CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	0.8103	0.8122	0.0019	0.2%	0.8031
High	0.8129	0.8171	0.0042	0.5%	0.8183
Low	0.8087	0.8086	-0.0001	0.0%	0.8007
Close	0.8108	0.8166	0.0058	0.7%	0.8102
Range	0.0042	0.0085	0.0043	102.4%	0.0176
ATR	0.0068	0.0069	0.0001	1.7%	0.0000
Volume	41,316	68,040	26,724	64.7%	166,176

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8396	0.8366	0.8213
R3	0.8311	0.8281	0.8189
R2	0.8226	0.8226	0.8182
R1	0.8196	0.8196	0.8174	0.8211
PP	0.8141	0.8141	0.8141	0.8149
S1	0.8111	0.8111	0.8158	0.8126
S2	0.8056	0.8056	0.8150
S3	0.7971	0.8026	0.8143
S4	0.7886	0.7941	0.8119

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8625	0.8540	0.8199
R3	0.8449	0.8364	0.8150
R2	0.8273	0.8273	0.8134
R1	0.8188	0.8188	0.8118	0.8231
PP	0.8097	0.8097	0.8097	0.8119
S1	0.8012	0.8012	0.8086	0.8055
S2	0.7921	0.7921	0.8070
S3	0.7745	0.7836	0.8054
S4	0.7569	0.7660	0.8005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8171	0.8077	0.0094	1.2%	0.0056	0.7%	95%	True	False	51,643
10	0.8183	0.7949	0.0234	2.9%	0.0065	0.8%	93%	False	False	33,417
20	0.8202	0.7946	0.0256	3.1%	0.0070	0.9%	86%	False	False	17,841
40	0.8375	0.7946	0.0429	5.3%	0.0069	0.8%	51%	False	False	9,073
60	0.8375	0.7809	0.0566	6.9%	0.0071	0.9%	63%	False	False	6,167
80	0.8375	0.7777	0.0598	7.3%	0.0071	0.9%	65%	False	False	4,679
100	0.8375	0.7777	0.0598	7.3%	0.0069	0.8%	65%	False	False	3,761
120	0.8581	0.7777	0.0804	9.8%	0.0065	0.8%	48%	False	False	3,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8532
2.618	0.8394
1.618	0.8309
1.000	0.8256
0.618	0.8224
HIGH	0.8171
0.618	0.8139
0.500	0.8129
0.382	0.8118
LOW	0.8086
0.618	0.8033
1.000	0.8001
1.618	0.7948
2.618	0.7863
4.250	0.7725

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	0.8154	0.8152
PP	0.8141	0.8138
S1	0.8129	0.8124

Download as Excel Spreadsheet

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

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