CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.8087	0.8056	-0.0031	-0.4%	0.8142
High	0.8118	0.8080	-0.0038	-0.5%	0.8173
Low	0.8047	0.7991	-0.0056	-0.7%	0.8039
Close	0.8075	0.7998	-0.0077	-1.0%	0.8107
Range	0.0071	0.0089	0.0018	25.4%	0.0134
ATR	0.0069	0.0070	0.0001	2.1%	0.0000
Volume	74,763	96,860	22,097	29.6%	276,433

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8290	0.8233	0.8047
R3	0.8201	0.8144	0.8022
R2	0.8112	0.8112	0.8014
R1	0.8055	0.8055	0.8006	0.8039
PP	0.8023	0.8023	0.8023	0.8015
S1	0.7966	0.7966	0.7990	0.7950
S2	0.7934	0.7934	0.7982
S3	0.7845	0.7877	0.7974
S4	0.7756	0.7788	0.7949

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	0.7991	0.0145	1.8%	0.0074	0.9%	5%	False	True	66,922
10	0.8235	0.7991	0.0244	3.1%	0.0072	0.9%	3%	False	True	64,235
20	0.8235	0.7949	0.0286	3.6%	0.0068	0.8%	17%	False	False	45,562
40	0.8375	0.7946	0.0429	5.4%	0.0070	0.9%	12%	False	False	23,365
60	0.8375	0.7880	0.0495	6.2%	0.0072	0.9%	24%	False	False	15,700
80	0.8375	0.7777	0.0598	7.5%	0.0073	0.9%	37%	False	False	11,831
100	0.8375	0.7777	0.0598	7.5%	0.0069	0.9%	37%	False	False	9,495
120	0.8388	0.7777	0.0611	7.6%	0.0069	0.9%	36%	False	False	7,924

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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8458
2.618	0.8313
1.618	0.8224
1.000	0.8169
0.618	0.8135
HIGH	0.8080
0.618	0.8046
0.500	0.8036
0.382	0.8025
LOW	0.7991
0.618	0.7936
1.000	0.7902
1.618	0.7847
2.618	0.7758
4.250	0.7613

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.8036	0.8055
PP	0.8023	0.8036
S1	0.8011	0.8017

Download as Excel Spreadsheet

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

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