CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	0.8062	0.8101	0.0039	0.5%	0.8142
High	0.8113	0.8112	-0.0001	0.0%	0.8173
Low	0.8054	0.8056	0.0002	0.0%	0.8039
Close	0.8108	0.8107	-0.0001	0.0%	0.8107
Range	0.0059	0.0056	-0.0003	-5.1%	0.0134
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	45,204	51,099	5,895	13.0%	276,433

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8260	0.8239	0.8138
R3	0.8204	0.8183	0.8122
R2	0.8148	0.8148	0.8117
R1	0.8127	0.8127	0.8112	0.8138
PP	0.8092	0.8092	0.8092	0.8097
S1	0.8071	0.8071	0.8102	0.8082
S2	0.8036	0.8036	0.8097
S3	0.7980	0.8015	0.8092
S4	0.7924	0.7959	0.8076

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8442	0.8181
R3	0.8374	0.8308	0.8144
R2	0.8240	0.8240	0.8132
R1	0.8174	0.8174	0.8119	0.8140
PP	0.8106	0.8106	0.8106	0.8090
S1	0.8040	0.8040	0.8095	0.8006
S2	0.7972	0.7972	0.8082
S3	0.7838	0.7906	0.8070
S4	0.7704	0.7772	0.8033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8173	0.8039	0.0134	1.7%	0.0067	0.8%	51%	False	False	55,286
10	0.8235	0.8039	0.0196	2.4%	0.0064	0.8%	35%	False	False	56,122
20	0.8235	0.7946	0.0289	3.6%	0.0069	0.8%	56%	False	False	37,450
40	0.8375	0.7946	0.0429	5.3%	0.0069	0.8%	38%	False	False	19,086
60	0.8375	0.7880	0.0495	6.1%	0.0071	0.9%	46%	False	False	12,846
80	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	55%	False	False	9,690
100	0.8375	0.7777	0.0598	7.4%	0.0068	0.8%	55%	False	False	7,779
120	0.8421	0.7777	0.0644	7.9%	0.0068	0.8%	51%	False	False	6,494

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8350
2.618	0.8259
1.618	0.8203
1.000	0.8168
0.618	0.8147
HIGH	0.8112
0.618	0.8091
0.500	0.8084
0.382	0.8077
LOW	0.8056
0.618	0.8021
1.000	0.8000
1.618	0.7965
2.618	0.7909
4.250	0.7818

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	0.8099	0.8101
PP	0.8092	0.8094
S1	0.8084	0.8088

Download as Excel Spreadsheet

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

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