CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	0.8574	0.8598	0.0024	0.3%	0.8597
High	0.8609	0.8633	0.0024	0.3%	0.8621
Low	0.8568	0.8585	0.0017	0.2%	0.8556
Close	0.8604	0.8597	-0.0007	-0.1%	0.8588
Range	0.0041	0.0048	0.0007	17.1%	0.0065
ATR	0.0057	0.0056	-0.0001	-1.1%	0.0000
Volume	25,086	27,987	2,901	11.6%	87,622

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8749	0.8721	0.8623
R3	0.8701	0.8673	0.8610
R2	0.8653	0.8653	0.8606
R1	0.8625	0.8625	0.8601	0.8615
PP	0.8605	0.8605	0.8605	0.8600
S1	0.8577	0.8577	0.8593	0.8567
S2	0.8557	0.8557	0.8588
S3	0.8509	0.8529	0.8584
S4	0.8461	0.8481	0.8571

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	0.8633	0.8568	0.0065	0.8%	0.0036	0.4%	45%	True	False	19,629
10	0.8633	0.8550	0.0083	1.0%	0.0047	0.6%	57%	True	False	35,021
20	0.8795	0.8547	0.0248	2.9%	0.0054	0.6%	20%	False	False	34,494
40	0.8912	0.8547	0.0365	4.2%	0.0063	0.7%	14%	False	False	17,947
60	0.8987	0.8547	0.0440	5.1%	0.0064	0.7%	11%	False	False	12,051
80	0.9145	0.8547	0.0598	7.0%	0.0063	0.7%	8%	False	False	9,162
100	0.9205	0.8547	0.0658	7.7%	0.0055	0.6%	8%	False	False	7,341
120	0.9278	0.8547	0.0731	8.5%	0.0048	0.6%	7%	False	False	6,123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8837
2.618	0.8759
1.618	0.8711
1.000	0.8681
0.618	0.8663
HIGH	0.8633
0.618	0.8615
0.500	0.8609
0.382	0.8603
LOW	0.8585
0.618	0.8555
1.000	0.8537
1.618	0.8507
2.618	0.8459
4.250	0.8381

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	0.8609	0.8601
PP	0.8605	0.8599
S1	0.8601	0.8598

Download as Excel Spreadsheet

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

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