CME Canadian Dollar Future September 2015

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

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	0.7990	0.7981	-0.0009	-0.1%	0.7800
High	0.7999	0.8040	0.0041	0.5%	0.8015
Low	0.7960	0.7979	0.0019	0.2%	0.7777
Close	0.7973	0.7998	0.0025	0.3%	0.7934
Range	0.0039	0.0061	0.0022	56.4%	0.0238
ATR	0.0077	0.0076	-0.0001	-0.9%	0.0000
Volume	104	82	-22	-21.2%	869

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8189	0.8154	0.8032
R3	0.8128	0.8093	0.8015
R2	0.8067	0.8067	0.8009
R1	0.8032	0.8032	0.8004	0.8050
PP	0.8006	0.8006	0.8006	0.8014
S1	0.7971	0.7971	0.7992	0.7989
S2	0.7945	0.7945	0.7987
S3	0.7884	0.7910	0.7981
S4	0.7823	0.7849	0.7964

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	0.8040	0.7850	0.0190	2.4%	0.0066	0.8%	78%	True	False	90
10	0.8040	0.7777	0.0263	3.3%	0.0082	1.0%	84%	True	False	147
20	0.8040	0.7777	0.0263	3.3%	0.0069	0.9%	84%	True	False	210
40	0.8075	0.7777	0.0298	3.7%	0.0066	0.8%	74%	False	False	153
60	0.8581	0.7777	0.0804	10.1%	0.0060	0.8%	27%	False	False	115
80	0.8775	0.7777	0.0998	12.5%	0.0051	0.6%	22%	False	False	96
100	0.8843	0.7777	0.1066	13.3%	0.0042	0.5%	21%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8299
2.618	0.8200
1.618	0.8139
1.000	0.8101
0.618	0.8078
HIGH	0.8040
0.618	0.8017
0.500	0.8010
0.382	0.8002
LOW	0.7979
0.618	0.7941
1.000	0.7918
1.618	0.7880
2.618	0.7819
4.250	0.7720

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	0.8010	0.8000
PP	0.8006	0.7999
S1	0.8002	0.7999

Download as Excel Spreadsheet

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

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