CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	0.7977	0.8015	0.0038	0.5%	0.7875
High	0.8042	0.8027	-0.0015	-0.2%	0.8090
Low	0.7977	0.7916	-0.0061	-0.8%	0.7825
Close	0.8027	0.7934	-0.0093	-1.2%	0.7976
Range	0.0065	0.0111	0.0046	70.8%	0.0265
ATR	0.0096	0.0097	0.0001	1.1%	0.0000
Volume	34,850	56,343	21,493	61.7%	426,271

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8292	0.8224	0.7995
R3	0.8181	0.8113	0.7965
R2	0.8070	0.8070	0.7954
R1	0.8002	0.8002	0.7944	0.7981
PP	0.7959	0.7959	0.7959	0.7948
S1	0.7891	0.7891	0.7924	0.7870
S2	0.7848	0.7848	0.7914
S3	0.7737	0.7780	0.7903
S4	0.7626	0.7669	0.7873

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8759	0.8632	0.8122
R3	0.8494	0.8367	0.8049
R2	0.8229	0.8229	0.8025
R1	0.8102	0.8102	0.8000	0.8166
PP	0.7964	0.7964	0.7964	0.7995
S1	0.7837	0.7837	0.7952	0.7901
S2	0.7699	0.7699	0.7927
S3	0.7434	0.7572	0.7903
S4	0.7169	0.7307	0.7830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8070	0.7916	0.0154	1.9%	0.0107	1.3%	12%	False	True	63,314
10	0.8090	0.7808	0.0282	3.6%	0.0117	1.5%	45%	False	False	74,466
20	0.8460	0.7808	0.0652	8.2%	0.0104	1.3%	19%	False	False	74,322
40	0.8665	0.7808	0.0857	10.8%	0.0081	1.0%	15%	False	False	60,589
60	0.8912	0.7808	0.1104	13.9%	0.0077	1.0%	11%	False	False	43,165
80	0.8955	0.7808	0.1147	14.5%	0.0073	0.9%	11%	False	False	32,481
100	0.9145	0.7808	0.1337	16.9%	0.0073	0.9%	9%	False	False	26,082
120	0.9205	0.7808	0.1397	17.6%	0.0067	0.8%	9%	False	False	21,759

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8499
2.618	0.8318
1.618	0.8207
1.000	0.8138
0.618	0.8096
HIGH	0.8027
0.618	0.7985
0.500	0.7972
0.382	0.7958
LOW	0.7916
0.618	0.7847
1.000	0.7805
1.618	0.7736
2.618	0.7625
4.250	0.7444

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	0.7972	0.7993
PP	0.7959	0.7973
S1	0.7947	0.7954

Download as Excel Spreadsheet

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

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