CME Canadian Dollar Future March 2015

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

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.8027	0.7999	-0.0028	-0.3%	0.8026
High	0.8038	0.8047	0.0009	0.1%	0.8087
Low	0.7961	0.7956	-0.0005	-0.1%	0.7956
Close	0.8001	0.7976	-0.0025	-0.3%	0.7976
Range	0.0077	0.0091	0.0014	18.2%	0.0131
ATR	0.0092	0.0092	0.0000	-0.1%	0.0000
Volume	60,834	69,729	8,895	14.6%	247,582

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8212	0.8026
R3	0.8175	0.8121	0.8001
R2	0.8084	0.8084	0.7993
R1	0.8030	0.8030	0.7984	0.8012
PP	0.7993	0.7993	0.7993	0.7984
S1	0.7939	0.7939	0.7968	0.7921
S2	0.7902	0.7902	0.7959
S3	0.7811	0.7848	0.7951
S4	0.7720	0.7757	0.7926

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8399	0.8319	0.8048
R3	0.8268	0.8188	0.8012
R2	0.8137	0.8137	0.8000
R1	0.8057	0.8057	0.7988	0.8032
PP	0.8006	0.8006	0.8006	0.7994
S1	0.7926	0.7926	0.7964	0.7901
S2	0.7875	0.7875	0.7952
S3	0.7744	0.7795	0.7940
S4	0.7613	0.7664	0.7904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8087	0.7956	0.0131	1.6%	0.0076	0.9%	15%	False	True	58,185
10	0.8087	0.7871	0.0216	2.7%	0.0087	1.1%	49%	False	False	58,654
20	0.8090	0.7808	0.0282	3.5%	0.0098	1.2%	60%	False	False	66,734
40	0.8633	0.7808	0.0825	10.3%	0.0085	1.1%	20%	False	False	60,945
60	0.8885	0.7808	0.1077	13.5%	0.0079	1.0%	16%	False	False	50,208
80	0.8955	0.7808	0.1147	14.4%	0.0076	1.0%	15%	False	False	37,803
100	0.8995	0.7808	0.1187	14.9%	0.0074	0.9%	14%	False	False	30,325
120	0.9205	0.7808	0.1397	17.5%	0.0071	0.9%	12%	False	False	25,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8434
2.618	0.8285
1.618	0.8194
1.000	0.8138
0.618	0.8103
HIGH	0.8047
0.618	0.8012
0.500	0.8002
0.382	0.7991
LOW	0.7956
0.618	0.7900
1.000	0.7865
1.618	0.7809
2.618	0.7718
4.250	0.7569

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.8002	0.8015
PP	0.7993	0.8002
S1	0.7985	0.7989

Download as Excel Spreadsheet

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

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