CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8740	0.8710	-0.0030	-0.3%	0.8748
High	0.8749	0.8771	0.0022	0.3%	0.8836
Low	0.8705	0.8694	-0.0011	-0.1%	0.8712
Close	0.8714	0.8740	0.0026	0.3%	0.8744
Range	0.0044	0.0077	0.0033	75.0%	0.0124
ATR	0.0073	0.0073	0.0000	0.4%	0.0000
Volume	59,170	82,964	23,794	40.2%	337,452

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8966	0.8930	0.8782
R3	0.8889	0.8853	0.8761
R2	0.8812	0.8812	0.8754
R1	0.8776	0.8776	0.8747	0.8794
PP	0.8735	0.8735	0.8735	0.8744
S1	0.8699	0.8699	0.8733	0.8717
S2	0.8658	0.8658	0.8726
S3	0.8581	0.8622	0.8719
S4	0.8504	0.8545	0.8698

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9136	0.9064	0.8812
R3	0.9012	0.8940	0.8778
R2	0.8888	0.8888	0.8767
R1	0.8816	0.8816	0.8755	0.8790
PP	0.8764	0.8764	0.8764	0.8751
S1	0.8692	0.8692	0.8733	0.8666
S2	0.8640	0.8640	0.8721
S3	0.8516	0.8568	0.8710
S4	0.8392	0.8444	0.8676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8816	0.8694	0.0122	1.4%	0.0059	0.7%	38%	False	True	65,964
10	0.8903	0.8694	0.0209	2.4%	0.0077	0.9%	22%	False	True	68,661
20	0.8931	0.8694	0.0237	2.7%	0.0073	0.8%	19%	False	True	62,931
40	0.8980	0.8694	0.0286	3.3%	0.0073	0.8%	16%	False	True	64,194
60	0.9167	0.8694	0.0473	5.4%	0.0073	0.8%	10%	False	True	66,158
80	0.9226	0.8694	0.0532	6.1%	0.0068	0.8%	9%	False	True	52,974
100	0.9300	0.8694	0.0606	6.9%	0.0062	0.7%	8%	False	True	42,434
120	0.9377	0.8694	0.0683	7.8%	0.0058	0.7%	7%	False	True	35,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
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	0.9098
2.618	0.8973
1.618	0.8896
1.000	0.8848
0.618	0.8819
HIGH	0.8771
0.618	0.8742
0.500	0.8733
0.382	0.8723
LOW	0.8694
0.618	0.8646
1.000	0.8617
1.618	0.8569
2.618	0.8492
4.250	0.8367

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8738	0.8740
PP	0.8735	0.8740
S1	0.8733	0.8740

Download as Excel Spreadsheet

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

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