CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.7930	0.7850	-0.0080	-1.0%	0.7800
High	0.7975	0.7950	-0.0025	-0.3%	0.8015
Low	0.7825	0.7850	0.0025	0.3%	0.7777
Close	0.7834	0.7934	0.0100	1.3%	0.7934
Range	0.0150	0.0100	-0.0050	-33.3%	0.0238
ATR	0.0080	0.0082	0.0003	3.3%	0.0000
Volume	417	89	-328	-78.7%	869

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8173	0.7989
R3	0.8111	0.8073	0.7962
R2	0.8011	0.8011	0.7952
R1	0.7973	0.7973	0.7943	0.7992
PP	0.7911	0.7911	0.7911	0.7921
S1	0.7873	0.7873	0.7925	0.7892
S2	0.7811	0.7811	0.7916
S3	0.7711	0.7773	0.7907
S4	0.7611	0.7673	0.7879

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8623	0.8516	0.8065
R3	0.8385	0.8278	0.7999
R2	0.8147	0.8147	0.7978
R1	0.8040	0.8040	0.7956	0.8094
PP	0.7909	0.7909	0.7909	0.7935
S1	0.7802	0.7802	0.7912	0.7856
S2	0.7671	0.7671	0.7890
S3	0.7433	0.7564	0.7869
S4	0.7195	0.7326	0.7803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8015	0.7777	0.0238	3.0%	0.0107	1.4%	66%	False	False	173
10	0.8015	0.7777	0.0238	3.0%	0.0081	1.0%	66%	False	False	224
20	0.8050	0.7777	0.0273	3.4%	0.0071	0.9%	58%	False	False	209
40	0.8075	0.7777	0.0298	3.8%	0.0066	0.8%	53%	False	False	148
60	0.8581	0.7777	0.0804	10.1%	0.0057	0.7%	20%	False	False	110
80	0.8843	0.7777	0.1066	13.4%	0.0048	0.6%	15%	False	False	94
100	0.8911	0.7777	0.1134	14.3%	0.0041	0.5%	14%	False	False	80

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8375
2.618	0.8212
1.618	0.8112
1.000	0.8050
0.618	0.8012
HIGH	0.7950
0.618	0.7912
0.500	0.7900
0.382	0.7888
LOW	0.7850
0.618	0.7788
1.000	0.7750
1.618	0.7688
2.618	0.7588
4.250	0.7425

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.7923	0.7921
PP	0.7911	0.7909
S1	0.7900	0.7896

Download as Excel Spreadsheet

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

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