CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	0.8798	0.8762	-0.0036	-0.4%	0.8886
High	0.8809	0.8785	-0.0024	-0.3%	0.8980
Low	0.8741	0.8712	-0.0029	-0.3%	0.8813
Close	0.8769	0.8763	-0.0006	-0.1%	0.8860
Range	0.0068	0.0073	0.0005	7.4%	0.0167
ATR	0.0071	0.0071	0.0000	0.2%	0.0000
Volume	61,696	72,877	11,181	18.1%	304,543

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8972	0.8941	0.8803
R3	0.8899	0.8868	0.8783
R2	0.8826	0.8826	0.8776
R1	0.8795	0.8795	0.8770	0.8811
PP	0.8753	0.8753	0.8753	0.8761
S1	0.8722	0.8722	0.8756	0.8738
S2	0.8680	0.8680	0.8750
S3	0.8607	0.8649	0.8743
S4	0.8534	0.8576	0.8723

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	0.8946	0.8712	0.0234	2.7%	0.0079	0.9%	22%	False	True	69,775
10	0.8980	0.8712	0.0268	3.1%	0.0066	0.8%	19%	False	True	58,694
20	0.9009	0.8712	0.0297	3.4%	0.0071	0.8%	17%	False	True	65,737
40	0.9167	0.8712	0.0455	5.2%	0.0073	0.8%	11%	False	True	67,410
60	0.9226	0.8712	0.0514	5.9%	0.0065	0.7%	10%	False	True	46,453
80	0.9304	0.8712	0.0592	6.8%	0.0059	0.7%	9%	False	True	34,924
100	0.9377	0.8712	0.0665	7.6%	0.0054	0.6%	8%	False	True	27,993
120	0.9377	0.8712	0.0665	7.6%	0.0049	0.6%	8%	False	True	23,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9095
2.618	0.8976
1.618	0.8903
1.000	0.8858
0.618	0.8830
HIGH	0.8785
0.618	0.8757
0.500	0.8749
0.382	0.8740
LOW	0.8712
0.618	0.8667
1.000	0.8639
1.618	0.8594
2.618	0.8521
4.250	0.8402

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	0.8758	0.8790
PP	0.8753	0.8781
S1	0.8749	0.8772

Download as Excel Spreadsheet

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

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