CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	0.8748	0.8829	0.0081	0.9%	0.8893
High	0.8836	0.8832	-0.0004	0.0%	0.8904
Low	0.8723	0.8751	0.0028	0.3%	0.8734
Close	0.8833	0.8764	-0.0069	-0.8%	0.8740
Range	0.0113	0.0081	-0.0032	-28.3%	0.0170
ATR	0.0079	0.0079	0.0000	0.3%	0.0000
Volume	82,770	66,994	-15,776	-19.1%	254,738

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9025	0.8976	0.8809
R3	0.8944	0.8895	0.8786
R2	0.8863	0.8863	0.8779
R1	0.8814	0.8814	0.8771	0.8798
PP	0.8782	0.8782	0.8782	0.8775
S1	0.8733	0.8733	0.8757	0.8717
S2	0.8701	0.8701	0.8749
S3	0.8620	0.8652	0.8742
S4	0.8539	0.8571	0.8719

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9303	0.9191	0.8834
R3	0.9133	0.9021	0.8787
R2	0.8963	0.8963	0.8771
R1	0.8851	0.8851	0.8756	0.8822
PP	0.8793	0.8793	0.8793	0.8778
S1	0.8681	0.8681	0.8724	0.8652
S2	0.8623	0.8623	0.8709
S3	0.8453	0.8511	0.8693
S4	0.8283	0.8341	0.8647

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8903	0.8723	0.0180	2.1%	0.0096	1.1%	23%	False	False	71,358
10	0.8931	0.8723	0.0208	2.4%	0.0081	0.9%	20%	False	False	63,946
20	0.8931	0.8712	0.0219	2.5%	0.0076	0.9%	24%	False	False	62,809
40	0.9009	0.8712	0.0297	3.4%	0.0074	0.8%	18%	False	False	64,729
60	0.9167	0.8712	0.0455	5.2%	0.0073	0.8%	11%	False	False	64,444
80	0.9226	0.8712	0.0514	5.9%	0.0067	0.8%	10%	False	False	48,869
100	0.9304	0.8712	0.0592	6.8%	0.0061	0.7%	9%	False	False	39,162
120	0.9377	0.8712	0.0665	7.6%	0.0057	0.7%	8%	False	False	32,678

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

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.9044
1.618	0.8963
1.000	0.8913
0.618	0.8882
HIGH	0.8832
0.618	0.8801
0.500	0.8792
0.382	0.8782
LOW	0.8751
0.618	0.8701
1.000	0.8670
1.618	0.8620
2.618	0.8539
4.250	0.8407

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	0.8792	0.8810
PP	0.8782	0.8795
S1	0.8773	0.8779

Download as Excel Spreadsheet

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

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