CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	0.7933	0.7978	0.0045	0.6%	0.7800
High	0.7985	0.8025	0.0040	0.5%	0.8015
Low	0.7918	0.7964	0.0046	0.6%	0.7777
Close	0.7980	0.7985	0.0005	0.1%	0.7934
Range	0.0067	0.0061	-0.0006	-9.0%	0.0238
ATR	0.0081	0.0080	-0.0001	-1.8%	0.0000
Volume	112	65	-47	-42.0%	869

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8174	0.8141	0.8019
R3	0.8113	0.8080	0.8002
R2	0.8052	0.8052	0.7996
R1	0.8019	0.8019	0.7991	0.8036
PP	0.7991	0.7991	0.7991	0.8000
S1	0.7958	0.7958	0.7979	0.7975
S2	0.7930	0.7930	0.7974
S3	0.7869	0.7897	0.7968
S4	0.7808	0.7836	0.7951

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8623	0.8516	0.8065
R3	0.8385	0.8278	0.7999
R2	0.8147	0.8147	0.7978
R1	0.8040	0.8040	0.7956	0.8094
PP	0.7909	0.7909	0.7909	0.7935
S1	0.7802	0.7802	0.7912	0.7856
S2	0.7671	0.7671	0.7890
S3	0.7433	0.7564	0.7869
S4	0.7195	0.7326	0.7803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7777	0.0248	3.1%	0.0123	1.5%	84%	True	False	142
10	0.8025	0.7777	0.0248	3.1%	0.0088	1.1%	84%	True	False	208
20	0.8050	0.7777	0.0273	3.4%	0.0071	0.9%	76%	False	False	216
40	0.8075	0.7777	0.0298	3.7%	0.0067	0.8%	70%	False	False	151
60	0.8581	0.7777	0.0804	10.1%	0.0059	0.7%	26%	False	False	112
80	0.8843	0.7777	0.1066	13.4%	0.0049	0.6%	20%	False	False	94
100	0.8911	0.7777	0.1134	14.2%	0.0042	0.5%	18%	False	False	81

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8284
2.618	0.8185
1.618	0.8124
1.000	0.8086
0.618	0.8063
HIGH	0.8025
0.618	0.8002
0.500	0.7995
0.382	0.7987
LOW	0.7964
0.618	0.7926
1.000	0.7903
1.618	0.7865
2.618	0.7804
4.250	0.7705

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	0.7995	0.7969
PP	0.7991	0.7953
S1	0.7988	0.7938

Download as Excel Spreadsheet

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

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