CME Canadian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	0.8620	0.8611	-0.0009	-0.1%	0.8660
High	0.8627	0.8622	-0.0005	-0.1%	0.8687
Low	0.8609	0.8587	-0.0022	-0.3%	0.8587
Close	0.8609	0.8590	-0.0019	-0.2%	0.8590
Range	0.0018	0.0035	0.0017	94.4%	0.0100
ATR	0.0045	0.0045	-0.0001	-1.6%	0.0000
Volume	120	65	-55	-45.8%	194

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8705	0.8682	0.8609
R3	0.8670	0.8647	0.8600
R2	0.8635	0.8635	0.8596
R1	0.8612	0.8612	0.8593	0.8606
PP	0.8600	0.8600	0.8600	0.8597
S1	0.8577	0.8577	0.8587	0.8571
S2	0.8565	0.8565	0.8584
S3	0.8530	0.8542	0.8580
S4	0.8495	0.8507	0.8571

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8921	0.8856	0.8645
R3	0.8821	0.8756	0.8618
R2	0.8721	0.8721	0.8608
R1	0.8656	0.8656	0.8599	0.8639
PP	0.8621	0.8621	0.8621	0.8613
S1	0.8556	0.8556	0.8581	0.8539
S2	0.8521	0.8521	0.8572
S3	0.8421	0.8456	0.8563
S4	0.8321	0.8356	0.8535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8687	0.8587	0.0100	1.2%	0.0026	0.3%	3%	False	True	38
10	0.8775	0.8587	0.0188	2.2%	0.0017	0.2%	2%	False	True	27
20	0.8843	0.8587	0.0256	3.0%	0.0011	0.1%	1%	False	True	24

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8771
2.618	0.8714
1.618	0.8679
1.000	0.8657
0.618	0.8644
HIGH	0.8622
0.618	0.8609
0.500	0.8605
0.382	0.8600
LOW	0.8587
0.618	0.8565
1.000	0.8552
1.618	0.8530
2.618	0.8495
4.250	0.8438

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	0.8605	0.8625
PP	0.8600	0.8613
S1	0.8595	0.8602

Download as Excel Spreadsheet

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

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