CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	0.7970	0.7946	-0.0024	-0.3%	0.8025
High	0.7971	0.8002	0.0031	0.4%	0.8076
Low	0.7915	0.7891	-0.0024	-0.3%	0.7953
Close	0.7942	0.7987	0.0045	0.6%	0.7970
Range	0.0056	0.0111	0.0055	98.2%	0.0123
ATR	0.0084	0.0086	0.0002	2.3%	0.0000
Volume	723	1,107	384	53.1%	4,288

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8293	0.8251	0.8048
R3	0.8182	0.8140	0.8018
R2	0.8071	0.8071	0.8007
R1	0.8029	0.8029	0.7997	0.8050
PP	0.7960	0.7960	0.7960	0.7971
S1	0.7918	0.7918	0.7977	0.7939
S2	0.7849	0.7849	0.7967
S3	0.7738	0.7807	0.7956
S4	0.7627	0.7696	0.7926

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8292	0.8038
R3	0.8246	0.8169	0.8004
R2	0.8123	0.8123	0.7993
R1	0.8046	0.8046	0.7981	0.8023
PP	0.8000	0.8000	0.8000	0.7988
S1	0.7923	0.7923	0.7959	0.7900
S2	0.7877	0.7877	0.7947
S3	0.7754	0.7800	0.7936
S4	0.7631	0.7677	0.7902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8064	0.7891	0.0173	2.2%	0.0074	0.9%	55%	False	True	997
10	0.8076	0.7868	0.0208	2.6%	0.0082	1.0%	57%	False	False	785
20	0.8076	0.7802	0.0274	3.4%	0.0094	1.2%	68%	False	False	726
40	0.8613	0.7802	0.0811	10.2%	0.0080	1.0%	23%	False	False	571
60	0.8863	0.7802	0.1061	13.3%	0.0070	0.9%	17%	False	False	510
80	0.8928	0.7802	0.1126	14.1%	0.0061	0.8%	16%	False	False	394
100	0.8966	0.7802	0.1164	14.6%	0.0058	0.7%	16%	False	False	324
120	0.9129	0.7802	0.1327	16.6%	0.0050	0.6%	14%	False	False	273

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	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8293
1.618	0.8182
1.000	0.8113
0.618	0.8071
HIGH	0.8002
0.618	0.7960
0.500	0.7947
0.382	0.7933
LOW	0.7891
0.618	0.7822
1.000	0.7780
1.618	0.7711
2.618	0.7600
4.250	0.7419

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	0.7974	0.7979
PP	0.7960	0.7971
S1	0.7947	0.7963

Download as Excel Spreadsheet

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

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