CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Nov-2014

Day Change Summary
	Previous	Current
	06-Nov-2014	07-Nov-2014	Change	Change %	Previous Week
Open	0.8766	0.8742	-0.0024	-0.3%	0.8858
High	0.8779	0.8832	0.0053	0.6%	0.8868
Low	0.8730	0.8727	-0.0003	0.0%	0.8712
Close	0.8745	0.8818	0.0073	0.8%	0.8818
Range	0.0049	0.0105	0.0056	114.3%	0.0156
ATR	0.0070	0.0072	0.0003	3.6%	0.0000
Volume	53,965	87,664	33,699	62.4%	339,897

Daily Pivots for day following 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9107	0.9068	0.8876
R3	0.9002	0.8963	0.8847
R2	0.8897	0.8897	0.8837
R1	0.8858	0.8858	0.8828	0.8878
PP	0.8792	0.8792	0.8792	0.8802
S1	0.8753	0.8753	0.8808	0.8773
S2	0.8687	0.8687	0.8799
S3	0.8582	0.8648	0.8789
S4	0.8477	0.8543	0.8760

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9267	0.9199	0.8904
R3	0.9111	0.9043	0.8861
R2	0.8955	0.8955	0.8847
R1	0.8887	0.8887	0.8832	0.8843
PP	0.8799	0.8799	0.8799	0.8778
S1	0.8731	0.8731	0.8804	0.8687
S2	0.8643	0.8643	0.8789
S3	0.8487	0.8575	0.8775
S4	0.8331	0.8419	0.8732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8868	0.8712	0.0156	1.8%	0.0077	0.9%	68%	False	False	67,979
10	0.8980	0.8712	0.0268	3.0%	0.0073	0.8%	40%	False	False	64,444
20	0.8980	0.8712	0.0268	3.0%	0.0072	0.8%	40%	False	False	64,770
40	0.9167	0.8712	0.0455	5.2%	0.0073	0.8%	23%	False	False	68,020
60	0.9226	0.8712	0.0514	5.8%	0.0067	0.8%	21%	False	False	48,806
80	0.9304	0.8712	0.0592	6.7%	0.0059	0.7%	18%	False	False	36,687
100	0.9377	0.8712	0.0665	7.5%	0.0055	0.6%	16%	False	False	29,403
120	0.9377	0.8712	0.0665	7.5%	0.0050	0.6%	16%	False	False	24,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9278
2.618	0.9107
1.618	0.9002
1.000	0.8937
0.618	0.8897
HIGH	0.8832
0.618	0.8792
0.500	0.8780
0.382	0.8767
LOW	0.8727
0.618	0.8662
1.000	0.8622
1.618	0.8557
2.618	0.8452
4.250	0.8281

Fisher Pivots for day following 07-Nov-2014
Pivot	1 day	3 day
R1	0.8805	0.8803
PP	0.8792	0.8787
S1	0.8780	0.8772

Download as Excel Spreadsheet

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

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