CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	0.8007	0.7985	-0.0022	-0.3%	0.7926
High	0.8021	0.8065	0.0044	0.5%	0.7955
Low	0.7978	0.7955	-0.0023	-0.3%	0.7814
Close	0.7996	0.7967	-0.0029	-0.4%	0.7951
Range	0.0043	0.0110	0.0067	155.8%	0.0141
ATR	0.0081	0.0083	0.0002	2.6%	0.0000
Volume	49,469	79,297	29,828	60.3%	236,999

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8326	0.8256	0.8028
R3	0.8216	0.8146	0.7997
R2	0.8106	0.8106	0.7987
R1	0.8036	0.8036	0.7977	0.8016
PP	0.7996	0.7996	0.7996	0.7986
S1	0.7926	0.7926	0.7957	0.7906
S2	0.7886	0.7886	0.7947
S3	0.7776	0.7816	0.7937
S4	0.7666	0.7706	0.7907

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8281	0.8029
R3	0.8189	0.8140	0.7990
R2	0.8048	0.8048	0.7977
R1	0.7999	0.7999	0.7964	0.8024
PP	0.7907	0.7907	0.7907	0.7919
S1	0.7858	0.7858	0.7938	0.7883
S2	0.7766	0.7766	0.7925
S3	0.7625	0.7717	0.7912
S4	0.7484	0.7576	0.7873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8065	0.7860	0.0205	2.6%	0.0069	0.9%	52%	True	False	55,342
10	0.8065	0.7814	0.0251	3.2%	0.0071	0.9%	61%	True	False	60,365
20	0.8065	0.7781	0.0284	3.6%	0.0086	1.1%	65%	True	False	66,409
40	0.8076	0.7781	0.0295	3.7%	0.0080	1.0%	63%	False	False	35,632
60	0.8435	0.7781	0.0654	8.2%	0.0086	1.1%	28%	False	False	23,963
80	0.8661	0.7781	0.0880	11.0%	0.0075	0.9%	21%	False	False	18,084
100	0.8876	0.7781	0.1095	13.7%	0.0069	0.9%	17%	False	False	14,485
120	0.8928	0.7781	0.1147	14.4%	0.0064	0.8%	16%	False	False	12,079

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	0.0016
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8533
2.618	0.8353
1.618	0.8243
1.000	0.8175
0.618	0.8133
HIGH	0.8065
0.618	0.8023
0.500	0.8010
0.382	0.7997
LOW	0.7955
0.618	0.7887
1.000	0.7845
1.618	0.7777
2.618	0.7667
4.250	0.7488

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	0.8010	0.8010
PP	0.7996	0.7996
S1	0.7981	0.7981

Download as Excel Spreadsheet

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

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