CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8829	0.8765	-0.0064	-0.7%	0.8893
High	0.8832	0.8811	-0.0021	-0.2%	0.8904
Low	0.8751	0.8755	0.0004	0.0%	0.8734
Close	0.8764	0.8796	0.0032	0.4%	0.8740
Range	0.0081	0.0056	-0.0025	-30.9%	0.0170
ATR	0.0079	0.0077	-0.0002	-2.1%	0.0000
Volume	66,994	59,642	-7,352	-11.0%	254,738

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8955	0.8932	0.8827
R3	0.8899	0.8876	0.8811
R2	0.8843	0.8843	0.8806
R1	0.8820	0.8820	0.8801	0.8832
PP	0.8787	0.8787	0.8787	0.8793
S1	0.8764	0.8764	0.8791	0.8776
S2	0.8731	0.8731	0.8786
S3	0.8675	0.8708	0.8781
S4	0.8619	0.8652	0.8765

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	2.0%	0.0094	1.1%	41%	False	False	71,513
10	0.8931	0.8723	0.0208	2.4%	0.0082	0.9%	35%	False	False	65,592
20	0.8931	0.8712	0.0219	2.5%	0.0075	0.9%	38%	False	False	62,707
40	0.9009	0.8712	0.0297	3.4%	0.0074	0.8%	28%	False	False	64,394
60	0.9167	0.8712	0.0455	5.2%	0.0073	0.8%	18%	False	False	65,106
80	0.9226	0.8712	0.0514	5.8%	0.0067	0.8%	16%	False	False	49,609
100	0.9304	0.8712	0.0592	6.7%	0.0062	0.7%	14%	False	False	39,752
120	0.9377	0.8712	0.0665	7.6%	0.0057	0.7%	13%	False	False	33,172

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

Fibonacci Retracements and Extensions
4.250	0.9049
2.618	0.8958
1.618	0.8902
1.000	0.8867
0.618	0.8846
HIGH	0.8811
0.618	0.8790
0.500	0.8783
0.382	0.8776
LOW	0.8755
0.618	0.8720
1.000	0.8699
1.618	0.8664
2.618	0.8608
4.250	0.8517

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8792	0.8791
PP	0.8787	0.8785
S1	0.8783	0.8780

Download as Excel Spreadsheet

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

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