CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	0.8328	0.8331	0.0003	0.0%	0.8440
High	0.8349	0.8350	0.0001	0.0%	0.8492
Low	0.8310	0.8294	-0.0016	-0.2%	0.8389
Close	0.8327	0.8333	0.0006	0.1%	0.8402
Range	0.0039	0.0056	0.0017	43.6%	0.0103
ATR	0.0052	0.0052	0.0000	0.6%	0.0000
Volume	248	637	389	156.9%	1,847

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8494	0.8469	0.8364
R3	0.8438	0.8413	0.8348
R2	0.8382	0.8382	0.8343
R1	0.8357	0.8357	0.8338	0.8370
PP	0.8326	0.8326	0.8326	0.8332
S1	0.8301	0.8301	0.8328	0.8314
S2	0.8270	0.8270	0.8323
S3	0.8214	0.8245	0.8318
S4	0.8158	0.8189	0.8302

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8737	0.8672	0.8459
R3	0.8634	0.8569	0.8430
R2	0.8531	0.8531	0.8421
R1	0.8466	0.8466	0.8411	0.8447
PP	0.8428	0.8428	0.8428	0.8418
S1	0.8363	0.8363	0.8393	0.8344
S2	0.8325	0.8325	0.8383
S3	0.8222	0.8260	0.8374
S4	0.8119	0.8157	0.8345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8443	0.8294	0.0149	1.8%	0.0054	0.6%	26%	False	True	270
10	0.8613	0.8294	0.0319	3.8%	0.0057	0.7%	12%	False	True	336
20	0.8613	0.8294	0.0319	3.8%	0.0048	0.6%	12%	False	True	420
40	0.8876	0.8294	0.0582	7.0%	0.0046	0.6%	7%	False	True	292
60	0.8928	0.8294	0.0634	7.6%	0.0043	0.5%	6%	False	True	210
80	0.9011	0.8294	0.0717	8.6%	0.0041	0.5%	5%	False	True	164
100	0.9161	0.8294	0.0867	10.4%	0.0035	0.4%	4%	False	True	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8588
2.618	0.8497
1.618	0.8441
1.000	0.8406
0.618	0.8385
HIGH	0.8350
0.618	0.8329
0.500	0.8322
0.382	0.8315
LOW	0.8294
0.618	0.8259
1.000	0.8238
1.618	0.8203
2.618	0.8147
4.250	0.8056

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	0.8329	0.8355
PP	0.8326	0.8348
S1	0.8322	0.8340

Download as Excel Spreadsheet

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

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