CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.7939	0.7923	-0.0016	-0.2%	0.7990
High	0.7943	0.8020	0.0077	1.0%	0.8055
Low	0.7895	0.7922	0.0027	0.3%	0.7880
Close	0.7923	0.7992	0.0069	0.9%	0.7929
Range	0.0048	0.0098	0.0050	104.2%	0.0175
ATR	0.0070	0.0072	0.0002	2.8%	0.0000
Volume	267	163	-104	-39.0%	1,667

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8272	0.8230	0.8046
R3	0.8174	0.8132	0.8019
R2	0.8076	0.8076	0.8010
R1	0.8034	0.8034	0.8001	0.8055
PP	0.7978	0.7978	0.7978	0.7989
S1	0.7936	0.7936	0.7983	0.7957
S2	0.7880	0.7880	0.7974
S3	0.7782	0.7838	0.7965
S4	0.7684	0.7740	0.7938

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%	0.0077	1.0%	64%	False	False	350
10	0.8055	0.7857	0.0198	2.5%	0.0067	0.8%	68%	False	False	285
20	0.8055	0.7777	0.0278	3.5%	0.0081	1.0%	77%	False	False	247
40	0.8055	0.7777	0.0278	3.5%	0.0066	0.8%	77%	False	False	226
60	0.8281	0.7777	0.0504	6.3%	0.0067	0.8%	43%	False	False	177
80	0.8586	0.7777	0.0809	10.1%	0.0058	0.7%	27%	False	False	139
100	0.8843	0.7777	0.1066	13.3%	0.0050	0.6%	20%	False	False	119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8437
2.618	0.8277
1.618	0.8179
1.000	0.8118
0.618	0.8081
HIGH	0.8020
0.618	0.7983
0.500	0.7971
0.382	0.7959
LOW	0.7922
0.618	0.7861
1.000	0.7824
1.618	0.7763
2.618	0.7665
4.250	0.7506

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.7985	0.7978
PP	0.7978	0.7964
S1	0.7971	0.7950

Download as Excel Spreadsheet

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

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