CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	0.8826	0.8787	-0.0039	-0.4%	0.8823
High	0.8843	0.8872	0.0029	0.3%	0.8872
Low	0.8771	0.8771	0.0000	0.0%	0.8764
Close	0.8793	0.8857	0.0064	0.7%	0.8857
Range	0.0072	0.0101	0.0029	40.3%	0.0108
ATR	0.0071	0.0073	0.0002	3.1%	0.0000
Volume	49,547	85,663	36,116	72.9%	293,927

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9136	0.9098	0.8913
R3	0.9035	0.8997	0.8885
R2	0.8934	0.8934	0.8876
R1	0.8896	0.8896	0.8866	0.8915
PP	0.8833	0.8833	0.8833	0.8843
S1	0.8795	0.8795	0.8848	0.8814
S2	0.8732	0.8732	0.8838
S3	0.8631	0.8694	0.8829
S4	0.8530	0.8593	0.8801

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9114	0.8916
R3	0.9047	0.9006	0.8887
R2	0.8939	0.8939	0.8877
R1	0.8898	0.8898	0.8867	0.8919
PP	0.8831	0.8831	0.8831	0.8841
S1	0.8790	0.8790	0.8847	0.8811
S2	0.8723	0.8723	0.8837
S3	0.8615	0.8682	0.8827
S4	0.8507	0.8574	0.8798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8872	0.8764	0.0108	1.2%	0.0073	0.8%	86%	True	False	58,785
10	0.8872	0.8712	0.0160	1.8%	0.0075	0.8%	91%	True	False	63,382
20	0.8980	0.8712	0.0268	3.0%	0.0069	0.8%	54%	False	False	59,835
40	0.9133	0.8712	0.0421	4.8%	0.0072	0.8%	34%	False	False	66,705
60	0.9226	0.8712	0.0514	5.8%	0.0070	0.8%	28%	False	False	53,676
80	0.9283	0.8712	0.0571	6.4%	0.0063	0.7%	25%	False	False	40,336
100	0.9377	0.8712	0.0665	7.5%	0.0057	0.6%	22%	False	False	32,324
120	0.9377	0.8712	0.0665	7.5%	0.0052	0.6%	22%	False	False	26,974

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.9136
1.618	0.9035
1.000	0.8973
0.618	0.8934
HIGH	0.8872
0.618	0.8833
0.500	0.8822
0.382	0.8810
LOW	0.8771
0.618	0.8709
1.000	0.8670
1.618	0.8608
2.618	0.8507
4.250	0.8342

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	0.8845	0.8845
PP	0.8833	0.8833
S1	0.8822	0.8822

Download as Excel Spreadsheet

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

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