CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 03-Apr-2015

Day Change Summary
	Previous	Current
	02-Apr-2015	03-Apr-2015	Change	Change %	Previous Week
Open	0.7912	0.7945	0.0033	0.4%	0.7905
High	0.7944	0.8029	0.0085	1.1%	0.8029
Low	0.7892	0.7945	0.0053	0.7%	0.7809
Close	0.7943	0.8015	0.0072	0.9%	0.8015
Range	0.0052	0.0084	0.0032	61.5%	0.0220
ATR	0.0075	0.0076	0.0001	1.1%	0.0000
Volume	219	189	-30	-13.7%	1,421

Daily Pivots for day following 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8248	0.8216	0.8061
R3	0.8164	0.8132	0.8038
R2	0.8080	0.8080	0.8030
R1	0.8048	0.8048	0.8023	0.8064
PP	0.7996	0.7996	0.7996	0.8005
S1	0.7964	0.7964	0.8007	0.7980
S2	0.7912	0.7912	0.8000
S3	0.7828	0.7880	0.7992
S4	0.7744	0.7796	0.7969

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8611	0.8533	0.8136
R3	0.8391	0.8313	0.8076
R2	0.8171	0.8171	0.8055
R1	0.8093	0.8093	0.8035	0.8132
PP	0.7951	0.7951	0.7951	0.7971
S1	0.7873	0.7873	0.7995	0.7912
S2	0.7731	0.7731	0.7975
S3	0.7511	0.7653	0.7955
S4	0.7291	0.7433	0.7894

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8029	0.7809	0.0220	2.7%	0.0070	0.9%	94%	True	False	284
10	0.8040	0.7809	0.0231	2.9%	0.0067	0.8%	89%	False	False	231
20	0.8040	0.7777	0.0263	3.3%	0.0074	0.9%	90%	False	False	227
40	0.8075	0.7777	0.0298	3.7%	0.0065	0.8%	80%	False	False	183
60	0.8421	0.7777	0.0644	8.0%	0.0065	0.8%	37%	False	False	145
80	0.8687	0.7777	0.0910	11.4%	0.0055	0.7%	26%	False	False	120
100	0.8843	0.7777	0.1066	13.3%	0.0045	0.6%	22%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8386
2.618	0.8249
1.618	0.8165
1.000	0.8113
0.618	0.8081
HIGH	0.8029
0.618	0.7997
0.500	0.7987
0.382	0.7977
LOW	0.7945
0.618	0.7893
1.000	0.7861
1.618	0.7809
2.618	0.7725
4.250	0.7588

Fisher Pivots for day following 03-Apr-2015
Pivot	1 day	3 day
R1	0.8006	0.7991
PP	0.7996	0.7967
S1	0.7987	0.7943

Download as Excel Spreadsheet

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

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