CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.7941	0.7932	-0.0009	-0.1%	0.8020
High	0.7953	0.8029	0.0076	1.0%	0.8065
Low	0.7900	0.7928	0.0028	0.4%	0.7888
Close	0.7931	0.8000	0.0069	0.9%	0.7938
Range	0.0053	0.0101	0.0048	90.6%	0.0177
ATR	0.0078	0.0080	0.0002	2.1%	0.0000
Volume	49,693	60,641	10,948	22.0%	274,154

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8245	0.8056
R3	0.8188	0.8144	0.8028
R2	0.8087	0.8087	0.8019
R1	0.8043	0.8043	0.8009	0.8065
PP	0.7986	0.7986	0.7986	0.7997
S1	0.7942	0.7942	0.7991	0.7964
S2	0.7885	0.7885	0.7981
S3	0.7784	0.7841	0.7972
S4	0.7683	0.7740	0.7944

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8393	0.8035
R3	0.8318	0.8216	0.7987
R2	0.8141	0.8141	0.7970
R1	0.8039	0.8039	0.7954	0.8002
PP	0.7964	0.7964	0.7964	0.7945
S1	0.7862	0.7862	0.7922	0.7825
S2	0.7787	0.7787	0.7906
S3	0.7610	0.7685	0.7889
S4	0.7433	0.7508	0.7841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8065	0.7888	0.0177	2.2%	0.0078	1.0%	63%	False	False	59,694
10	0.8065	0.7814	0.0251	3.1%	0.0071	0.9%	74%	False	False	57,492
20	0.8065	0.7781	0.0284	3.6%	0.0084	1.1%	77%	False	False	63,628
40	0.8076	0.7781	0.0295	3.7%	0.0078	1.0%	74%	False	False	41,068
60	0.8340	0.7781	0.0559	7.0%	0.0085	1.1%	39%	False	False	27,596
80	0.8613	0.7781	0.0832	10.4%	0.0077	1.0%	26%	False	False	20,802
100	0.8876	0.7781	0.1095	13.7%	0.0071	0.9%	20%	False	False	16,676
120	0.8928	0.7781	0.1147	14.3%	0.0065	0.8%	19%	False	False	13,904

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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8458
2.618	0.8293
1.618	0.8192
1.000	0.8130
0.618	0.8091
HIGH	0.8029
0.618	0.7990
0.500	0.7979
0.382	0.7967
LOW	0.7928
0.618	0.7866
1.000	0.7827
1.618	0.7765
2.618	0.7664
4.250	0.7499

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.7993	0.7986
PP	0.7986	0.7972
S1	0.7979	0.7959

Download as Excel Spreadsheet

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

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