CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	0.8000	0.7988	-0.0012	-0.2%	0.7925
High	0.8025	0.8035	0.0010	0.1%	0.8050
Low	0.7992	0.7960	-0.0032	-0.4%	0.7896
Close	0.7992	0.8035	0.0043	0.5%	0.7972
Range	0.0033	0.0075	0.0042	127.3%	0.0154
ATR	0.0067	0.0068	0.0001	0.8%	0.0000
Volume	17	261	244	1,435.3%	386

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8235	0.8210	0.8076
R3	0.8160	0.8135	0.8056
R2	0.8085	0.8085	0.8049
R1	0.8060	0.8060	0.8042	0.8073
PP	0.8010	0.8010	0.8010	0.8016
S1	0.7985	0.7985	0.8028	0.7998
S2	0.7935	0.7935	0.8021
S3	0.7860	0.7910	0.8014
S4	0.7785	0.7835	0.7994

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8435	0.8357	0.8057
R3	0.8281	0.8203	0.8014
R2	0.8127	0.8127	0.8000
R1	0.8049	0.8049	0.7986	0.8088
PP	0.7973	0.7973	0.7973	0.7992
S1	0.7895	0.7895	0.7958	0.7934
S2	0.7819	0.7819	0.7944
S3	0.7665	0.7741	0.7930
S4	0.7511	0.7587	0.7887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8050	0.7950	0.0100	1.2%	0.0054	0.7%	85%	False	False	155
10	0.8050	0.7896	0.0154	1.9%	0.0054	0.7%	90%	False	False	144
20	0.8075	0.7864	0.0211	2.6%	0.0053	0.7%	81%	False	False	103
40	0.8446	0.7820	0.0626	7.8%	0.0058	0.7%	34%	False	False	84
60	0.8710	0.7820	0.0890	11.1%	0.0047	0.6%	24%	False	False	70
80	0.8843	0.7820	0.1023	12.7%	0.0037	0.5%	21%	False	False	58

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

Fibonacci Retracements and Extensions
4.250	0.8354
2.618	0.8231
1.618	0.8156
1.000	0.8110
0.618	0.8081
HIGH	0.8035
0.618	0.8006
0.500	0.7998
0.382	0.7989
LOW	0.7960
0.618	0.7914
1.000	0.7885
1.618	0.7839
2.618	0.7764
4.250	0.7641

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	0.8023	0.8021
PP	0.8010	0.8007
S1	0.7998	0.7993

Download as Excel Spreadsheet

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

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