CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9118	0.9073	-0.0045	-0.5%	0.9091
High	0.9118	0.9073	-0.0045	-0.5%	0.9127
Low	0.9118	0.9073	-0.0045	-0.5%	0.9085
Close	0.9118	0.9073	-0.0045	-0.5%	0.9115
Range
ATR
Volume	10	10	0	0.0%	15

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9073	0.9073	0.9073
R3	0.9073	0.9073	0.9073
R2	0.9073	0.9073	0.9073
R1	0.9073	0.9073	0.9073	0.9073
PP	0.9073	0.9073	0.9073	0.9073
S1	0.9073	0.9073	0.9073	0.9073
S2	0.9073	0.9073	0.9073
S3	0.9073	0.9073	0.9073
S4	0.9073	0.9073	0.9073

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9235	0.9217	0.9138
R3	0.9193	0.9175	0.9127
R2	0.9151	0.9151	0.9123
R1	0.9133	0.9133	0.9119	0.9142
PP	0.9109	0.9109	0.9109	0.9114
S1	0.9091	0.9091	0.9111	0.9100
S2	0.9067	0.9067	0.9107
S3	0.9025	0.9049	0.9103
S4	0.8983	0.9007	0.9092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9127	0.9073	0.0054	0.6%	0.0002	0.0%	0%	False	True	4
10	0.9127	0.9040	0.0087	1.0%	0.0005	0.0%	38%	False	False	5

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9073
2.618	0.9073
1.618	0.9073
1.000	0.9073
0.618	0.9073
HIGH	0.9073
0.618	0.9073
0.500	0.9073
0.382	0.9073
LOW	0.9073
0.618	0.9073
1.000	0.9073
1.618	0.9073
2.618	0.9073
4.250	0.9073

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9073	0.9100
PP	0.9073	0.9091
S1	0.9073	0.9082

Download as Excel Spreadsheet

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

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