CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	0.8767	0.8792	0.0025	0.3%	0.8784
High	0.8772	0.8812	0.0040	0.5%	0.8784
Low	0.8767	0.8792	0.0025	0.3%	0.8688
Close	0.8772	0.8798	0.0026	0.3%	0.8778
Range	0.0005	0.0020	0.0015	300.0%	0.0096
ATR	0.0047	0.0047	-0.0001	-1.1%	0.0000
Volume	17	4	-13	-76.5%	359

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8861	0.8849	0.8809
R3	0.8841	0.8829	0.8804
R2	0.8821	0.8821	0.8802
R1	0.8809	0.8809	0.8800	0.8815
PP	0.8801	0.8801	0.8801	0.8804
S1	0.8789	0.8789	0.8796	0.8795
S2	0.8781	0.8781	0.8794
S3	0.8761	0.8769	0.8793
S4	0.8741	0.8749	0.8787

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9038	0.9004	0.8831
R3	0.8942	0.8908	0.8804
R2	0.8846	0.8846	0.8796
R1	0.8812	0.8812	0.8787	0.8781
PP	0.8750	0.8750	0.8750	0.8735
S1	0.8716	0.8716	0.8769	0.8685
S2	0.8654	0.8654	0.8760
S3	0.8558	0.8620	0.8752
S4	0.8462	0.8524	0.8725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8812	0.8688	0.0124	1.4%	0.0035	0.4%	89%	True	False	37
10	0.8892	0.8688	0.0204	2.3%	0.0038	0.4%	54%	False	False	49
20	0.8928	0.8688	0.0240	2.7%	0.0037	0.4%	46%	False	False	51
40	0.9120	0.8688	0.0432	4.9%	0.0035	0.4%	25%	False	False	36
60	0.9161	0.8688	0.0473	5.4%	0.0027	0.3%	23%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8897
2.618	0.8864
1.618	0.8844
1.000	0.8832
0.618	0.8824
HIGH	0.8812
0.618	0.8804
0.500	0.8802
0.382	0.8800
LOW	0.8792
0.618	0.8780
1.000	0.8772
1.618	0.8760
2.618	0.8740
4.250	0.8707

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	0.8802	0.8791
PP	0.8801	0.8783
S1	0.8799	0.8776

Download as Excel Spreadsheet

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

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