CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	0.8036	0.7995	-0.0041	-0.5%	0.7984
High	0.8047	0.8015	-0.0032	-0.4%	0.8047
Low	0.7975	0.7909	-0.0066	-0.8%	0.7909
Close	0.7982	0.7917	-0.0065	-0.8%	0.7917
Range	0.0072	0.0106	0.0034	47.2%	0.0138
ATR	0.0080	0.0082	0.0002	2.4%	0.0000
Volume	3,290	9,922	6,632	201.6%	24,909

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8197	0.7975
R3	0.8159	0.8091	0.7946
R2	0.8053	0.8053	0.7936
R1	0.7985	0.7985	0.7927	0.7966
PP	0.7947	0.7947	0.7947	0.7938
S1	0.7879	0.7879	0.7907	0.7860
S2	0.7841	0.7841	0.7898
S3	0.7735	0.7773	0.7888
S4	0.7629	0.7667	0.7859

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8372	0.8282	0.7993
R3	0.8234	0.8144	0.7955
R2	0.8096	0.8096	0.7942
R1	0.8006	0.8006	0.7930	0.7982
PP	0.7958	0.7958	0.7958	0.7946
S1	0.7868	0.7868	0.7904	0.7844
S2	0.7820	0.7820	0.7892
S3	0.7682	0.7730	0.7879
S4	0.7544	0.7592	0.7841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8047	0.7909	0.0138	1.7%	0.0078	1.0%	6%	False	True	4,981
10	0.8060	0.7891	0.0169	2.1%	0.0075	1.0%	15%	False	False	3,014
20	0.8076	0.7868	0.0208	2.6%	0.0078	1.0%	24%	False	False	1,884
40	0.8443	0.7802	0.0641	8.1%	0.0085	1.1%	18%	False	False	1,224
60	0.8724	0.7802	0.0922	11.6%	0.0072	0.9%	12%	False	False	962
80	0.8876	0.7802	0.1074	13.6%	0.0064	0.8%	11%	False	False	743
100	0.8928	0.7802	0.1126	14.2%	0.0059	0.7%	10%	False	False	604
120	0.9120	0.7802	0.1318	16.6%	0.0054	0.7%	9%	False	False	507

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

Fibonacci Retracements and Extensions
4.250	0.8466
2.618	0.8293
1.618	0.8187
1.000	0.8121
0.618	0.8081
HIGH	0.8015
0.618	0.7975
0.500	0.7962
0.382	0.7949
LOW	0.7909
0.618	0.7843
1.000	0.7803
1.618	0.7737
2.618	0.7631
4.250	0.7459

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	0.7962	0.7978
PP	0.7947	0.7958
S1	0.7932	0.7937

Download as Excel Spreadsheet

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

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