CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	0.8087	0.8078	-0.0009	-0.1%	0.8144
High	0.8104	0.8107	0.0003	0.0%	0.8165
Low	0.8060	0.8033	-0.0027	-0.3%	0.8037
Close	0.8098	0.8066	-0.0032	-0.4%	0.8098
Range	0.0044	0.0074	0.0030	68.2%	0.0128
ATR	0.0057	0.0058	0.0001	2.1%	0.0000
Volume	69	133	64	92.8%	336

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8291	0.8252	0.8107
R3	0.8217	0.8178	0.8086
R2	0.8143	0.8143	0.8080
R1	0.8104	0.8104	0.8073	0.8087
PP	0.8069	0.8069	0.8069	0.8060
S1	0.8030	0.8030	0.8059	0.8013
S2	0.7995	0.7995	0.8052
S3	0.7921	0.7956	0.8046
S4	0.7847	0.7882	0.8025

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8419	0.8168
R3	0.8356	0.8291	0.8133
R2	0.8228	0.8228	0.8121
R1	0.8163	0.8163	0.8110	0.8132
PP	0.8100	0.8100	0.8100	0.8084
S1	0.8035	0.8035	0.8086	0.8004
S2	0.7972	0.7972	0.8075
S3	0.7844	0.7907	0.8063
S4	0.7716	0.7779	0.8028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8125	0.8033	0.0092	1.1%	0.0059	0.7%	36%	False	True	79
10	0.8216	0.8033	0.0183	2.3%	0.0059	0.7%	18%	False	True	75
20	0.8216	0.7950	0.0266	3.3%	0.0054	0.7%	44%	False	False	140
40	0.8364	0.7944	0.0420	5.2%	0.0050	0.6%	29%	False	False	114
60	0.8364	0.7916	0.0448	5.6%	0.0047	0.6%	33%	False	False	91
80	0.8364	0.7780	0.0584	7.2%	0.0046	0.6%	49%	False	False	79
100	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	49%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8422
2.618	0.8301
1.618	0.8227
1.000	0.8181
0.618	0.8153
HIGH	0.8107
0.618	0.8079
0.500	0.8070
0.382	0.8061
LOW	0.8033
0.618	0.7987
1.000	0.7959
1.618	0.7913
2.618	0.7839
4.250	0.7719

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	0.8070	0.8070
PP	0.8069	0.8069
S1	0.8067	0.8067

Download as Excel Spreadsheet

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

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