CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	0.8557	0.8582	0.0025	0.3%	0.8721
High	0.8596	0.8631	0.0035	0.4%	0.8752
Low	0.8555	0.8550	-0.0005	-0.1%	0.8608
Close	0.8575	0.8554	-0.0021	-0.2%	0.8625
Range	0.0041	0.0081	0.0040	97.6%	0.0144
ATR	0.0068	0.0069	0.0001	1.4%	0.0000
Volume	65,768	95,392	29,624	45.0%	200,308

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8821	0.8769	0.8599
R3	0.8740	0.8688	0.8576
R2	0.8659	0.8659	0.8569
R1	0.8607	0.8607	0.8561	0.8593
PP	0.8578	0.8578	0.8578	0.8571
S1	0.8526	0.8526	0.8547	0.8512
S2	0.8497	0.8497	0.8539
S3	0.8416	0.8445	0.8532
S4	0.8335	0.8364	0.8509

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9003	0.8704
R3	0.8950	0.8859	0.8665
R2	0.8806	0.8806	0.8651
R1	0.8715	0.8715	0.8638	0.8689
PP	0.8662	0.8662	0.8662	0.8648
S1	0.8571	0.8571	0.8612	0.8545
S2	0.8518	0.8518	0.8599
S3	0.8374	0.8427	0.8585
S4	0.8230	0.8283	0.8546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8715	0.8547	0.0168	2.0%	0.0070	0.8%	4%	False	False	69,062
10	0.8795	0.8547	0.0248	2.9%	0.0063	0.7%	3%	False	False	43,232
20	0.8912	0.8547	0.0365	4.3%	0.0071	0.8%	2%	False	False	22,737
40	0.8955	0.8547	0.0408	4.8%	0.0067	0.8%	2%	False	False	11,635
60	0.9008	0.8547	0.0461	5.4%	0.0067	0.8%	2%	False	False	7,893
80	0.9205	0.8547	0.0658	7.7%	0.0063	0.7%	1%	False	False	5,985
100	0.9205	0.8547	0.0658	7.7%	0.0052	0.6%	1%	False	False	4,795
120	0.9356	0.8547	0.0809	9.5%	0.0045	0.5%	1%	False	False	4,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8975
2.618	0.8843
1.618	0.8762
1.000	0.8712
0.618	0.8681
HIGH	0.8631
0.618	0.8600
0.500	0.8591
0.382	0.8581
LOW	0.8550
0.618	0.8500
1.000	0.8469
1.618	0.8419
2.618	0.8338
4.250	0.8206

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	0.8591	0.8594
PP	0.8578	0.8580
S1	0.8566	0.8567

Download as Excel Spreadsheet

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

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