CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8823	0.8782	-0.0041	-0.5%	0.8858
High	0.8842	0.8828	-0.0014	-0.2%	0.8868
Low	0.8776	0.8764	-0.0012	-0.1%	0.8712
Close	0.8780	0.8812	0.0032	0.4%	0.8818
Range	0.0066	0.0064	-0.0002	-3.0%	0.0156
ATR	0.0072	0.0071	-0.0001	-0.8%	0.0000
Volume	51,190	44,843	-6,347	-12.4%	339,897

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8993	0.8967	0.8847
R3	0.8929	0.8903	0.8830
R2	0.8865	0.8865	0.8824
R1	0.8839	0.8839	0.8818	0.8852
PP	0.8801	0.8801	0.8801	0.8808
S1	0.8775	0.8775	0.8806	0.8788
S2	0.8737	0.8737	0.8800
S3	0.8673	0.8711	0.8794
S4	0.8609	0.8647	0.8777

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	0.8842	0.8712	0.0130	1.5%	0.0071	0.8%	77%	False	False	62,107
10	0.8980	0.8712	0.0268	3.0%	0.0076	0.9%	37%	False	False	65,053
20	0.8980	0.8712	0.0268	3.0%	0.0072	0.8%	37%	False	False	64,463
40	0.9167	0.8712	0.0455	5.2%	0.0072	0.8%	22%	False	False	67,012
60	0.9226	0.8712	0.0514	5.8%	0.0068	0.8%	19%	False	False	50,393
80	0.9300	0.8712	0.0588	6.7%	0.0061	0.7%	17%	False	False	37,868
100	0.9377	0.8712	0.0665	7.5%	0.0055	0.6%	15%	False	False	30,355
120	0.9377	0.8712	0.0665	7.5%	0.0051	0.6%	15%	False	False	25,329

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9100
2.618	0.8996
1.618	0.8932
1.000	0.8892
0.618	0.8868
HIGH	0.8828
0.618	0.8804
0.500	0.8796
0.382	0.8788
LOW	0.8764
0.618	0.8724
1.000	0.8700
1.618	0.8660
2.618	0.8596
4.250	0.8492

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8807	0.8803
PP	0.8801	0.8794
S1	0.8796	0.8785

Download as Excel Spreadsheet

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

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