CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	0.8326	0.8359	0.0033	0.4%	0.8215
High	0.8379	0.8386	0.0007	0.1%	0.8370
Low	0.8309	0.8324	0.0015	0.2%	0.8205
Close	0.8349	0.8333	-0.0016	-0.2%	0.8263
Range	0.0070	0.0062	-0.0008	-11.4%	0.0165
ATR	0.0081	0.0080	-0.0001	-1.7%	0.0000
Volume	63,550	57,411	-6,139	-9.7%	288,107

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8534	0.8495	0.8367
R3	0.8472	0.8433	0.8350
R2	0.8410	0.8410	0.8344
R1	0.8371	0.8371	0.8339	0.8360
PP	0.8348	0.8348	0.8348	0.8342
S1	0.8309	0.8309	0.8327	0.8298
S2	0.8286	0.8286	0.8322
S3	0.8224	0.8247	0.8316
S4	0.8162	0.8185	0.8299

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8774	0.8684	0.8354
R3	0.8609	0.8519	0.8308
R2	0.8444	0.8444	0.8293
R1	0.8354	0.8354	0.8278	0.8399
PP	0.8279	0.8279	0.8279	0.8302
S1	0.8189	0.8189	0.8248	0.8234
S2	0.8114	0.8114	0.8233
S3	0.7949	0.8024	0.8218
S4	0.7784	0.7859	0.8172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8386	0.8230	0.0156	1.9%	0.0069	0.8%	66%	True	False	56,521
10	0.8386	0.8188	0.0198	2.4%	0.0078	0.9%	73%	True	False	55,605
20	0.8386	0.8120	0.0266	3.2%	0.0078	0.9%	80%	True	False	59,530
40	0.8386	0.7814	0.0572	6.9%	0.0082	1.0%	91%	True	False	63,334
60	0.8386	0.7781	0.0605	7.3%	0.0081	1.0%	91%	True	False	51,167
80	0.8386	0.7781	0.0605	7.3%	0.0085	1.0%	91%	True	False	38,544
100	0.8613	0.7781	0.0832	10.0%	0.0079	0.9%	66%	False	False	30,888
120	0.8876	0.7781	0.1095	13.1%	0.0074	0.9%	50%	False	False	25,802

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8650
2.618	0.8548
1.618	0.8486
1.000	0.8448
0.618	0.8424
HIGH	0.8386
0.618	0.8362
0.500	0.8355
0.382	0.8348
LOW	0.8324
0.618	0.8286
1.000	0.8262
1.618	0.8224
2.618	0.8162
4.250	0.8061

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	0.8355	0.8329
PP	0.8348	0.8325
S1	0.8340	0.8321

Download as Excel Spreadsheet

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

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