CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	0.8812	0.8826	0.0014	0.2%	0.8858
High	0.8860	0.8843	-0.0017	-0.2%	0.8868
Low	0.8797	0.8771	-0.0026	-0.3%	0.8712
Close	0.8838	0.8793	-0.0045	-0.5%	0.8818
Range	0.0063	0.0072	0.0009	14.3%	0.0156
ATR	0.0070	0.0071	0.0000	0.2%	0.0000
Volume	62,684	49,547	-13,137	-21.0%	339,897

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9018	0.8978	0.8833
R3	0.8946	0.8906	0.8813
R2	0.8874	0.8874	0.8806
R1	0.8834	0.8834	0.8800	0.8818
PP	0.8802	0.8802	0.8802	0.8795
S1	0.8762	0.8762	0.8786	0.8746
S2	0.8730	0.8730	0.8780
S3	0.8658	0.8690	0.8773
S4	0.8586	0.8618	0.8753

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	0.8860	0.8727	0.0133	1.5%	0.0074	0.8%	50%	False	False	59,185
10	0.8930	0.8712	0.0218	2.5%	0.0077	0.9%	37%	False	False	64,823
20	0.8980	0.8712	0.0268	3.0%	0.0067	0.8%	30%	False	False	58,333
40	0.9167	0.8712	0.0455	5.2%	0.0072	0.8%	18%	False	False	66,357
60	0.9226	0.8712	0.0514	5.8%	0.0069	0.8%	16%	False	False	52,256
80	0.9287	0.8712	0.0575	6.5%	0.0062	0.7%	14%	False	False	39,267
100	0.9377	0.8712	0.0665	7.6%	0.0056	0.6%	12%	False	False	31,469
120	0.9377	0.8712	0.0665	7.6%	0.0051	0.6%	12%	False	False	26,261

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9149
2.618	0.9031
1.618	0.8959
1.000	0.8915
0.618	0.8887
HIGH	0.8843
0.618	0.8815
0.500	0.8807
0.382	0.8799
LOW	0.8771
0.618	0.8727
1.000	0.8699
1.618	0.8655
2.618	0.8583
4.250	0.8465

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	0.8807	0.8812
PP	0.8802	0.8806
S1	0.8798	0.8799

Download as Excel Spreadsheet

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

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