CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	0.7959	0.7931	-0.0028	-0.4%	0.7990
High	0.7972	0.7955	-0.0017	-0.2%	0.8055
Low	0.7915	0.7880	-0.0035	-0.4%	0.7880
Close	0.7921	0.7929	0.0008	0.1%	0.7929
Range	0.0057	0.0075	0.0018	31.6%	0.0175
ATR	0.0072	0.0072	0.0000	0.3%	0.0000
Volume	743	251	-492	-66.2%	1,667

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8113	0.7970
R3	0.8071	0.8038	0.7950
R2	0.7996	0.7996	0.7943
R1	0.7963	0.7963	0.7936	0.7942
PP	0.7921	0.7921	0.7921	0.7911
S1	0.7888	0.7888	0.7922	0.7867
S2	0.7846	0.7846	0.7915
S3	0.7771	0.7813	0.7908
S4	0.7696	0.7738	0.7888

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8480	0.8379	0.8025
R3	0.8305	0.8204	0.7977
R2	0.8130	0.8130	0.7961
R1	0.8029	0.8029	0.7945	0.7992
PP	0.7955	0.7955	0.7955	0.7936
S1	0.7854	0.7854	0.7913	0.7817
S2	0.7780	0.7780	0.7897
S3	0.7605	0.7679	0.7881
S4	0.7430	0.7504	0.7833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8055	0.7880	0.0175	2.2%	0.0062	0.8%	28%	False	True	333
10	0.8055	0.7809	0.0246	3.1%	0.0066	0.8%	49%	False	False	308
20	0.8055	0.7777	0.0278	3.5%	0.0076	1.0%	55%	False	False	242
40	0.8075	0.7777	0.0298	3.8%	0.0065	0.8%	51%	False	False	218
60	0.8383	0.7777	0.0606	7.6%	0.0067	0.8%	25%	False	False	170
80	0.8586	0.7777	0.0809	10.2%	0.0057	0.7%	19%	False	False	135
100	0.8843	0.7777	0.1066	13.4%	0.0048	0.6%	14%	False	False	115

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8274
2.618	0.8151
1.618	0.8076
1.000	0.8030
0.618	0.8001
HIGH	0.7955
0.618	0.7926
0.500	0.7918
0.382	0.7909
LOW	0.7880
0.618	0.7834
1.000	0.7805
1.618	0.7759
2.618	0.7684
4.250	0.7561

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	0.7925	0.7968
PP	0.7921	0.7955
S1	0.7918	0.7942

Download as Excel Spreadsheet

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

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