CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-Apr-2015

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	0.7990	0.8006	0.0016	0.2%	0.7905
High	0.8020	0.8011	-0.0009	-0.1%	0.8029
Low	0.7985	0.7972	-0.0013	-0.2%	0.7809
Close	0.8004	0.7987	-0.0017	-0.2%	0.8015
Range	0.0035	0.0039	0.0004	11.4%	0.0220
ATR	0.0073	0.0070	-0.0002	-3.3%	0.0000
Volume	187	157	-30	-16.0%	1,421

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8086	0.8008
R3	0.8068	0.8047	0.7998
R2	0.8029	0.8029	0.7994
R1	0.8008	0.8008	0.7991	0.7999
PP	0.7990	0.7990	0.7990	0.7986
S1	0.7969	0.7969	0.7983	0.7960
S2	0.7951	0.7951	0.7980
S3	0.7912	0.7930	0.7976
S4	0.7873	0.7891	0.7966

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	0.7857	0.0172	2.2%	0.0058	0.7%	76%	False	False	220
10	0.8040	0.7809	0.0231	2.9%	0.0061	0.8%	77%	False	False	247
20	0.8040	0.7777	0.0263	3.3%	0.0074	0.9%	80%	False	False	228
40	0.8075	0.7777	0.0298	3.7%	0.0064	0.8%	70%	False	False	191
60	0.8383	0.7777	0.0606	7.6%	0.0065	0.8%	35%	False	False	149
80	0.8627	0.7777	0.0850	10.6%	0.0055	0.7%	25%	False	False	124
100	0.8843	0.7777	0.1066	13.3%	0.0046	0.6%	20%	False	False	102

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8177
2.618	0.8113
1.618	0.8074
1.000	0.8050
0.618	0.8035
HIGH	0.8011
0.618	0.7996
0.500	0.7992
0.382	0.7987
LOW	0.7972
0.618	0.7948
1.000	0.7933
1.618	0.7909
2.618	0.7870
4.250	0.7806

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	0.7992	0.7987
PP	0.7990	0.7987
S1	0.7989	0.7987

Download as Excel Spreadsheet

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

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