CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8354	0.8351	-0.0003	0.0%	0.8459
High	0.8371	0.8460	0.0089	1.1%	0.8511
Low	0.8310	0.8323	0.0013	0.2%	0.8398
Close	0.8350	0.8344	-0.0006	-0.1%	0.8420
Range	0.0061	0.0137	0.0076	124.6%	0.0113
ATR	0.0061	0.0066	0.0005	8.9%	0.0000
Volume	68,479	122,444	53,965	78.8%	290,091

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8787	0.8702	0.8419
R3	0.8650	0.8565	0.8382
R2	0.8513	0.8513	0.8369
R1	0.8428	0.8428	0.8357	0.8402
PP	0.8376	0.8376	0.8376	0.8363
S1	0.8291	0.8291	0.8331	0.8265
S2	0.8239	0.8239	0.8319
S3	0.8102	0.8154	0.8306
S4	0.7965	0.8017	0.8269

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	0.8460	0.8310	0.0150	1.8%	0.0081	1.0%	23%	True	False	74,892
10	0.8603	0.8310	0.0293	3.5%	0.0074	0.9%	12%	False	False	64,900
20	0.8633	0.8310	0.0323	3.9%	0.0061	0.7%	11%	False	False	49,961
40	0.8912	0.8310	0.0602	7.2%	0.0065	0.8%	6%	False	False	33,982
60	0.8955	0.8310	0.0645	7.7%	0.0065	0.8%	5%	False	False	22,823
80	0.9061	0.8310	0.0751	9.0%	0.0065	0.8%	5%	False	False	17,221
100	0.9205	0.8310	0.0895	10.7%	0.0061	0.7%	4%	False	False	13,826
120	0.9205	0.8310	0.0895	10.7%	0.0053	0.6%	4%	False	False	11,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.9042
2.618	0.8819
1.618	0.8682
1.000	0.8597
0.618	0.8545
HIGH	0.8460
0.618	0.8408
0.500	0.8392
0.382	0.8375
LOW	0.8323
0.618	0.8238
1.000	0.8186
1.618	0.8101
2.618	0.7964
4.250	0.7741

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8392	0.8385
PP	0.8376	0.8371
S1	0.8360	0.8358

Download as Excel Spreadsheet

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

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