CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	0.7926	0.7877	-0.0049	-0.6%	0.7964
High	0.7930	0.7896	-0.0034	-0.4%	0.8049
Low	0.7862	0.7814	-0.0048	-0.6%	0.7916
Close	0.7875	0.7892	0.0017	0.2%	0.7930
Range	0.0068	0.0082	0.0014	20.6%	0.0133
ATR	0.0086	0.0086	0.0000	-0.3%	0.0000
Volume	46,565	79,032	32,467	69.7%	321,527

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8113	0.8085	0.7937
R3	0.8031	0.8003	0.7915
R2	0.7949	0.7949	0.7907
R1	0.7921	0.7921	0.7900	0.7935
PP	0.7867	0.7867	0.7867	0.7875
S1	0.7839	0.7839	0.7884	0.7853
S2	0.7785	0.7785	0.7877
S3	0.7703	0.7757	0.7869
S4	0.7621	0.7675	0.7847

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8364	0.8280	0.8003
R3	0.8231	0.8147	0.7967
R2	0.8098	0.8098	0.7954
R1	0.8014	0.8014	0.7942	0.7990
PP	0.7965	0.7965	0.7965	0.7953
S1	0.7881	0.7881	0.7918	0.7857
S2	0.7832	0.7832	0.7906
S3	0.7699	0.7748	0.7893
S4	0.7566	0.7615	0.7857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8049	0.7814	0.0235	3.0%	0.0073	0.9%	33%	False	True	65,388
10	0.8049	0.7781	0.0268	3.4%	0.0103	1.3%	41%	False	False	72,218
20	0.8049	0.7781	0.0268	3.4%	0.0087	1.1%	41%	False	False	56,768
40	0.8076	0.7781	0.0295	3.7%	0.0086	1.1%	38%	False	False	28,821
60	0.8492	0.7781	0.0711	9.0%	0.0084	1.1%	16%	False	False	19,382
80	0.8775	0.7781	0.0994	12.6%	0.0074	0.9%	11%	False	False	14,632
100	0.8876	0.7781	0.1095	13.9%	0.0068	0.9%	10%	False	False	11,720
120	0.8961	0.7781	0.1180	15.0%	0.0063	0.8%	9%	False	False	9,774

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8245
2.618	0.8111
1.618	0.8029
1.000	0.7978
0.618	0.7947
HIGH	0.7896
0.618	0.7865
0.500	0.7855
0.382	0.7845
LOW	0.7814
0.618	0.7763
1.000	0.7732
1.618	0.7681
2.618	0.7599
4.250	0.7466

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	0.7880	0.7913
PP	0.7867	0.7906
S1	0.7855	0.7899

Download as Excel Spreadsheet

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

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