CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	0.8327	0.8320	-0.0007	-0.1%	0.8409
High	0.8333	0.8340	0.0007	0.1%	0.8435
Low	0.8275	0.8229	-0.0046	-0.6%	0.8275
Close	0.8331	0.8239	-0.0092	-1.1%	0.8331
Range	0.0058	0.0111	0.0053	91.4%	0.0160
ATR	0.0057	0.0061	0.0004	6.7%	0.0000
Volume	469	429	-40	-8.5%	1,699

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8602	0.8532	0.8300
R3	0.8491	0.8421	0.8270
R2	0.8380	0.8380	0.8259
R1	0.8310	0.8310	0.8249	0.8290
PP	0.8269	0.8269	0.8269	0.8259
S1	0.8199	0.8199	0.8229	0.8179
S2	0.8158	0.8158	0.8219
S3	0.8047	0.8088	0.8208
S4	0.7936	0.7977	0.8178

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8827	0.8739	0.8419
R3	0.8667	0.8579	0.8375
R2	0.8507	0.8507	0.8360
R1	0.8419	0.8419	0.8346	0.8383
PP	0.8347	0.8347	0.8347	0.8329
S1	0.8259	0.8259	0.8316	0.8223
S2	0.8187	0.8187	0.8302
S3	0.8027	0.8099	0.8287
S4	0.7867	0.7939	0.8243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8435	0.8229	0.0206	2.5%	0.0078	0.9%	5%	False	True	395
10	0.8492	0.8229	0.0263	3.2%	0.0067	0.8%	4%	False	True	328
20	0.8613	0.8229	0.0384	4.7%	0.0055	0.7%	3%	False	True	264
40	0.8876	0.8229	0.0647	7.9%	0.0052	0.6%	2%	False	True	318
60	0.8928	0.8229	0.0699	8.5%	0.0045	0.5%	1%	False	True	225
80	0.8966	0.8229	0.0737	8.9%	0.0044	0.5%	1%	False	True	178
100	0.9161	0.8229	0.0932	11.3%	0.0038	0.5%	1%	False	True	145

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8812
2.618	0.8631
1.618	0.8520
1.000	0.8451
0.618	0.8409
HIGH	0.8340
0.618	0.8298
0.500	0.8285
0.382	0.8271
LOW	0.8229
0.618	0.8160
1.000	0.8118
1.618	0.8049
2.618	0.7938
4.250	0.7757

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	0.8285	0.8332
PP	0.8269	0.8301
S1	0.8254	0.8270

Download as Excel Spreadsheet

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

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