CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	0.7992	0.8050	0.0058	0.7%	0.8021
High	0.8039	0.8050	0.0011	0.1%	0.8075
Low	0.7992	0.7962	-0.0030	-0.4%	0.7950
Close	0.8028	0.7962	-0.0066	-0.8%	0.7967
Range	0.0047	0.0088	0.0041	87.2%	0.0125
ATR	0.0070	0.0071	0.0001	1.9%	0.0000
Volume	264	42	-222	-84.1%	550

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8255	0.8197	0.8010
R3	0.8167	0.8109	0.7986
R2	0.8079	0.8079	0.7978
R1	0.8021	0.8021	0.7970	0.8006
PP	0.7991	0.7991	0.7991	0.7984
S1	0.7933	0.7933	0.7954	0.7918
S2	0.7903	0.7903	0.7946
S3	0.7815	0.7845	0.7938
S4	0.7727	0.7757	0.7914

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8372	0.8295	0.8036
R3	0.8247	0.8170	0.8001
R2	0.8122	0.8122	0.7990
R1	0.8045	0.8045	0.7978	0.8021
PP	0.7997	0.7997	0.7997	0.7986
S1	0.7920	0.7920	0.7956	0.7896
S2	0.7872	0.7872	0.7944
S3	0.7747	0.7795	0.7933
S4	0.7622	0.7670	0.7898

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8050	0.7896	0.0154	1.9%	0.0064	0.8%	43%	True	False	140
10	0.8075	0.7896	0.0179	2.2%	0.0053	0.7%	37%	False	False	100
20	0.8075	0.7820	0.0255	3.2%	0.0062	0.8%	56%	False	False	96
40	0.8581	0.7820	0.0761	9.6%	0.0056	0.7%	19%	False	False	68
60	0.8775	0.7820	0.0955	12.0%	0.0044	0.6%	15%	False	False	59
80	0.8843	0.7820	0.1023	12.8%	0.0035	0.4%	14%	False	False	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8424
2.618	0.8280
1.618	0.8192
1.000	0.8138
0.618	0.8104
HIGH	0.8050
0.618	0.8016
0.500	0.8006
0.382	0.7996
LOW	0.7962
0.618	0.7908
1.000	0.7874
1.618	0.7820
2.618	0.7732
4.250	0.7588

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	0.8006	0.7973
PP	0.7991	0.7969
S1	0.7977	0.7966

Download as Excel Spreadsheet

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

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