CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	0.8810	0.8839	0.0029	0.3%	0.8851
High	0.8850	0.8931	0.0081	0.9%	0.8931
Low	0.8790	0.8824	0.0034	0.4%	0.8790
Close	0.8842	0.8892	0.0050	0.6%	0.8892
Range	0.0060	0.0107	0.0047	78.3%	0.0141
ATR	0.0068	0.0070	0.0003	4.2%	0.0000
Volume	51,869	81,434	29,565	57.0%	281,566

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9203	0.9155	0.8951
R3	0.9096	0.9048	0.8921
R2	0.8989	0.8989	0.8912
R1	0.8941	0.8941	0.8902	0.8965
PP	0.8882	0.8882	0.8882	0.8895
S1	0.8834	0.8834	0.8882	0.8858
S2	0.8775	0.8775	0.8872
S3	0.8668	0.8727	0.8863
S4	0.8561	0.8620	0.8833

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9234	0.8970
R3	0.9153	0.9093	0.8931
R2	0.9012	0.9012	0.8918
R1	0.8952	0.8952	0.8905	0.8982
PP	0.8871	0.8871	0.8871	0.8886
S1	0.8811	0.8811	0.8879	0.8841
S2	0.8730	0.8730	0.8866
S3	0.8589	0.8670	0.8853
S4	0.8448	0.8529	0.8814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8931	0.8790	0.0141	1.6%	0.0062	0.7%	72%	True	False	56,313
10	0.8931	0.8764	0.0167	1.9%	0.0068	0.8%	77%	True	False	57,549
20	0.8980	0.8712	0.0268	3.0%	0.0070	0.8%	67%	False	False	60,996
40	0.9016	0.8712	0.0304	3.4%	0.0071	0.8%	59%	False	False	65,356
60	0.9226	0.8712	0.0514	5.8%	0.0071	0.8%	35%	False	False	58,226
80	0.9226	0.8712	0.0514	5.8%	0.0063	0.7%	35%	False	False	43,831
100	0.9377	0.8712	0.0665	7.5%	0.0058	0.7%	27%	False	False	35,129
120	0.9377	0.8712	0.0665	7.5%	0.0054	0.6%	27%	False	False	29,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9386
2.618	0.9211
1.618	0.9104
1.000	0.9038
0.618	0.8997
HIGH	0.8931
0.618	0.8890
0.500	0.8878
0.382	0.8865
LOW	0.8824
0.618	0.8758
1.000	0.8717
1.618	0.8651
2.618	0.8544
4.250	0.8369

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	0.8887	0.8882
PP	0.8882	0.8871
S1	0.8878	0.8861

Download as Excel Spreadsheet

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

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