CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	0.8006	0.7990	-0.0016	-0.2%	0.7905
High	0.8011	0.8055	0.0044	0.5%	0.8029
Low	0.7972	0.7950	-0.0022	-0.3%	0.7809
Close	0.7987	0.7958	-0.0029	-0.4%	0.8015
Range	0.0039	0.0105	0.0066	169.2%	0.0220
ATR	0.0070	0.0073	0.0002	3.5%	0.0000
Volume	157	329	172	109.6%	1,421

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8303	0.8235	0.8016
R3	0.8198	0.8130	0.7987
R2	0.8093	0.8093	0.7977
R1	0.8025	0.8025	0.7968	0.8007
PP	0.7988	0.7988	0.7988	0.7978
S1	0.7920	0.7920	0.7948	0.7902
S2	0.7883	0.7883	0.7939
S3	0.7778	0.7815	0.7929
S4	0.7673	0.7710	0.7900

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	0.8055	0.7892	0.0163	2.0%	0.0063	0.8%	40%	True	False	216
10	0.8055	0.7809	0.0246	3.1%	0.0068	0.9%	61%	True	False	270
20	0.8055	0.7777	0.0278	3.5%	0.0076	1.0%	65%	True	False	239
40	0.8075	0.7777	0.0298	3.7%	0.0064	0.8%	61%	False	False	199
60	0.8383	0.7777	0.0606	7.6%	0.0066	0.8%	30%	False	False	154
80	0.8622	0.7777	0.0845	10.6%	0.0057	0.7%	21%	False	False	127
100	0.8843	0.7777	0.1066	13.4%	0.0047	0.6%	17%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8501
2.618	0.8330
1.618	0.8225
1.000	0.8160
0.618	0.8120
HIGH	0.8055
0.618	0.8015
0.500	0.8003
0.382	0.7990
LOW	0.7950
0.618	0.7885
1.000	0.7845
1.618	0.7780
2.618	0.7675
4.250	0.7504

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	0.8003	0.8003
PP	0.7988	0.7988
S1	0.7973	0.7973

Download as Excel Spreadsheet

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

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