CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	0.7953	0.8001	0.0048	0.6%	0.8026
High	0.8011	0.8061	0.0050	0.6%	0.8087
Low	0.7895	0.7999	0.0104	1.3%	0.7956
Close	0.7994	0.8044	0.0050	0.6%	0.7976
Range	0.0116	0.0062	-0.0054	-46.6%	0.0131
ATR	0.0092	0.0090	-0.0002	-1.9%	0.0000
Volume	90,301	57,999	-32,302	-35.8%	247,582

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8221	0.8194	0.8078
R3	0.8159	0.8132	0.8061
R2	0.8097	0.8097	0.8055
R1	0.8070	0.8070	0.8050	0.8084
PP	0.8035	0.8035	0.8035	0.8041
S1	0.8008	0.8008	0.8038	0.8022
S2	0.7973	0.7973	0.8033
S3	0.7911	0.7946	0.8027
S4	0.7849	0.7884	0.8010

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	0.8061	0.7895	0.0166	2.1%	0.0081	1.0%	90%	True	False	68,303
10	0.8087	0.7871	0.0216	2.7%	0.0082	1.0%	80%	False	False	63,824
20	0.8090	0.7808	0.0282	3.5%	0.0100	1.2%	84%	False	False	69,145
40	0.8633	0.7808	0.0825	10.3%	0.0088	1.1%	29%	False	False	64,784
60	0.8876	0.7808	0.1068	13.3%	0.0080	1.0%	22%	False	False	53,638
80	0.8921	0.7808	0.1113	13.8%	0.0077	1.0%	21%	False	False	40,434
100	0.8995	0.7808	0.1187	14.8%	0.0075	0.9%	20%	False	False	32,423
120	0.9187	0.7808	0.1379	17.1%	0.0072	0.9%	17%	False	False	27,071

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8325
2.618	0.8223
1.618	0.8161
1.000	0.8123
0.618	0.8099
HIGH	0.8061
0.618	0.8037
0.500	0.8030
0.382	0.8023
LOW	0.7999
0.618	0.7961
1.000	0.7937
1.618	0.7899
2.618	0.7837
4.250	0.7736

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	0.8039	0.8022
PP	0.8035	0.8000
S1	0.8030	0.7978

Download as Excel Spreadsheet

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

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