CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	0.7866	0.7867	0.0001	0.0%	0.7933
High	0.7886	0.7935	0.0049	0.6%	0.8040
Low	0.7809	0.7857	0.0048	0.6%	0.7910
Close	0.7884	0.7908	0.0024	0.3%	0.7922
Range	0.0077	0.0078	0.0001	1.3%	0.0130
ATR	0.0076	0.0077	0.0000	0.1%	0.0000
Volume	322	348	26	8.1%	889

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8099	0.7951
R3	0.8056	0.8021	0.7929
R2	0.7978	0.7978	0.7922
R1	0.7943	0.7943	0.7915	0.7961
PP	0.7900	0.7900	0.7900	0.7909
S1	0.7865	0.7865	0.7901	0.7883
S2	0.7822	0.7822	0.7894
S3	0.7744	0.7787	0.7887
S4	0.7666	0.7709	0.7865

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8265	0.7994
R3	0.8217	0.8135	0.7958
R2	0.8087	0.8087	0.7946
R1	0.8005	0.8005	0.7934	0.7981
PP	0.7957	0.7957	0.7957	0.7946
S1	0.7875	0.7875	0.7910	0.7851
S2	0.7827	0.7827	0.7898
S3	0.7697	0.7745	0.7886
S4	0.7567	0.7615	0.7851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8040	0.7809	0.0231	2.9%	0.0073	0.9%	43%	False	False	324
10	0.8040	0.7809	0.0231	2.9%	0.0078	1.0%	43%	False	False	240
20	0.8040	0.7777	0.0263	3.3%	0.0076	1.0%	50%	False	False	250
40	0.8075	0.7777	0.0298	3.8%	0.0064	0.8%	44%	False	False	177
60	0.8446	0.7777	0.0669	8.5%	0.0064	0.8%	20%	False	False	139
80	0.8710	0.7777	0.0933	11.8%	0.0054	0.7%	14%	False	False	115
100	0.8843	0.7777	0.1066	13.5%	0.0044	0.6%	12%	False	False	97

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8267
2.618	0.8139
1.618	0.8061
1.000	0.8013
0.618	0.7983
HIGH	0.7935
0.618	0.7905
0.500	0.7896
0.382	0.7887
LOW	0.7857
0.618	0.7809
1.000	0.7779
1.618	0.7731
2.618	0.7653
4.250	0.7526

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	0.7904	0.7896
PP	0.7900	0.7884
S1	0.7896	0.7872

Download as Excel Spreadsheet

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

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