CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	0.8101	0.8087	-0.0014	-0.2%	0.8142
High	0.8112	0.8118	0.0006	0.1%	0.8173
Low	0.8056	0.8047	-0.0009	-0.1%	0.8039
Close	0.8107	0.8075	-0.0032	-0.4%	0.8107
Range	0.0056	0.0071	0.0015	26.8%	0.0134
ATR	0.0068	0.0069	0.0000	0.3%	0.0000
Volume	51,099	74,763	23,664	46.3%	276,433

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8293	0.8255	0.8114
R3	0.8222	0.8184	0.8095
R2	0.8151	0.8151	0.8088
R1	0.8113	0.8113	0.8082	0.8097
PP	0.8080	0.8080	0.8080	0.8072
S1	0.8042	0.8042	0.8068	0.8026
S2	0.8009	0.8009	0.8062
S3	0.7938	0.7971	0.8055
S4	0.7867	0.7900	0.8036

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	0.8136	0.8039	0.0097	1.2%	0.0066	0.8%	37%	False	False	60,072
10	0.8235	0.8039	0.0196	2.4%	0.0067	0.8%	18%	False	False	58,680
20	0.8235	0.7949	0.0286	3.5%	0.0068	0.8%	44%	False	False	41,075
40	0.8375	0.7946	0.0429	5.3%	0.0069	0.9%	30%	False	False	20,951
60	0.8375	0.7880	0.0495	6.1%	0.0071	0.9%	39%	False	False	14,089
80	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	50%	False	False	10,623
100	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	50%	False	False	8,527
120	0.8421	0.7777	0.0644	8.0%	0.0068	0.8%	46%	False	False	7,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8304
1.618	0.8233
1.000	0.8189
0.618	0.8162
HIGH	0.8118
0.618	0.8091
0.500	0.8083
0.382	0.8074
LOW	0.8047
0.618	0.8003
1.000	0.7976
1.618	0.7932
2.618	0.7861
4.250	0.7745

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	0.8083	0.8083
PP	0.8080	0.8080
S1	0.8078	0.8078

Download as Excel Spreadsheet

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

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