CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 30-Mar-2015

Day Change Summary
	Previous	Current
	27-Mar-2015	30-Mar-2015	Change	Change %	Previous Week
Open	0.7997	0.7905	-0.0092	-1.2%	0.7933
High	0.8000	0.7913	-0.0087	-1.1%	0.8040
Low	0.7910	0.7855	-0.0055	-0.7%	0.7910
Close	0.7922	0.7867	-0.0055	-0.7%	0.7922
Range	0.0090	0.0058	-0.0032	-35.6%	0.0130
ATR	0.0077	0.0076	-0.0001	-0.9%	0.0000
Volume	526	343	-183	-34.8%	889

Daily Pivots for day following 30-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8052	0.8018	0.7899
R3	0.7994	0.7960	0.7883
R2	0.7936	0.7936	0.7878
R1	0.7902	0.7902	0.7872	0.7890
PP	0.7878	0.7878	0.7878	0.7873
S1	0.7844	0.7844	0.7862	0.7832
S2	0.7820	0.7820	0.7856
S3	0.7762	0.7786	0.7851
S4	0.7704	0.7728	0.7835

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8265	0.7994
R3	0.8217	0.8135	0.7958
R2	0.8087	0.8087	0.7946
R1	0.8005	0.8005	0.7934	0.7981
PP	0.7957	0.7957	0.7957	0.7946
S1	0.7875	0.7875	0.7910	0.7851
S2	0.7827	0.7827	0.7898
S3	0.7697	0.7745	0.7886
S4	0.7567	0.7615	0.7851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8040	0.7855	0.0185	2.4%	0.0062	0.8%	6%	False	True	224
10	0.8040	0.7777	0.0263	3.3%	0.0088	1.1%	34%	False	False	188
20	0.8040	0.7777	0.0263	3.3%	0.0073	0.9%	34%	False	False	230
40	0.8075	0.7777	0.0298	3.8%	0.0065	0.8%	30%	False	False	172
60	0.8505	0.7777	0.0728	9.3%	0.0062	0.8%	12%	False	False	129
80	0.8747	0.7777	0.0970	12.3%	0.0052	0.7%	9%	False	False	106
100	0.8843	0.7777	0.1066	13.6%	0.0043	0.6%	8%	False	False	91

Crabel Price Patterns
NR	True
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8160
2.618	0.8065
1.618	0.8007
1.000	0.7971
0.618	0.7949
HIGH	0.7913
0.618	0.7891
0.500	0.7884
0.382	0.7877
LOW	0.7855
0.618	0.7819
1.000	0.7797
1.618	0.7761
2.618	0.7703
4.250	0.7609

Fisher Pivots for day following 30-Mar-2015
Pivot	1 day	3 day
R1	0.7884	0.7948
PP	0.7878	0.7921
S1	0.7873	0.7894

Download as Excel Spreadsheet

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

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