CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	0.8929	0.8928	-0.0001	0.0%	0.8886
High	0.8946	0.8930	-0.0016	-0.2%	0.8980
Low	0.8899	0.8813	-0.0086	-1.0%	0.8813
Close	0.8924	0.8860	-0.0064	-0.7%	0.8860
Range	0.0047	0.0117	0.0070	148.9%	0.0167
ATR	0.0066	0.0070	0.0004	5.5%	0.0000
Volume	50,541	100,070	49,529	98.0%	304,543

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9219	0.9156	0.8924
R3	0.9102	0.9039	0.8892
R2	0.8985	0.8985	0.8881
R1	0.8922	0.8922	0.8871	0.8895
PP	0.8868	0.8868	0.8868	0.8854
S1	0.8805	0.8805	0.8849	0.8778
S2	0.8751	0.8751	0.8839
S3	0.8634	0.8688	0.8828
S4	0.8517	0.8571	0.8796

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9290	0.8952
R3	0.9218	0.9123	0.8906
R2	0.9051	0.9051	0.8891
R1	0.8956	0.8956	0.8875	0.8920
PP	0.8884	0.8884	0.8884	0.8867
S1	0.8789	0.8789	0.8845	0.8753
S2	0.8717	0.8717	0.8829
S3	0.8550	0.8622	0.8814
S4	0.8383	0.8455	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8980	0.8813	0.0167	1.9%	0.0069	0.8%	28%	False	True	60,908
10	0.8980	0.8813	0.0167	1.9%	0.0064	0.7%	28%	False	True	56,287
20	0.9009	0.8769	0.0240	2.7%	0.0073	0.8%	38%	False	False	66,888
40	0.9167	0.8769	0.0398	4.5%	0.0072	0.8%	23%	False	False	64,007
60	0.9226	0.8769	0.0457	5.2%	0.0064	0.7%	20%	False	False	43,164
80	0.9370	0.8769	0.0601	6.8%	0.0058	0.7%	15%	False	False	32,456
100	0.9377	0.8769	0.0608	6.9%	0.0052	0.6%	15%	False	False	26,016
120	0.9377	0.8769	0.0608	6.9%	0.0048	0.5%	15%	False	False	21,700

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	0.0014
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9427
2.618	0.9236
1.618	0.9119
1.000	0.9047
0.618	0.9002
HIGH	0.8930
0.618	0.8885
0.500	0.8872
0.382	0.8858
LOW	0.8813
0.618	0.8741
1.000	0.8696
1.618	0.8624
2.618	0.8507
4.250	0.8316

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	0.8872	0.8897
PP	0.8868	0.8884
S1	0.8864	0.8872

Download as Excel Spreadsheet

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

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