CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9096	0.9125	0.0029	0.3%	0.9062
High	0.9096	0.9125	0.0029	0.3%	0.9173
Low	0.9096	0.9125	0.0029	0.3%	0.9062
Close	0.9096	0.9125	0.0029	0.3%	0.9104
Range
ATR
Volume	3	3	0	0.0%	30

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9125	0.9125	0.9125
R3	0.9125	0.9125	0.9125
R2	0.9125	0.9125	0.9125
R1	0.9125	0.9125	0.9125	0.9125
PP	0.9125	0.9125	0.9125	0.9125
S1	0.9125	0.9125	0.9125	0.9125
S2	0.9125	0.9125	0.9125
S3	0.9125	0.9125	0.9125
S4	0.9125	0.9125	0.9125

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9386	0.9165
R3	0.9335	0.9275	0.9135
R2	0.9224	0.9224	0.9124
R1	0.9164	0.9164	0.9114	0.9194
PP	0.9113	0.9113	0.9113	0.9128
S1	0.9053	0.9053	0.9094	0.9083
S2	0.9002	0.9002	0.9084
S3	0.8891	0.8942	0.9073
S4	0.8780	0.8831	0.9043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9173	0.9096	0.0077	0.8%	0.0012	0.1%	38%	False	False	6
10	0.9173	0.9041	0.0132	1.4%	0.0007	0.1%	64%	False	False	4

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9125
2.618	0.9125
1.618	0.9125
1.000	0.9125
0.618	0.9125
HIGH	0.9125
0.618	0.9125
0.500	0.9125
0.382	0.9125
LOW	0.9125
0.618	0.9125
1.000	0.9125
1.618	0.9125
2.618	0.9125
4.250	0.9125

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9125	0.9120
PP	0.9125	0.9115
S1	0.9125	0.9111

Download as Excel Spreadsheet

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

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