CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	0.7894	0.7999	0.0105	1.3%	0.7821
High	0.7894	0.7999	0.0105	1.3%	0.8045
Low	0.7894	0.7999	0.0105	1.3%	0.7821
Close	0.7894	0.7999	0.0105	1.3%	0.7963
Range
ATR
Volume	364	25	-339	-93.1%	152

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7999	0.7999
R3	0.7999	0.7999	0.7999
R2	0.7999	0.7999	0.7999
R1	0.7999	0.7999	0.7999	0.7999
PP	0.7999	0.7999	0.7999	0.7999
S1	0.7999	0.7999	0.7999	0.7999
S2	0.7999	0.7999	0.7999
S3	0.7999	0.7999	0.7999
S4	0.7999	0.7999	0.7999

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8615	0.8513	0.8086
R3	0.8391	0.8289	0.8025
R2	0.8167	0.8167	0.8004
R1	0.8065	0.8065	0.7984	0.8116
PP	0.7943	0.7943	0.7943	0.7969
S1	0.7841	0.7841	0.7942	0.7892
S2	0.7719	0.7719	0.7922
S3	0.7495	0.7617	0.7901
S4	0.7271	0.7393	0.7840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8028	0.7894	0.0134	1.7%	0.0018	0.2%	78%	False	False	84
10	0.8045	0.7809	0.0236	3.0%	0.0039	0.5%	81%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.7999
2.618	0.7999
1.618	0.7999
1.000	0.7999
0.618	0.7999
HIGH	0.7999
0.618	0.7999
0.500	0.7999
0.382	0.7999
LOW	0.7999
0.618	0.7999
1.000	0.7999
1.618	0.7999
2.618	0.7999
4.250	0.7999

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	0.7999	0.7982
PP	0.7999	0.7964
S1	0.7999	0.7947

Download as Excel Spreadsheet

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

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