CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	0.8886	0.8877	-0.0009	-0.1%	0.8847
High	0.8906	0.8946	0.0040	0.4%	0.8929
Low	0.8873	0.8875	0.0002	0.0%	0.8832
Close	0.8888	0.8927	0.0039	0.4%	0.8893
Range	0.0033	0.0071	0.0038	115.2%	0.0097
ATR	0.0067	0.0067	0.0000	0.5%	0.0000
Volume	34,184	55,756	21,572	63.1%	258,334

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9129	0.9099	0.8966
R3	0.9058	0.9028	0.8947
R2	0.8987	0.8987	0.8940
R1	0.8957	0.8957	0.8934	0.8972
PP	0.8916	0.8916	0.8916	0.8924
S1	0.8886	0.8886	0.8920	0.8901
S2	0.8845	0.8845	0.8914
S3	0.8774	0.8815	0.8907
S4	0.8703	0.8744	0.8888

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	0.8946	0.8832	0.0114	1.3%	0.0057	0.6%	83%	True	False	52,378
10	0.8946	0.8769	0.0177	2.0%	0.0068	0.8%	89%	True	False	63,872
20	0.9016	0.8769	0.0247	2.8%	0.0073	0.8%	64%	False	False	67,239
40	0.9218	0.8769	0.0449	5.0%	0.0071	0.8%	35%	False	False	58,996
60	0.9226	0.8769	0.0457	5.1%	0.0062	0.7%	35%	False	False	39,603
80	0.9370	0.8769	0.0601	6.7%	0.0056	0.6%	26%	False	False	29,779
100	0.9377	0.8769	0.0608	6.8%	0.0051	0.6%	26%	False	False	23,876
120	0.9377	0.8769	0.0608	6.8%	0.0046	0.5%	26%	False	False	19,914

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

Fibonacci Retracements and Extensions
4.250	0.9248
2.618	0.9132
1.618	0.9061
1.000	0.9017
0.618	0.8990
HIGH	0.8946
0.618	0.8919
0.500	0.8911
0.382	0.8902
LOW	0.8875
0.618	0.8831
1.000	0.8804
1.618	0.8760
2.618	0.8689
4.250	0.8573

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	0.8922	0.8921
PP	0.8916	0.8915
S1	0.8911	0.8910

Download as Excel Spreadsheet

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

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