CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	0.8429	0.8409	-0.0020	-0.2%	0.8440
High	0.8440	0.8416	-0.0024	-0.3%	0.8492
Low	0.8389	0.8323	-0.0066	-0.8%	0.8389
Close	0.8402	0.8333	-0.0069	-0.8%	0.8402
Range	0.0051	0.0093	0.0042	82.4%	0.0103
ATR	0.0049	0.0053	0.0003	6.3%	0.0000
Volume	175	152	-23	-13.1%	1,847

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8636	0.8578	0.8384
R3	0.8543	0.8485	0.8359
R2	0.8450	0.8450	0.8350
R1	0.8392	0.8392	0.8342	0.8375
PP	0.8357	0.8357	0.8357	0.8349
S1	0.8299	0.8299	0.8324	0.8282
S2	0.8264	0.8264	0.8316
S3	0.8171	0.8206	0.8307
S4	0.8078	0.8113	0.8282

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8737	0.8672	0.8459
R3	0.8634	0.8569	0.8430
R2	0.8531	0.8531	0.8421
R1	0.8466	0.8466	0.8411	0.8447
PP	0.8428	0.8428	0.8428	0.8418
S1	0.8363	0.8363	0.8393	0.8344
S2	0.8325	0.8325	0.8383
S3	0.8222	0.8260	0.8374
S4	0.8119	0.8157	0.8345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8492	0.8323	0.0169	2.0%	0.0056	0.7%	6%	False	True	261
10	0.8613	0.8323	0.0290	3.5%	0.0053	0.6%	3%	False	True	255
20	0.8641	0.8323	0.0318	3.8%	0.0047	0.6%	3%	False	True	421
40	0.8876	0.8323	0.0553	6.6%	0.0046	0.5%	2%	False	True	271
60	0.8928	0.8323	0.0605	7.3%	0.0043	0.5%	2%	False	True	198
80	0.9120	0.8323	0.0797	9.6%	0.0040	0.5%	1%	False	True	153
100	0.9161	0.8323	0.0838	10.1%	0.0034	0.4%	1%	False	True	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8811
2.618	0.8659
1.618	0.8566
1.000	0.8509
0.618	0.8473
HIGH	0.8416
0.618	0.8380
0.500	0.8370
0.382	0.8359
LOW	0.8323
0.618	0.8266
1.000	0.8230
1.618	0.8173
2.618	0.8080
4.250	0.7928

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	0.8370	0.8383
PP	0.8357	0.8366
S1	0.8345	0.8350

Download as Excel Spreadsheet

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

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