CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	0.8826	0.8871	0.0045	0.5%	0.8902
High	0.8890	0.8906	0.0016	0.2%	0.8905
Low	0.8825	0.8815	-0.0010	-0.1%	0.8750
Close	0.8874	0.8867	-0.0007	-0.1%	0.8838
Range	0.0065	0.0091	0.0026	40.0%	0.0155
ATR	0.0063	0.0065	0.0002	3.1%	0.0000
Volume	142	86	-56	-39.4%	1,385

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9136	0.9092	0.8917
R3	0.9045	0.9001	0.8892
R2	0.8954	0.8954	0.8884
R1	0.8910	0.8910	0.8875	0.8887
PP	0.8863	0.8863	0.8863	0.8851
S1	0.8819	0.8819	0.8859	0.8796
S2	0.8772	0.8772	0.8850
S3	0.8681	0.8728	0.8842
S4	0.8590	0.8637	0.8817

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9296	0.9222	0.8923
R3	0.9141	0.9067	0.8881
R2	0.8986	0.8986	0.8866
R1	0.8912	0.8912	0.8852	0.8872
PP	0.8831	0.8831	0.8831	0.8811
S1	0.8757	0.8757	0.8824	0.8717
S2	0.8676	0.8676	0.8810
S3	0.8521	0.8602	0.8795
S4	0.8366	0.8447	0.8753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8906	0.8775	0.0131	1.5%	0.0062	0.7%	70%	True	False	201
10	0.8987	0.8750	0.0237	2.7%	0.0069	0.8%	49%	False	False	244
20	0.8995	0.8750	0.0245	2.8%	0.0067	0.8%	48%	False	False	403
40	0.9205	0.8750	0.0455	5.1%	0.0060	0.7%	26%	False	False	336
60	0.9205	0.8750	0.0455	5.1%	0.0044	0.5%	26%	False	False	236
80	0.9356	0.8750	0.0606	6.8%	0.0035	0.4%	19%	False	False	187
100	0.9356	0.8750	0.0606	6.8%	0.0030	0.3%	19%	False	False	156
120	0.9356	0.8750	0.0606	6.8%	0.0026	0.3%	19%	False	False	132

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9293
2.618	0.9144
1.618	0.9053
1.000	0.8997
0.618	0.8962
HIGH	0.8906
0.618	0.8871
0.500	0.8861
0.382	0.8850
LOW	0.8815
0.618	0.8759
1.000	0.8724
1.618	0.8668
2.618	0.8577
4.250	0.8428

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	0.8865	0.8865
PP	0.8863	0.8863
S1	0.8861	0.8861

Download as Excel Spreadsheet

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

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