CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	0.8035	0.8013	-0.0022	-0.3%	0.8124
High	0.8044	0.8021	-0.0023	-0.3%	0.8132
Low	0.7970	0.7946	-0.0024	-0.3%	0.7963
Close	0.8023	0.7971	-0.0052	-0.6%	0.8023
Range	0.0074	0.0075	0.0001	1.4%	0.0169
ATR	0.0073	0.0073	0.0000	0.4%	0.0000
Volume	4,615	2,263	-2,352	-51.0%	8,336

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8163	0.8012
R3	0.8129	0.8088	0.7992
R2	0.8054	0.8054	0.7985
R1	0.8013	0.8013	0.7978	0.7996
PP	0.7979	0.7979	0.7979	0.7971
S1	0.7938	0.7938	0.7964	0.7921
S2	0.7904	0.7904	0.7957
S3	0.7829	0.7863	0.7950
S4	0.7754	0.7788	0.7930

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8546	0.8454	0.8116
R3	0.8377	0.8285	0.8069
R2	0.8208	0.8208	0.8054
R1	0.8116	0.8116	0.8038	0.8078
PP	0.8039	0.8039	0.8039	0.8020
S1	0.7947	0.7947	0.8008	0.7909
S2	0.7870	0.7870	0.7992
S3	0.7701	0.7778	0.7977
S4	0.7532	0.7609	0.7930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8132	0.7946	0.0186	2.3%	0.0079	1.0%	13%	False	True	2,119
10	0.8292	0.7946	0.0346	4.3%	0.0074	0.9%	7%	False	True	1,375
20	0.8375	0.7946	0.0429	5.4%	0.0069	0.9%	6%	False	True	827
40	0.8375	0.7880	0.0495	6.2%	0.0073	0.9%	18%	False	False	596
60	0.8375	0.7777	0.0598	7.5%	0.0073	0.9%	32%	False	False	473
80	0.8375	0.7777	0.0598	7.5%	0.0069	0.9%	32%	False	False	390
100	0.8421	0.7777	0.0644	8.1%	0.0068	0.9%	30%	False	False	325
120	0.8687	0.7777	0.0910	11.4%	0.0061	0.8%	21%	False	False	278

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	0.8340
2.618	0.8217
1.618	0.8142
1.000	0.8096
0.618	0.8067
HIGH	0.8021
0.618	0.7992
0.500	0.7984
0.382	0.7975
LOW	0.7946
0.618	0.7900
1.000	0.7871
1.618	0.7825
2.618	0.7750
4.250	0.7627

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	0.7984	0.7995
PP	0.7979	0.7987
S1	0.7975	0.7979

Download as Excel Spreadsheet

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

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