CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	0.8595	0.8586	-0.0009	-0.1%	0.8597
High	0.8603	0.8602	-0.0001	0.0%	0.8621
Low	0.8582	0.8569	-0.0013	-0.2%	0.8556
Close	0.8588	0.8581	-0.0007	-0.1%	0.8588
Range	0.0021	0.0033	0.0012	57.1%	0.0065
ATR	0.0060	0.0058	-0.0002	-3.2%	0.0000
Volume	6,776	22,708	15,932	235.1%	87,622

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8683	0.8665	0.8599
R3	0.8650	0.8632	0.8590
R2	0.8617	0.8617	0.8587
R1	0.8599	0.8599	0.8584	0.8592
PP	0.8584	0.8584	0.8584	0.8580
S1	0.8566	0.8566	0.8578	0.8559
S2	0.8551	0.8551	0.8575
S3	0.8518	0.8533	0.8572
S4	0.8485	0.8500	0.8563

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8783	0.8751	0.8624
R3	0.8718	0.8686	0.8606
R2	0.8653	0.8653	0.8600
R1	0.8621	0.8621	0.8594	0.8605
PP	0.8588	0.8588	0.8588	0.8580
S1	0.8556	0.8556	0.8582	0.8540
S2	0.8523	0.8523	0.8576
S3	0.8458	0.8491	0.8570
S4	0.8393	0.8426	0.8552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8621	0.8556	0.0065	0.8%	0.0039	0.4%	38%	False	False	22,066
10	0.8640	0.8547	0.0093	1.1%	0.0052	0.6%	37%	False	False	42,179
20	0.8815	0.8547	0.0268	3.1%	0.0059	0.7%	13%	False	False	32,294
40	0.8912	0.8547	0.0365	4.3%	0.0066	0.8%	9%	False	False	16,634
60	0.8987	0.8547	0.0440	5.1%	0.0065	0.8%	8%	False	False	11,181
80	0.9145	0.8547	0.0598	7.0%	0.0063	0.7%	6%	False	False	8,499
100	0.9205	0.8547	0.0658	7.7%	0.0055	0.6%	5%	False	False	6,812
120	0.9331	0.8547	0.0784	9.1%	0.0047	0.6%	4%	False	False	5,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8742
2.618	0.8688
1.618	0.8655
1.000	0.8635
0.618	0.8622
HIGH	0.8602
0.618	0.8589
0.500	0.8586
0.382	0.8582
LOW	0.8569
0.618	0.8549
1.000	0.8536
1.618	0.8516
2.618	0.8483
4.250	0.8429

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	0.8586	0.8591
PP	0.8584	0.8588
S1	0.8583	0.8584

Download as Excel Spreadsheet

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

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