CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	0.7877	0.7879	0.0002	0.0%	0.7964
High	0.7896	0.7944	0.0048	0.6%	0.8049
Low	0.7814	0.7860	0.0046	0.6%	0.7916
Close	0.7892	0.7916	0.0024	0.3%	0.7930
Range	0.0082	0.0084	0.0002	2.4%	0.0133
ATR	0.0086	0.0086	0.0000	-0.2%	0.0000
Volume	79,032	59,634	-19,398	-24.5%	321,527

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8121	0.7962
R3	0.8075	0.8037	0.7939
R2	0.7991	0.7991	0.7931
R1	0.7953	0.7953	0.7924	0.7972
PP	0.7907	0.7907	0.7907	0.7916
S1	0.7869	0.7869	0.7908	0.7888
S2	0.7823	0.7823	0.7901
S3	0.7739	0.7785	0.7893
S4	0.7655	0.7701	0.7870

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%	0.0082	1.0%	43%	False	False	65,446
10	0.8049	0.7814	0.0235	3.0%	0.0087	1.1%	43%	False	False	66,841
20	0.8049	0.7781	0.0268	3.4%	0.0087	1.1%	50%	False	False	59,264
40	0.8076	0.7781	0.0295	3.7%	0.0084	1.1%	46%	False	False	30,292
60	0.8492	0.7781	0.0711	9.0%	0.0084	1.1%	19%	False	False	20,364
80	0.8730	0.7781	0.0949	12.0%	0.0075	0.9%	14%	False	False	15,375
100	0.8876	0.7781	0.1095	13.8%	0.0068	0.9%	12%	False	False	12,316
120	0.8961	0.7781	0.1180	14.9%	0.0063	0.8%	11%	False	False	10,271

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8301
2.618	0.8164
1.618	0.8080
1.000	0.8028
0.618	0.7996
HIGH	0.7944
0.618	0.7912
0.500	0.7902
0.382	0.7892
LOW	0.7860
0.618	0.7808
1.000	0.7776
1.618	0.7724
2.618	0.7640
4.250	0.7503

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	0.7911	0.7904
PP	0.7907	0.7891
S1	0.7902	0.7879

Download as Excel Spreadsheet

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

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