CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9161	0.9152	-0.0009	-0.1%	0.9118
High	0.9161	0.9152	-0.0009	-0.1%	0.9118
Low	0.9161	0.9152	-0.0009	-0.1%	0.9054
Close	0.9161	0.9152	-0.0009	-0.1%	0.9072
Range
ATR	0.0028	0.0027	-0.0001	-4.9%	0.0000
Volume	3	3	0	0.0%	50

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9152	0.9152	0.9152
R3	0.9152	0.9152	0.9152
R2	0.9152	0.9152	0.9152
R1	0.9152	0.9152	0.9152	0.9152
PP	0.9152	0.9152	0.9152	0.9152
S1	0.9152	0.9152	0.9152	0.9152
S2	0.9152	0.9152	0.9152
S3	0.9152	0.9152	0.9152
S4	0.9152	0.9152	0.9152

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9273	0.9237	0.9107
R3	0.9209	0.9173	0.9090
R2	0.9145	0.9145	0.9084
R1	0.9109	0.9109	0.9078	0.9095
PP	0.9081	0.9081	0.9081	0.9075
S1	0.9045	0.9045	0.9066	0.9031
S2	0.9017	0.9017	0.9060
S3	0.8953	0.8981	0.9054
S4	0.8889	0.8917	0.9037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9161	0.9034	0.0127	1.4%	0.0007	0.1%	93%	False	False	7
10	0.9161	0.9034	0.0127	1.4%	0.0005	0.0%	93%	False	False	7

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	0.9152
2.618	0.9152
1.618	0.9152
1.000	0.9152
0.618	0.9152
HIGH	0.9152
0.618	0.9152
0.500	0.9152
0.382	0.9152
LOW	0.9152
0.618	0.9152
1.000	0.9152
1.618	0.9152
2.618	0.9152
4.250	0.9152

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9152	0.9134
PP	0.9152	0.9116
S1	0.9152	0.9098

Download as Excel Spreadsheet

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

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