927
1.000	0.8907
0.618	0.8894
HIGH	0.8874
0.618	0.8861
0.500	0.8858
0.382	0.8854
LOW	0.8841
0.618	0.8821
1.000	0.8808
1.618	0.8788
2.618	0.8755
4.250	0.8701

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	0.8858	0.8848
PP	0.8855	0.8847
S1	0.8852	0.8847

Download as Excel Spreadsheet

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

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