CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	0.8679	0.8640	-0.0039	-0.4%	0.8740
High	0.8683	0.8659	-0.0024	-0.3%	0.8771
Low	0.8628	0.8569	-0.0059	-0.7%	0.8628
Close	0.8644	0.8586	-0.0058	-0.7%	0.8644
Range	0.0055	0.0090	0.0035	63.6%	0.0143
ATR	0.0071	0.0072	0.0001	2.0%	0.0000
Volume	27,538	6,358	-21,180	-76.9%	340,395

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8875	0.8820	0.8636
R3	0.8785	0.8730	0.8611
R2	0.8695	0.8695	0.8603
R1	0.8640	0.8640	0.8594	0.8623
PP	0.8605	0.8605	0.8605	0.8596
S1	0.8550	0.8550	0.8578	0.8533
S2	0.8515	0.8515	0.8570
S3	0.8425	0.8460	0.8561
S4	0.8335	0.8370	0.8537

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	0.8569	0.0202	2.4%	0.0070	0.8%	8%	False	True	57,516
10	0.8832	0.8569	0.0263	3.1%	0.0065	0.8%	6%	False	True	60,143
20	0.8931	0.8569	0.0362	4.2%	0.0071	0.8%	5%	False	True	61,025
40	0.8980	0.8569	0.0411	4.8%	0.0070	0.8%	4%	False	True	60,430
60	0.9133	0.8569	0.0564	6.6%	0.0072	0.8%	3%	False	True	64,812
80	0.9226	0.8569	0.0657	7.7%	0.0070	0.8%	3%	False	True	55,514
100	0.9283	0.8569	0.0714	8.3%	0.0064	0.8%	2%	False	True	44,474
120	0.9377	0.8569	0.0808	9.4%	0.0059	0.7%	2%	False	True	37,107

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	0.0012
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9042
2.618	0.8895
1.618	0.8805
1.000	0.8749
0.618	0.8715
HIGH	0.8659
0.618	0.8625
0.500	0.8614
0.382	0.8603
LOW	0.8569
0.618	0.8513
1.000	0.8479
1.618	0.8423
2.618	0.8333
4.250	0.8187

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	0.8614	0.8651
PP	0.8605	0.8629
S1	0.8595	0.8608

Download as Excel Spreadsheet

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

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