CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	0.8435	0.8425	-0.0010	-0.1%	0.8459
High	0.8460	0.8437	-0.0023	-0.3%	0.8511
Low	0.8398	0.8339	-0.0059	-0.7%	0.8398
Close	0.8420	0.8350	-0.0070	-0.8%	0.8420
Range	0.0062	0.0098	0.0036	58.1%	0.0113
ATR	0.0059	0.0062	0.0003	4.7%	0.0000
Volume	65,367	50,981	-14,386	-22.0%	290,091

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8669	0.8608	0.8404
R3	0.8571	0.8510	0.8377
R2	0.8473	0.8473	0.8368
R1	0.8412	0.8412	0.8359	0.8394
PP	0.8375	0.8375	0.8375	0.8366
S1	0.8314	0.8314	0.8341	0.8296
S2	0.8277	0.8277	0.8332
S3	0.8179	0.8216	0.8323
S4	0.8081	0.8118	0.8296

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8782	0.8714	0.8482
R3	0.8669	0.8601	0.8451
R2	0.8556	0.8556	0.8441
R1	0.8488	0.8488	0.8430	0.8466
PP	0.8443	0.8443	0.8443	0.8432
S1	0.8375	0.8375	0.8410	0.8353
S2	0.8330	0.8330	0.8399
S3	0.8217	0.8262	0.8389
S4	0.8104	0.8149	0.8358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8511	0.8339	0.0172	2.1%	0.0063	0.8%	6%	False	True	57,371
10	0.8633	0.8339	0.0294	3.5%	0.0062	0.7%	4%	False	True	46,667
20	0.8665	0.8339	0.0326	3.9%	0.0058	0.7%	3%	False	True	46,857
40	0.8912	0.8339	0.0573	6.9%	0.0064	0.8%	2%	False	True	27,587
60	0.8955	0.8339	0.0616	7.4%	0.0063	0.8%	2%	False	True	18,534
80	0.9145	0.8339	0.0806	9.7%	0.0065	0.8%	1%	False	True	14,022
100	0.9205	0.8339	0.0866	10.4%	0.0059	0.7%	1%	False	True	11,247
120	0.9270	0.8339	0.0931	11.1%	0.0052	0.6%	1%	False	True	9,378

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	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8854
2.618	0.8694
1.618	0.8596
1.000	0.8535
0.618	0.8498
HIGH	0.8437
0.618	0.8400
0.500	0.8388
0.382	0.8376
LOW	0.8339
0.618	0.8278
1.000	0.8241
1.618	0.8180
2.618	0.8082
4.250	0.7923

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	0.8388	0.8401
PP	0.8375	0.8384
S1	0.8363	0.8367

Download as Excel Spreadsheet

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

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