CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	0.8340	0.8354	0.0014	0.2%	0.8459
High	0.8372	0.8371	-0.0001	0.0%	0.8511
Low	0.8325	0.8310	-0.0015	-0.2%	0.8398
Close	0.8345	0.8350	0.0005	0.1%	0.8420
Range	0.0047	0.0061	0.0014	29.8%	0.0113
ATR	0.0061	0.0061	0.0000	0.0%	0.0000
Volume	67,192	68,479	1,287	1.9%	290,091

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8527	0.8499	0.8384
R3	0.8466	0.8438	0.8367
R2	0.8405	0.8405	0.8361
R1	0.8377	0.8377	0.8356	0.8361
PP	0.8344	0.8344	0.8344	0.8335
S1	0.8316	0.8316	0.8344	0.8300
S2	0.8283	0.8283	0.8339
S3	0.8222	0.8255	0.8333
S4	0.8161	0.8194	0.8316

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	0.8463	0.8310	0.0153	1.8%	0.0060	0.7%	26%	False	True	59,187
10	0.8633	0.8310	0.0323	3.9%	0.0066	0.8%	12%	False	True	55,455
20	0.8633	0.8310	0.0323	3.9%	0.0056	0.7%	12%	False	True	47,127
40	0.8912	0.8310	0.0602	7.2%	0.0063	0.8%	7%	False	True	30,949
60	0.8955	0.8310	0.0645	7.7%	0.0063	0.8%	6%	False	True	20,784
80	0.9113	0.8310	0.0803	9.6%	0.0065	0.8%	5%	False	True	15,695
100	0.9205	0.8310	0.0895	10.7%	0.0060	0.7%	4%	False	True	12,602
120	0.9230	0.8310	0.0920	11.0%	0.0052	0.6%	4%	False	True	10,508

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8630
2.618	0.8531
1.618	0.8470
1.000	0.8432
0.618	0.8409
HIGH	0.8371
0.618	0.8348
0.500	0.8341
0.382	0.8333
LOW	0.8310
0.618	0.8272
1.000	0.8249
1.618	0.8211
2.618	0.8150
4.250	0.8051

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	0.8347	0.8374
PP	0.8344	0.8366
S1	0.8341	0.8358

Download as Excel Spreadsheet

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

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