CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	0.8343	0.8337	-0.0006	-0.1%	0.8425
High	0.8353	0.8359	0.0006	0.1%	0.8460
Low	0.8290	0.8244	-0.0046	-0.6%	0.8290
Close	0.8348	0.8256	-0.0092	-1.1%	0.8348
Range	0.0063	0.0115	0.0052	82.5%	0.0170
ATR	0.0066	0.0070	0.0003	5.3%	0.0000
Volume	66,396	79,118	12,722	19.2%	375,492

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8631	0.8559	0.8319
R3	0.8516	0.8444	0.8288
R2	0.8401	0.8401	0.8277
R1	0.8329	0.8329	0.8267	0.8308
PP	0.8286	0.8286	0.8286	0.8276
S1	0.8214	0.8214	0.8245	0.8193
S2	0.8171	0.8171	0.8235
S3	0.8056	0.8099	0.8224
S4	0.7941	0.7984	0.8193

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8876	0.8782	0.8442
R3	0.8706	0.8612	0.8395
R2	0.8536	0.8536	0.8379
R1	0.8442	0.8442	0.8364	0.8404
PP	0.8366	0.8366	0.8366	0.8347
S1	0.8272	0.8272	0.8332	0.8234
S2	0.8196	0.8196	0.8317
S3	0.8026	0.8102	0.8301
S4	0.7856	0.7932	0.8255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8244	0.0216	2.6%	0.0085	1.0%	6%	False	True	80,725
10	0.8511	0.8244	0.0267	3.2%	0.0074	0.9%	4%	False	True	69,048
20	0.8633	0.8244	0.0389	4.7%	0.0063	0.8%	3%	False	True	49,834
40	0.8912	0.8244	0.0668	8.1%	0.0067	0.8%	2%	False	True	37,590
60	0.8955	0.8244	0.0711	8.6%	0.0065	0.8%	2%	False	True	25,244
80	0.8995	0.8244	0.0751	9.1%	0.0066	0.8%	2%	False	True	19,034
100	0.9205	0.8244	0.0961	11.6%	0.0063	0.8%	1%	False	True	15,281
120	0.9205	0.8244	0.0961	11.6%	0.0055	0.7%	1%	False	True	12,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8848
2.618	0.8660
1.618	0.8545
1.000	0.8474
0.618	0.8430
HIGH	0.8359
0.618	0.8315
0.500	0.8302
0.382	0.8288
LOW	0.8244
0.618	0.8173
1.000	0.8129
1.618	0.8058
2.618	0.7943
4.250	0.7755

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	0.8302	0.8352
PP	0.8286	0.8320
S1	0.8271	0.8288

Download as Excel Spreadsheet

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

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