CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	0.8895	0.8939	0.0044	0.5%	0.8909
High	0.8949	0.8961	0.0012	0.1%	0.8966
Low	0.8895	0.8900	0.0005	0.1%	0.8826
Close	0.8949	0.8900	-0.0049	-0.5%	0.8829
Range	0.0054	0.0061	0.0007	13.0%	0.0140
ATR	0.0045	0.0047	0.0001	2.4%	0.0000
Volume	14	4	-10	-71.4%	100

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9103	0.9063	0.8934
R3	0.9042	0.9002	0.8917
R2	0.8981	0.8981	0.8911
R1	0.8941	0.8941	0.8906	0.8931
PP	0.8920	0.8920	0.8920	0.8915
S1	0.8880	0.8880	0.8894	0.8870
S2	0.8859	0.8859	0.8889
S3	0.8798	0.8819	0.8883
S4	0.8737	0.8758	0.8866

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9201	0.8906
R3	0.9154	0.9061	0.8868
R2	0.9014	0.9014	0.8855
R1	0.8921	0.8921	0.8842	0.8898
PP	0.8874	0.8874	0.8874	0.8862
S1	0.8781	0.8781	0.8816	0.8758
S2	0.8734	0.8734	0.8803
S3	0.8594	0.8641	0.8791
S4	0.8454	0.8501	0.8752

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8961	0.8826	0.0135	1.5%	0.0056	0.6%	55%	True	False	34
10	0.8966	0.8826	0.0140	1.6%	0.0040	0.5%	53%	False	False	24
20	0.9120	0.8826	0.0294	3.3%	0.0030	0.3%	25%	False	False	17
40	0.9161	0.8826	0.0335	3.8%	0.0019	0.2%	22%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9220
2.618	0.9121
1.618	0.9060
1.000	0.9022
0.618	0.8999
HIGH	0.8961
0.618	0.8938
0.500	0.8931
0.382	0.8923
LOW	0.8900
0.618	0.8862
1.000	0.8839
1.618	0.8801
2.618	0.8740
4.250	0.8641

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	0.8931	0.8920
PP	0.8920	0.8913
S1	0.8910	0.8907

Download as Excel Spreadsheet

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

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