CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	0.7870	0.7834	-0.0036	-0.5%	0.7984
High	0.7884	0.7920	0.0036	0.5%	0.8047
Low	0.7801	0.7820	0.0019	0.2%	0.7909
Close	0.7824	0.7855	0.0031	0.4%	0.7917
Range	0.0083	0.0100	0.0017	20.5%	0.0138
ATR	0.0077	0.0079	0.0002	2.1%	0.0000
Volume	63,590	43,273	-20,317	-31.9%	24,909

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8165	0.8110	0.7910
R3	0.8065	0.8010	0.7883
R2	0.7965	0.7965	0.7873
R1	0.7910	0.7910	0.7864	0.7938
PP	0.7865	0.7865	0.7865	0.7879
S1	0.7810	0.7810	0.7846	0.7838
S2	0.7765	0.7765	0.7837
S3	0.7665	0.7710	0.7828
S4	0.7565	0.7610	0.7800

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	0.8015	0.7801	0.0214	2.7%	0.0076	1.0%	25%	False	False	35,547
10	0.8047	0.7801	0.0246	3.1%	0.0071	0.9%	22%	False	False	19,370
20	0.8076	0.7801	0.0275	3.5%	0.0075	1.0%	20%	False	False	10,155
40	0.8435	0.7801	0.0634	8.1%	0.0087	1.1%	9%	False	False	5,402
60	0.8613	0.7801	0.0812	10.3%	0.0073	0.9%	7%	False	False	3,732
80	0.8876	0.7801	0.1075	13.7%	0.0066	0.8%	5%	False	False	2,839
100	0.8928	0.7801	0.1127	14.3%	0.0060	0.8%	5%	False	False	2,282
120	0.9120	0.7801	0.1319	16.8%	0.0056	0.7%	4%	False	False	1,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8345
2.618	0.8182
1.618	0.8082
1.000	0.8020
0.618	0.7982
HIGH	0.7920
0.618	0.7882
0.500	0.7870
0.382	0.7858
LOW	0.7820
0.618	0.7758
1.000	0.7720
1.618	0.7658
2.618	0.7558
4.250	0.7395

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	0.7870	0.7863
PP	0.7865	0.7860
S1	0.7860	0.7858

Download as Excel Spreadsheet

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

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