CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	0.8883	0.8889	0.0006	0.1%	0.8847
High	0.8911	0.8921	0.0010	0.1%	0.8929
Low	0.8866	0.8882	0.0016	0.2%	0.8832
Close	0.8888	0.8893	0.0005	0.1%	0.8893
Range	0.0045	0.0039	-0.0006	-13.3%	0.0097
ATR	0.0071	0.0069	-0.0002	-3.2%	0.0000
Volume	43,698	40,436	-3,262	-7.5%	258,334

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9016	0.8993	0.8914
R3	0.8977	0.8954	0.8904
R2	0.8938	0.8938	0.8900
R1	0.8915	0.8915	0.8897	0.8927
PP	0.8899	0.8899	0.8899	0.8904
S1	0.8876	0.8876	0.8889	0.8888
S2	0.8860	0.8860	0.8886
S3	0.8821	0.8837	0.8882
S4	0.8782	0.8798	0.8872

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9131	0.8946
R3	0.9079	0.9034	0.8920
R2	0.8982	0.8982	0.8911
R1	0.8937	0.8937	0.8902	0.8960
PP	0.8885	0.8885	0.8885	0.8896
S1	0.8840	0.8840	0.8884	0.8863
S2	0.8788	0.8788	0.8875
S3	0.8691	0.8743	0.8866
S4	0.8594	0.8646	0.8840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8929	0.8832	0.0097	1.1%	0.0058	0.6%	63%	False	False	51,666
10	0.8929	0.8769	0.0160	1.8%	0.0070	0.8%	78%	False	False	65,097
20	0.9016	0.8769	0.0247	2.8%	0.0073	0.8%	50%	False	False	69,716
40	0.9226	0.8769	0.0457	5.1%	0.0071	0.8%	27%	False	False	56,841
60	0.9226	0.8769	0.0457	5.1%	0.0061	0.7%	27%	False	False	38,110
80	0.9377	0.8769	0.0608	6.8%	0.0055	0.6%	20%	False	False	28,662
100	0.9377	0.8769	0.0608	6.8%	0.0050	0.6%	20%	False	False	22,979
120	0.9377	0.8769	0.0608	6.8%	0.0046	0.5%	20%	False	False	19,165

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9087
2.618	0.9023
1.618	0.8984
1.000	0.8960
0.618	0.8945
HIGH	0.8921
0.618	0.8906
0.500	0.8902
0.382	0.8897
LOW	0.8882
0.618	0.8858
1.000	0.8843
1.618	0.8819
2.618	0.8780
4.250	0.8716

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	0.8902	0.8889
PP	0.8899	0.8885
S1	0.8896	0.8881

Download as Excel Spreadsheet

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

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