CME Canadian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.8109	0.8098	-0.0011	-0.1%	0.8106
High	0.8113	0.8136	0.0023	0.3%	0.8235
Low	0.8065	0.8039	-0.0026	-0.3%	0.8077
Close	0.8095	0.8060	-0.0035	-0.4%	0.8145
Range	0.0048	0.0097	0.0049	102.1%	0.0158
ATR	0.0068	0.0070	0.0002	3.0%	0.0000
Volume	62,612	66,686	4,074	6.5%	284,792

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8312	0.8113
R3	0.8272	0.8215	0.8087
R2	0.8175	0.8175	0.8078
R1	0.8118	0.8118	0.8069	0.8098
PP	0.8078	0.8078	0.8078	0.8069
S1	0.8021	0.8021	0.8051	0.8001
S2	0.7981	0.7981	0.8042
S3	0.7884	0.7924	0.8033
S4	0.7787	0.7827	0.8007

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8626	0.8544	0.8232
R3	0.8468	0.8386	0.8188
R2	0.8310	0.8310	0.8174
R1	0.8228	0.8228	0.8159	0.8269
PP	0.8152	0.8152	0.8152	0.8173
S1	0.8070	0.8070	0.8131	0.8111
S2	0.7994	0.7994	0.8116
S3	0.7836	0.7912	0.8102
S4	0.7678	0.7754	0.8058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8235	0.8039	0.0196	2.4%	0.0071	0.9%	11%	False	True	61,277
10	0.8235	0.8039	0.0196	2.4%	0.0063	0.8%	11%	False	True	56,460
20	0.8235	0.7946	0.0289	3.6%	0.0070	0.9%	39%	False	False	32,943
40	0.8375	0.7946	0.0429	5.3%	0.0070	0.9%	27%	False	False	16,692
60	0.8375	0.7857	0.0518	6.4%	0.0072	0.9%	39%	False	False	11,250
80	0.8375	0.7777	0.0598	7.4%	0.0073	0.9%	47%	False	False	8,499
100	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	47%	False	False	6,819
120	0.8460	0.7777	0.0683	8.5%	0.0067	0.8%	41%	False	False	5,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8548
2.618	0.8390
1.618	0.8293
1.000	0.8233
0.618	0.8196
HIGH	0.8136
0.618	0.8099
0.500	0.8088
0.382	0.8076
LOW	0.8039
0.618	0.7979
1.000	0.7942
1.618	0.7882
2.618	0.7785
4.250	0.7627

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.8088	0.8106
PP	0.8078	0.8091
S1	0.8069	0.8075

Download as Excel Spreadsheet

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

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