CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8745	0.8758	0.0013	0.1%	0.8829
High	0.8767	0.8775	0.0008	0.1%	0.8863
Low	0.8723	0.8738	0.0015	0.2%	0.8702
Close	0.8758	0.8742	-0.0016	-0.2%	0.8702
Range	0.0044	0.0037	-0.0007	-15.9%	0.0161
ATR	0.0058	0.0057	-0.0002	-2.6%	0.0000
Volume	65	197	132	203.1%	321

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8863	0.8839	0.8762
R3	0.8826	0.8802	0.8752
R2	0.8789	0.8789	0.8749
R1	0.8765	0.8765	0.8745	0.8759
PP	0.8752	0.8752	0.8752	0.8748
S1	0.8728	0.8728	0.8739	0.8722
S2	0.8715	0.8715	0.8735
S3	0.8678	0.8691	0.8732
S4	0.8641	0.8654	0.8722

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9131	0.8791
R3	0.9078	0.8970	0.8746
R2	0.8917	0.8917	0.8732
R1	0.8809	0.8809	0.8717	0.8783
PP	0.8756	0.8756	0.8756	0.8742
S1	0.8648	0.8648	0.8687	0.8622
S2	0.8595	0.8595	0.8672
S3	0.8434	0.8487	0.8658
S4	0.8273	0.8326	0.8613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8810	0.8687	0.0123	1.4%	0.0073	0.8%	45%	False	False	179
10	0.8876	0.8687	0.0189	2.2%	0.0053	0.6%	29%	False	False	128
20	0.8876	0.8687	0.0189	2.2%	0.0041	0.5%	29%	False	False	78
40	0.8961	0.8687	0.0274	3.1%	0.0040	0.5%	20%	False	False	63
60	0.9120	0.8687	0.0433	5.0%	0.0036	0.4%	13%	False	False	49
80	0.9161	0.8687	0.0474	5.4%	0.0029	0.3%	12%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8932
2.618	0.8872
1.618	0.8835
1.000	0.8812
0.618	0.8798
HIGH	0.8775
0.618	0.8761
0.500	0.8757
0.382	0.8752
LOW	0.8738
0.618	0.8715
1.000	0.8701
1.618	0.8678
2.618	0.8641
4.250	0.8581

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8757	0.8755
PP	0.8752	0.8750
S1	0.8747	0.8746

Download as Excel Spreadsheet

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

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