CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	0.8712	0.8679	-0.0033	-0.4%	0.8740
High	0.8733	0.8683	-0.0050	-0.6%	0.8771
Low	0.8656	0.8628	-0.0028	-0.3%	0.8628
Close	0.8663	0.8644	-0.0019	-0.2%	0.8644
Range	0.0077	0.0055	-0.0022	-28.6%	0.0143
ATR	0.0072	0.0071	-0.0001	-1.7%	0.0000
Volume	87,774	27,538	-60,236	-68.6%	340,395

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8817	0.8785	0.8674
R3	0.8762	0.8730	0.8659
R2	0.8707	0.8707	0.8654
R1	0.8675	0.8675	0.8649	0.8664
PP	0.8652	0.8652	0.8652	0.8646
S1	0.8620	0.8620	0.8639	0.8609
S2	0.8597	0.8597	0.8634
S3	0.8542	0.8565	0.8629
S4	0.8487	0.8510	0.8614

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9110	0.9020	0.8723
R3	0.8967	0.8877	0.8683
R2	0.8824	0.8824	0.8670
R1	0.8734	0.8734	0.8657	0.8708
PP	0.8681	0.8681	0.8681	0.8668
S1	0.8591	0.8591	0.8631	0.8565
S2	0.8538	0.8538	0.8618
S3	0.8395	0.8448	0.8605
S4	0.8252	0.8305	0.8565

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8771	0.8628	0.0143	1.7%	0.0061	0.7%	11%	False	True	68,079
10	0.8836	0.8628	0.0208	2.4%	0.0067	0.8%	8%	False	True	67,784
20	0.8931	0.8628	0.0303	3.5%	0.0072	0.8%	5%	False	True	64,990
40	0.8980	0.8628	0.0352	4.1%	0.0070	0.8%	5%	False	True	61,661
60	0.9167	0.8628	0.0539	6.2%	0.0072	0.8%	3%	False	True	65,901
80	0.9226	0.8628	0.0598	6.9%	0.0069	0.8%	3%	False	True	55,439
100	0.9287	0.8628	0.0659	7.6%	0.0064	0.7%	2%	False	True	44,411
120	0.9377	0.8628	0.0749	8.7%	0.0059	0.7%	2%	False	True	37,056

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8917
2.618	0.8827
1.618	0.8772
1.000	0.8738
0.618	0.8717
HIGH	0.8683
0.618	0.8662
0.500	0.8656
0.382	0.8649
LOW	0.8628
0.618	0.8594
1.000	0.8573
1.618	0.8539
2.618	0.8484
4.250	0.8394

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	0.8656	0.8686
PP	0.8652	0.8672
S1	0.8648	0.8658

Download as Excel Spreadsheet

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

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